MXEOX vs. VEMAX
Compare and contrast key facts about Great-West Emerging Markets Equity Fund (MXEOX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX).
MXEOX is managed by Great-West. It was launched on Jan 4, 2018. VEMAX is managed by Vanguard. It was launched on Jun 23, 2006.
Performance
MXEOX vs. VEMAX - Performance Comparison
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MXEOX vs. VEMAX - 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% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | -2.51% | 24.76% | 11.34% | 8.82% | -17.79% | 0.85% | 15.24% | 20.29% | -17.34% |
Returns By Period
In the year-to-date period, MXEOX achieves a 1.01% return, which is significantly higher than VEMAX's -2.51% return.
MXEOX
- 1D
- -1.15%
- 1M
- -13.08%
- YTD
- 1.01%
- 6M
- 5.80%
- 1Y
- 30.79%
- 3Y*
- 15.73%
- 5Y*
- 3.01%
- 10Y*
- —
VEMAX
- 1D
- -0.82%
- 1M
- -9.73%
- YTD
- -2.51%
- 6M
- -1.16%
- 1Y
- 19.13%
- 3Y*
- 12.46%
- 5Y*
- 3.36%
- 10Y*
- 7.28%
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MXEOX vs. VEMAX - Expense Ratio Comparison
MXEOX has a 1.23% expense ratio, which is higher than VEMAX's 0.14% expense ratio.
Return for Risk
MXEOX vs. VEMAX — Risk / Return Rank
MXEOX
VEMAX
MXEOX vs. VEMAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Emerging Markets Equity Fund (MXEOX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX). 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 | VEMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 1.23 | +0.29 |
Sortino ratioReturn per unit of downside risk | 2.05 | 1.70 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.24 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.03 | 1.53 | +0.50 |
Martin ratioReturn relative to average drawdown | 7.76 | 5.69 | +2.07 |
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 | VEMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.52 | 1.23 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.18 | 0.22 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.26 | -0.05 |
Correlation
The correlation between MXEOX and VEMAX is 0.93, 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. VEMAX - Dividend Comparison
MXEOX's dividend yield for the trailing twelve months is around 0.99%, less than VEMAX's 2.73% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 2.73% | 2.74% | 3.13% | 3.47% | 4.05% | 2.57% | 1.87% | 3.20% | 2.85% | 2.31% | 2.51% | 3.25% |
Drawdowns
MXEOX vs. VEMAX - Drawdown Comparison
The maximum MXEOX drawdown since its inception was -41.05%, smaller than the maximum VEMAX drawdown of -66.45%. Use the drawdown chart below to compare losses from any high point for MXEOX and VEMAX.
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Drawdown Indicators
| MXEOX | VEMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -66.45% | +25.40% |
Max Drawdown (1Y)Largest decline over 1 year | -13.95% | -11.08% | -2.87% |
Max Drawdown (5Y)Largest decline over 5 years | -38.47% | -32.60% | -5.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.11% | — |
Current DrawdownCurrent decline from peak | -13.95% | -11.05% | -2.90% |
Average DrawdownAverage peak-to-trough decline | -17.50% | -16.25% | -1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 2.99% | +0.78% |
Volatility
MXEOX vs. VEMAX - Volatility Comparison
Great-West Emerging Markets Equity Fund (MXEOX) has a higher volatility of 8.64% compared to Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) at 6.36%. This indicates that MXEOX's price experiences larger fluctuations and is considered to be riskier than VEMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEOX | VEMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.64% | 6.36% | +2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 13.60% | 10.70% | +2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.21% | 15.26% | +3.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.16% | 15.18% | +1.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.93% | 16.37% | +2.56% |