MXEOX vs. SSKEX
Compare and contrast key facts about Great-West Emerging Markets Equity Fund (MXEOX) and State Street Emerging Markets Equity Index Fund (SSKEX).
MXEOX is managed by Great-West. It was launched on Jan 4, 2018. SSKEX is managed by State Street. It was launched on Dec 17, 2015.
Performance
MXEOX vs. SSKEX - Performance Comparison
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MXEOX vs. SSKEX - 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% |
SSKEX State Street Emerging Markets Equity Index Fund | 1.08% | 33.79% | 7.00% | 9.50% | -20.23% | -2.80% | 18.20% | 18.16% | -17.24% |
Returns By Period
In the year-to-date period, MXEOX achieves a 1.01% return, which is significantly lower than SSKEX's 1.08% return.
MXEOX
- 1D
- -1.15%
- 1M
- -13.08%
- YTD
- 1.01%
- 6M
- 5.80%
- 1Y
- 30.79%
- 3Y*
- 15.73%
- 5Y*
- 3.01%
- 10Y*
- —
SSKEX
- 1D
- -0.06%
- 1M
- -11.97%
- YTD
- 1.08%
- 6M
- 5.80%
- 1Y
- 30.40%
- 3Y*
- 15.02%
- 5Y*
- 3.75%
- 10Y*
- 7.79%
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MXEOX vs. SSKEX - Expense Ratio Comparison
MXEOX has a 1.23% expense ratio, which is higher than SSKEX's 0.17% expense ratio.
Return for Risk
MXEOX vs. SSKEX — Risk / Return Rank
MXEOX
SSKEX
MXEOX vs. SSKEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Emerging Markets Equity Fund (MXEOX) and State Street Emerging Markets Equity Index Fund (SSKEX). 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 | SSKEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 1.84 | -0.31 |
Sortino ratioReturn per unit of downside risk | 2.05 | 2.37 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.35 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 2.22 | -0.20 |
Martin ratioReturn relative to average drawdown | 7.76 | 8.63 | -0.87 |
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 | SSKEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 1.84 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.23 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.49 | -0.28 |
Correlation
The correlation between MXEOX and SSKEX is 0.88, 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. SSKEX - Dividend Comparison
MXEOX's dividend yield for the trailing twelve months is around 0.99%, less than SSKEX's 2.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
SSKEX State Street Emerging Markets Equity Index Fund | 2.82% | 2.85% | 2.90% | 3.26% | 3.90% | 1.95% | 1.84% | 2.84% | 3.01% | 2.55% | 2.29% |
Drawdowns
MXEOX vs. SSKEX - Drawdown Comparison
The maximum MXEOX drawdown since its inception was -41.05%, roughly equal to the maximum SSKEX drawdown of -39.23%. Use the drawdown chart below to compare losses from any high point for MXEOX and SSKEX.
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Drawdown Indicators
| MXEOX | SSKEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -39.23% | -1.82% |
Max Drawdown (1Y)Largest decline over 1 year | -13.95% | -12.44% | -1.51% |
Max Drawdown (5Y)Largest decline over 5 years | -38.47% | -37.16% | -1.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.23% | — |
Current DrawdownCurrent decline from peak | -13.95% | -12.44% | -1.51% |
Average DrawdownAverage peak-to-trough decline | -17.50% | -13.46% | -4.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 3.21% | +0.56% |
Volatility
MXEOX vs. SSKEX - Volatility Comparison
Great-West Emerging Markets Equity Fund (MXEOX) has a higher volatility of 8.64% compared to State Street Emerging Markets Equity Index Fund (SSKEX) at 7.57%. This indicates that MXEOX's price experiences larger fluctuations and is considered to be riskier than SSKEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEOX | SSKEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.64% | 7.57% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 13.60% | 12.01% | +1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.21% | 16.37% | +2.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 16.10% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.93% | 17.09% | +1.84% |