MXEOX vs. MXINX
Compare and contrast key facts about Great-West Emerging Markets Equity Fund (MXEOX) and Great-West International Index Fund (MXINX).
MXEOX is managed by Great-West. It was launched on Jan 4, 2018. MXINX is managed by Great-West. It was launched on Jan 13, 2011.
Performance
MXEOX vs. MXINX - Performance Comparison
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MXEOX vs. MXINX - 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% |
MXINX Great-West International Index Fund | 0.95% | 30.90% | 2.92% | 17.56% | -14.75% | 10.32% | 7.97% | 21.26% | -15.87% |
Returns By Period
In the year-to-date period, MXEOX achieves a 3.61% return, which is significantly higher than MXINX's 0.95% return.
MXEOX
- 1D
- 2.58%
- 1M
- -9.99%
- YTD
- 3.61%
- 6M
- 7.50%
- 1Y
- 33.45%
- 3Y*
- 16.71%
- 5Y*
- 3.53%
- 10Y*
- —
MXINX
- 1D
- 3.04%
- 1M
- -6.36%
- YTD
- 0.95%
- 6M
- 4.61%
- 1Y
- 22.32%
- 3Y*
- 13.84%
- 5Y*
- 7.89%
- 10Y*
- 8.09%
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MXEOX vs. MXINX - Expense Ratio Comparison
MXEOX has a 1.23% expense ratio, which is higher than MXINX's 0.65% expense ratio.
Return for Risk
MXEOX vs. MXINX — Risk / Return Rank
MXEOX
MXINX
MXEOX vs. MXINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Emerging Markets Equity Fund (MXEOX) and Great-West International Index Fund (MXINX). 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 | MXINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 1.32 | +0.58 |
Sortino ratioReturn per unit of downside risk | 2.49 | 1.86 | +0.64 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.27 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | 1.56 | +0.88 |
Martin ratioReturn relative to average drawdown | 9.15 | 6.51 | +2.64 |
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 | MXINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 1.32 | +0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.48 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.29 | -0.07 |
Correlation
The correlation between MXEOX and MXINX is 0.75, 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. MXINX - Dividend Comparison
MXEOX's dividend yield for the trailing twelve months is around 0.97%, less than MXINX's 3.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MXINX Great-West International Index Fund | 3.31% | 3.34% | 2.20% | 4.38% | 1.80% | 5.73% | 2.45% | 2.64% | 3.55% | 2.63% |
Drawdowns
MXEOX vs. MXINX - Drawdown Comparison
The maximum MXEOX drawdown since its inception was -41.05%, which is greater than MXINX's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for MXEOX and MXINX.
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Drawdown Indicators
| MXEOX | MXINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -34.59% | -6.46% |
Max Drawdown (1Y)Largest decline over 1 year | -13.95% | -11.43% | -2.52% |
Max Drawdown (5Y)Largest decline over 5 years | -38.47% | -29.75% | -8.72% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.59% | — |
Current DrawdownCurrent decline from peak | -11.73% | -8.19% | -3.54% |
Average DrawdownAverage peak-to-trough decline | -17.50% | -8.65% | -8.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 3.27% | +0.57% |
Volatility
MXEOX vs. MXINX - Volatility Comparison
Great-West Emerging Markets Equity Fund (MXEOX) has a higher volatility of 9.21% compared to Great-West International Index Fund (MXINX) at 7.84%. This indicates that MXEOX's price experiences larger fluctuations and is considered to be riskier than MXINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEOX | MXINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.21% | 7.84% | +1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 13.79% | 11.28% | +2.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.33% | 18.21% | +1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 16.65% | +0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.94% | 16.95% | +1.99% |