MXEOX vs. MXXLX
Compare and contrast key facts about Great-West Emerging Markets Equity Fund (MXEOX) and Great-West Lifetime 2055 Fund (MXXLX).
MXEOX is managed by Great-West. It was launched on Jan 4, 2018. MXXLX is managed by Great-West. It was launched on Apr 30, 2009.
Performance
MXEOX vs. MXXLX - Performance Comparison
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MXEOX vs. MXXLX - 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% |
MXXLX Great-West Lifetime 2055 Fund | -1.40% | 17.54% | 10.65% | 17.25% | -17.19% | 16.12% | 13.57% | 25.75% | -11.99% |
Returns By Period
In the year-to-date period, MXEOX achieves a 3.61% return, which is significantly higher than MXXLX's -1.40% return.
MXEOX
- 1D
- 2.58%
- 1M
- -9.99%
- YTD
- 3.61%
- 6M
- 7.50%
- 1Y
- 33.45%
- 3Y*
- 16.71%
- 5Y*
- 3.53%
- 10Y*
- —
MXXLX
- 1D
- 2.70%
- 1M
- -5.81%
- YTD
- -1.40%
- 6M
- 0.73%
- 1Y
- 15.89%
- 3Y*
- 12.50%
- 5Y*
- 6.40%
- 10Y*
- 8.61%
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MXEOX vs. MXXLX - Expense Ratio Comparison
MXEOX has a 1.23% expense ratio, which is higher than MXXLX's 0.57% expense ratio.
Return for Risk
MXEOX vs. MXXLX — Risk / Return Rank
MXEOX
MXXLX
MXEOX vs. MXXLX - 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 Lifetime 2055 Fund (MXXLX). 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 | MXXLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 1.02 | +0.87 |
Sortino ratioReturn per unit of downside risk | 2.49 | 1.51 | +0.98 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.22 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | 1.42 | +1.01 |
Martin ratioReturn relative to average drawdown | 9.15 | 6.39 | +2.76 |
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 | MXXLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 1.02 | +0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.41 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.53 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.44 | -0.21 |
Correlation
The correlation between MXEOX and MXXLX is 0.65, 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. MXXLX - Dividend Comparison
MXEOX's dividend yield for the trailing twelve months is around 0.97%, less than MXXLX's 3.02% 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% |
MXXLX Great-West Lifetime 2055 Fund | 3.02% | 2.97% | 4.27% | 3.42% | 7.87% | 8.92% | 5.05% | 9.47% | 10.16% | 2.95% |
Drawdowns
MXEOX vs. MXXLX - Drawdown Comparison
The maximum MXEOX drawdown since its inception was -41.05%, which is greater than MXXLX's maximum drawdown of -33.59%. Use the drawdown chart below to compare losses from any high point for MXEOX and MXXLX.
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Drawdown Indicators
| MXEOX | MXXLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -33.59% | -7.46% |
Max Drawdown (1Y)Largest decline over 1 year | -13.95% | -11.36% | -2.59% |
Max Drawdown (5Y)Largest decline over 5 years | -38.47% | -28.94% | -9.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.59% | — |
Current DrawdownCurrent decline from peak | -11.73% | -6.66% | -5.07% |
Average DrawdownAverage peak-to-trough decline | -17.50% | -7.09% | -10.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 2.53% | +1.31% |
Volatility
MXEOX vs. MXXLX - Volatility Comparison
Great-West Emerging Markets Equity Fund (MXEOX) has a higher volatility of 9.21% compared to Great-West Lifetime 2055 Fund (MXXLX) at 5.71%. This indicates that MXEOX's price experiences larger fluctuations and is considered to be riskier than MXXLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEOX | MXXLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.21% | 5.71% | +3.50% |
Volatility (6M)Calculated over the trailing 6-month period | 13.79% | 9.11% | +4.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.33% | 15.85% | +3.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 15.57% | +1.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.94% | 16.41% | +2.53% |