MXEOX vs. MXREX
Compare and contrast key facts about Great-West Emerging Markets Equity Fund (MXEOX) and Great-West Real Estate Index Fund (MXREX).
MXEOX is managed by Great-West. It was launched on Jan 4, 2018. MXREX is managed by Great-West. It was launched on Nov 27, 2012.
Performance
MXEOX vs. MXREX - Performance Comparison
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MXEOX vs. MXREX - 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% |
MXREX Great-West Real Estate Index Fund | 4.34% | 3.16% | 7.47% | 13.31% | -26.44% | 45.80% | -12.52% | 22.41% | -2.59% |
Returns By Period
In the year-to-date period, MXEOX achieves a 3.61% return, which is significantly lower than MXREX's 4.34% return.
MXEOX
- 1D
- 2.58%
- 1M
- -9.99%
- YTD
- 3.61%
- 6M
- 7.50%
- 1Y
- 33.45%
- 3Y*
- 16.71%
- 5Y*
- 3.53%
- 10Y*
- —
MXREX
- 1D
- 1.43%
- 1M
- -6.11%
- YTD
- 4.34%
- 6M
- 3.29%
- 1Y
- 6.67%
- 3Y*
- 8.48%
- 5Y*
- 4.86%
- 10Y*
- 3.08%
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MXEOX vs. MXREX - Expense Ratio Comparison
MXEOX has a 1.23% expense ratio, which is higher than MXREX's 0.70% expense ratio.
Return for Risk
MXEOX vs. MXREX — Risk / Return Rank
MXEOX
MXREX
MXEOX vs. MXREX - 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 Real Estate Index Fund (MXREX). 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 | MXREX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 0.39 | +1.50 |
Sortino ratioReturn per unit of downside risk | 2.49 | 0.67 | +1.82 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.09 | +0.29 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | 0.45 | +1.99 |
Martin ratioReturn relative to average drawdown | 9.15 | 1.96 | +7.19 |
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 | MXREX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 0.39 | +1.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.26 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.14 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.19 | +0.04 |
Correlation
The correlation between MXEOX and MXREX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MXEOX vs. MXREX - Dividend Comparison
MXEOX's dividend yield for the trailing twelve months is around 0.97%, less than MXREX's 1.98% 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% |
MXREX Great-West Real Estate Index Fund | 1.98% | 2.07% | 6.74% | 1.85% | 4.69% | 1.93% | 1.60% | 4.51% | 4.10% | 3.36% |
Drawdowns
MXEOX vs. MXREX - Drawdown Comparison
The maximum MXEOX drawdown since its inception was -41.05%, smaller than the maximum MXREX drawdown of -43.89%. Use the drawdown chart below to compare losses from any high point for MXEOX and MXREX.
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Drawdown Indicators
| MXEOX | MXREX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -43.89% | +2.84% |
Max Drawdown (1Y)Largest decline over 1 year | -13.95% | -13.36% | -0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -38.47% | -33.06% | -5.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.89% | — |
Current DrawdownCurrent decline from peak | -11.73% | -6.11% | -5.62% |
Average DrawdownAverage peak-to-trough decline | -17.50% | -11.77% | -5.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 3.05% | +0.79% |
Volatility
MXEOX vs. MXREX - Volatility Comparison
Great-West Emerging Markets Equity Fund (MXEOX) has a higher volatility of 9.21% compared to Great-West Real Estate Index Fund (MXREX) at 4.48%. This indicates that MXEOX's price experiences larger fluctuations and is considered to be riskier than MXREX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEOX | MXREX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.21% | 4.48% | +4.73% |
Volatility (6M)Calculated over the trailing 6-month period | 13.79% | 9.21% | +4.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.33% | 17.89% | +1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 19.36% | -2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.94% | 21.94% | -3.00% |