MXEOX vs. MXLSX
Compare and contrast key facts about Great-West Emerging Markets Equity Fund (MXEOX) and Great-West Small Cap Value Fund (MXLSX).
MXEOX is managed by Great-West. It was launched on Jan 4, 2018. MXLSX is managed by Great-West. It was launched on Nov 1, 1994.
Performance
MXEOX vs. MXLSX - Performance Comparison
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MXEOX vs. MXLSX - 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% |
MXLSX Great-West Small Cap Value Fund | 1.81% | 4.08% | 8.20% | 17.81% | -10.07% | 31.12% | 2.84% | 24.67% | -17.26% |
Returns By Period
In the year-to-date period, MXEOX achieves a 1.01% return, which is significantly lower than MXLSX's 1.81% return.
MXEOX
- 1D
- -1.15%
- 1M
- -13.08%
- YTD
- 1.01%
- 6M
- 5.80%
- 1Y
- 30.79%
- 3Y*
- 15.73%
- 5Y*
- 3.01%
- 10Y*
- —
MXLSX
- 1D
- -0.52%
- 1M
- -6.65%
- YTD
- 1.81%
- 6M
- 2.61%
- 1Y
- 13.81%
- 3Y*
- 9.89%
- 5Y*
- 5.76%
- 10Y*
- 8.19%
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MXEOX vs. MXLSX - Expense Ratio Comparison
MXEOX has a 1.23% expense ratio, which is higher than MXLSX's 1.09% expense ratio.
Return for Risk
MXEOX vs. MXLSX — Risk / Return Rank
MXEOX
MXLSX
MXEOX vs. MXLSX - 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 Small Cap Value Fund (MXLSX). 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 | MXLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 0.54 | +0.98 |
Sortino ratioReturn per unit of downside risk | 2.05 | 0.92 | +1.13 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.13 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 0.77 | +1.26 |
Martin ratioReturn relative to average drawdown | 7.76 | 2.97 | +4.79 |
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 | MXLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 0.54 | +0.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.28 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.25 | -0.04 |
Correlation
The correlation between MXEOX and MXLSX is 0.56, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MXEOX vs. MXLSX - Dividend Comparison
MXEOX's dividend yield for the trailing twelve months is around 0.99%, more than MXLSX's 0.47% 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% |
MXLSX Great-West Small Cap Value Fund | 0.47% | 0.48% | 1.07% | 2.24% | 2.93% | 6.23% | 0.23% | 0.47% | 2.92% | 5.29% |
Drawdowns
MXEOX vs. MXLSX - Drawdown Comparison
The maximum MXEOX drawdown since its inception was -41.05%, smaller than the maximum MXLSX drawdown of -60.41%. Use the drawdown chart below to compare losses from any high point for MXEOX and MXLSX.
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Drawdown Indicators
| MXEOX | MXLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -60.41% | +19.36% |
Max Drawdown (1Y)Largest decline over 1 year | -13.95% | -15.02% | +1.07% |
Max Drawdown (5Y)Largest decline over 5 years | -38.47% | -26.04% | -12.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.52% | — |
Current DrawdownCurrent decline from peak | -13.95% | -8.88% | -5.07% |
Average DrawdownAverage peak-to-trough decline | -17.50% | -12.20% | -5.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 4.19% | -0.42% |
Volatility
MXEOX vs. MXLSX - Volatility Comparison
Great-West Emerging Markets Equity Fund (MXEOX) has a higher volatility of 8.64% compared to Great-West Small Cap Value Fund (MXLSX) at 5.13%. This indicates that MXEOX's price experiences larger fluctuations and is considered to be riskier than MXLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEOX | MXLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.64% | 5.13% | +3.51% |
Volatility (6M)Calculated over the trailing 6-month period | 13.60% | 11.94% | +1.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.21% | 23.41% | -4.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 20.90% | -3.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.93% | 22.28% | -3.35% |