Correlation
The correlation between MXEOX and VEMAX is 0.66, 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.
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MXEOX or VEMAX.
Performance
MXEOX vs. VEMAX - Performance Comparison
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Key characteristics
MXEOX:
0.60
VEMAX:
0.73
MXEOX:
0.79
VEMAX:
0.96
MXEOX:
1.10
VEMAX:
1.12
MXEOX:
0.31
VEMAX:
0.53
MXEOX:
1.43
VEMAX:
1.85
MXEOX:
5.89%
VEMAX:
5.27%
MXEOX:
17.40%
VEMAX:
15.89%
MXEOX:
-41.05%
VEMAX:
-66.45%
MXEOX:
-14.20%
VEMAX:
-4.90%
Returns By Period
In the year-to-date period, MXEOX achieves a 7.84% return, which is significantly higher than VEMAX's 6.26% return.
MXEOX
7.84%
4.38%
7.16%
10.38%
5.16%
6.21%
N/A
VEMAX
6.26%
3.58%
5.78%
12.32%
5.92%
7.82%
3.96%
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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.
Risk-Adjusted Performance
MXEOX vs. VEMAX — Risk-Adjusted Performance Rank
MXEOX
VEMAX
MXEOX vs. VEMAX - Risk-Adjusted Performance 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.
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Dividends
MXEOX vs. VEMAX - Dividend Comparison
MXEOX's dividend yield for the trailing twelve months is around 1.26%, less than VEMAX's 2.96% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXEOX Great-West Emerging Markets Equity Fund | 1.26% | 1.36% | 2.01% | 1.62% | 3.43% | 1.85% | 0.94% | 0.99% | 0.00% | 0.00% | 0.00% | 0.00% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 2.96% | 3.13% | 3.46% | 4.05% | 2.57% | 1.87% | 3.20% | 2.85% | 2.31% | 2.51% | 3.25% | 2.86% |
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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Volatility
MXEOX vs. VEMAX - Volatility Comparison
Great-West Emerging Markets Equity Fund (MXEOX) and Vanguard Emerging Markets Stock Index Fund Admiral Shares (VEMAX) have volatilities of 3.54% and 3.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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