MXEOX vs. LZEMX
Compare and contrast key facts about Great-West Emerging Markets Equity Fund (MXEOX) and Lazard Emerging Markets Equity Portfolio (LZEMX).
MXEOX is managed by Great-West. It was launched on Jan 4, 2018. LZEMX is managed by Lazard. It was launched on Jul 14, 1994.
Performance
MXEOX vs. LZEMX - Performance Comparison
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MXEOX vs. LZEMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MXEOX Great-West Emerging Markets Equity Fund | 3.61% | 32.78% | 9.84% | 9.67% | -22.34% | -3.49% | 18.39% | 21.67% | -21.34% |
LZEMX Lazard Emerging Markets Equity Portfolio | 6.61% | 41.35% | 7.60% | 22.44% | -14.86% | 5.37% | -0.07% | 18.06% | -19.59% |
Returns By Period
In the year-to-date period, MXEOX achieves a 3.61% return, which is significantly lower than LZEMX's 6.61% return.
MXEOX
- 1D
- 2.58%
- 1M
- -9.99%
- YTD
- 3.61%
- 6M
- 7.50%
- 1Y
- 33.45%
- 3Y*
- 16.71%
- 5Y*
- 3.53%
- 10Y*
- —
LZEMX
- 1D
- 1.54%
- 1M
- -7.29%
- YTD
- 6.61%
- 6M
- 16.90%
- 1Y
- 40.50%
- 3Y*
- 22.54%
- 5Y*
- 11.01%
- 10Y*
- 9.39%
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MXEOX vs. LZEMX - Expense Ratio Comparison
MXEOX has a 1.23% expense ratio, which is higher than LZEMX's 1.06% expense ratio.
Return for Risk
MXEOX vs. LZEMX — Risk / Return Rank
MXEOX
LZEMX
MXEOX vs. LZEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Emerging Markets Equity Fund (MXEOX) and Lazard Emerging Markets Equity Portfolio (LZEMX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| MXEOX | LZEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 2.95 | -1.05 |
Sortino ratioReturn per unit of downside risk | 2.49 | 3.72 | -1.23 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.57 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | 3.86 | -1.43 |
Martin ratioReturn relative to average drawdown | 9.15 | 14.21 | -5.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MXEOX | LZEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 2.95 | -1.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.78 | -0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.39 | -0.16 |
Correlation
The correlation between MXEOX and LZEMX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MXEOX vs. LZEMX - Dividend Comparison
MXEOX's dividend yield for the trailing twelve months is around 0.97%, less than LZEMX's 1.92% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXEOX Great-West Emerging Markets Equity Fund | 0.97% | 1.00% | 1.36% | 2.01% | 1.61% | 3.42% | 1.85% | 0.94% | 1.00% | 0.00% | 0.00% | 0.00% |
LZEMX Lazard Emerging Markets Equity Portfolio | 1.92% | 2.05% | 3.11% | 3.76% | 5.92% | 4.89% | 2.11% | 2.45% | 2.10% | 1.99% | 1.48% | 2.14% |
Drawdowns
MXEOX vs. LZEMX - Drawdown Comparison
The maximum MXEOX drawdown since its inception was -41.05%, smaller than the maximum LZEMX drawdown of -60.08%. Use the drawdown chart below to compare losses from any high point for MXEOX and LZEMX.
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Drawdown Indicators
| MXEOX | LZEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -60.08% | +19.03% |
Max Drawdown (1Y)Largest decline over 1 year | -13.95% | -10.42% | -3.53% |
Max Drawdown (5Y)Largest decline over 5 years | -38.47% | -30.55% | -7.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.08% | — |
Current DrawdownCurrent decline from peak | -11.73% | -9.04% | -2.69% |
Average DrawdownAverage peak-to-trough decline | -17.50% | -16.71% | -0.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 2.89% | +0.95% |
Volatility
MXEOX vs. LZEMX - Volatility Comparison
Great-West Emerging Markets Equity Fund (MXEOX) has a higher volatility of 9.21% compared to Lazard Emerging Markets Equity Portfolio (LZEMX) at 6.23%. This indicates that MXEOX's price experiences larger fluctuations and is considered to be riskier than LZEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEOX | LZEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.21% | 6.23% | +2.98% |
Volatility (6M)Calculated over the trailing 6-month period | 13.79% | 9.72% | +4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.33% | 14.30% | +5.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 14.11% | +3.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.94% | 16.34% | +2.60% |