MXEOX vs. MXIVX
Compare and contrast key facts about Great-West Emerging Markets Equity Fund (MXEOX) and Great-West International Value Fund (MXIVX).
MXEOX is managed by Great-West. It was launched on Jan 4, 2018. MXIVX is managed by Great-West. It was launched on Dec 1, 1993.
Performance
MXEOX vs. MXIVX - Performance Comparison
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MXEOX vs. MXIVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MXEOX Great-West Emerging Markets Equity Fund | 1.01% | 32.78% | 9.84% | 9.67% | -22.34% | -3.49% | 18.39% | 21.67% | -21.34% |
MXIVX Great-West International Value Fund | -1.26% | 39.08% | 5.46% | 18.05% | -15.20% | 10.38% | 10.20% | 22.07% | -17.14% |
Returns By Period
In the year-to-date period, MXEOX achieves a 1.01% return, which is significantly higher than MXIVX's -1.26% return.
MXEOX
- 1D
- -1.15%
- 1M
- -13.08%
- YTD
- 1.01%
- 6M
- 5.80%
- 1Y
- 30.79%
- 3Y*
- 15.73%
- 5Y*
- 3.01%
- 10Y*
- —
MXIVX
- 1D
- 0.38%
- 1M
- -10.51%
- YTD
- -1.26%
- 6M
- 4.58%
- 1Y
- 24.18%
- 3Y*
- 16.45%
- 5Y*
- 9.22%
- 10Y*
- 8.52%
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MXEOX vs. MXIVX - Expense Ratio Comparison
MXEOX has a 1.23% expense ratio, which is higher than MXIVX's 1.07% expense ratio.
Return for Risk
MXEOX vs. MXIVX — Risk / Return Rank
MXEOX
MXIVX
MXEOX vs. MXIVX - 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 Value Fund (MXIVX). 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 | MXIVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 1.37 | +0.16 |
Sortino ratioReturn per unit of downside risk | 2.05 | 1.86 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.28 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 1.73 | +0.30 |
Martin ratioReturn relative to average drawdown | 7.76 | 7.32 | +0.44 |
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 | MXIVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 1.37 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.59 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.44 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.16 | +0.05 |
Correlation
The correlation between MXEOX and MXIVX is 0.73, 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. MXIVX - Dividend Comparison
MXEOX's dividend yield for the trailing twelve months is around 0.99%, less than MXIVX's 6.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXEOX Great-West Emerging Markets Equity Fund | 0.99% | 1.00% | 1.36% | 2.01% | 1.61% | 3.42% | 1.85% | 0.94% | 1.00% | 0.00% |
MXIVX Great-West International Value Fund | 6.04% | 5.96% | 4.97% | 3.27% | 2.99% | 4.27% | 1.99% | 2.42% | 27.79% | 2.85% |
Drawdowns
MXEOX vs. MXIVX - Drawdown Comparison
The maximum MXEOX drawdown since its inception was -41.05%, smaller than the maximum MXIVX drawdown of -76.77%. Use the drawdown chart below to compare losses from any high point for MXEOX and MXIVX.
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Drawdown Indicators
| MXEOX | MXIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -76.77% | +35.72% |
Max Drawdown (1Y)Largest decline over 1 year | -13.95% | -11.65% | -2.30% |
Max Drawdown (5Y)Largest decline over 5 years | -38.47% | -29.13% | -9.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.18% | — |
Current DrawdownCurrent decline from peak | -13.95% | -10.51% | -3.44% |
Average DrawdownAverage peak-to-trough decline | -17.50% | -22.30% | +4.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 3.22% | +0.55% |
Volatility
MXEOX vs. MXIVX - Volatility Comparison
Great-West Emerging Markets Equity Fund (MXEOX) has a higher volatility of 8.64% compared to Great-West International Value Fund (MXIVX) at 6.34%. This indicates that MXEOX's price experiences larger fluctuations and is considered to be riskier than MXIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEOX | MXIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.64% | 6.34% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 13.60% | 9.99% | +3.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.21% | 16.88% | +2.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 15.88% | +1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.93% | 19.34% | -0.41% |