MXEOX vs. VIPSX
Compare and contrast key facts about Great-West Emerging Markets Equity Fund (MXEOX) and Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX).
MXEOX is managed by Great-West. It was launched on Jan 4, 2018. VIPSX is managed by Vanguard. It was launched on Jun 29, 2000.
Performance
MXEOX vs. VIPSX - Performance Comparison
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MXEOX vs. VIPSX - 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% |
VIPSX Vanguard Inflation-Protected Securities Fund Investor Shares | 0.34% | 6.77% | 1.74% | 3.73% | -12.04% | 5.57% | 10.90% | 8.06% | -1.40% |
Returns By Period
In the year-to-date period, MXEOX achieves a 3.61% return, which is significantly higher than VIPSX's 0.34% return.
MXEOX
- 1D
- 2.58%
- 1M
- -9.99%
- YTD
- 3.61%
- 6M
- 7.50%
- 1Y
- 33.45%
- 3Y*
- 16.71%
- 5Y*
- 3.53%
- 10Y*
- —
VIPSX
- 1D
- 0.09%
- 1M
- -1.10%
- YTD
- 0.34%
- 6M
- 0.21%
- 1Y
- 2.77%
- 3Y*
- 2.99%
- 5Y*
- 1.24%
- 10Y*
- 2.45%
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MXEOX vs. VIPSX - Expense Ratio Comparison
MXEOX has a 1.23% expense ratio, which is higher than VIPSX's 0.20% expense ratio.
Return for Risk
MXEOX vs. VIPSX — Risk / Return Rank
MXEOX
VIPSX
MXEOX vs. VIPSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Emerging Markets Equity Fund (MXEOX) and Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX). 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 | VIPSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 0.70 | +1.20 |
Sortino ratioReturn per unit of downside risk | 2.49 | 0.98 | +1.52 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.12 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | 1.18 | +1.26 |
Martin ratioReturn relative to average drawdown | 9.15 | 3.52 | +5.63 |
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 | VIPSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 0.70 | +1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.21 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.75 | -0.53 |
Correlation
The correlation between MXEOX and VIPSX is 0.04, 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. VIPSX - Dividend Comparison
MXEOX's dividend yield for the trailing twelve months is around 0.97%, less than VIPSX's 4.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
VIPSX Vanguard Inflation-Protected Securities Fund Investor Shares | 4.39% | 4.64% | 4.07% | 4.20% | 8.34% | 5.03% | 1.28% | 2.22% | 3.03% | 2.32% | 3.38% | 0.77% |
Drawdowns
MXEOX vs. VIPSX - Drawdown Comparison
The maximum MXEOX drawdown since its inception was -41.05%, which is greater than VIPSX's maximum drawdown of -15.13%. Use the drawdown chart below to compare losses from any high point for MXEOX and VIPSX.
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Drawdown Indicators
| MXEOX | VIPSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -15.13% | -25.92% |
Max Drawdown (1Y)Largest decline over 1 year | -13.95% | -2.84% | -11.11% |
Max Drawdown (5Y)Largest decline over 5 years | -38.47% | -14.55% | -23.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.55% | — |
Current DrawdownCurrent decline from peak | -11.73% | -1.34% | -10.39% |
Average DrawdownAverage peak-to-trough decline | -17.50% | -3.26% | -14.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 0.95% | +2.89% |
Volatility
MXEOX vs. VIPSX - Volatility Comparison
Great-West Emerging Markets Equity Fund (MXEOX) has a higher volatility of 9.21% compared to Vanguard Inflation-Protected Securities Fund Investor Shares (VIPSX) at 1.36%. This indicates that MXEOX's price experiences larger fluctuations and is considered to be riskier than VIPSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEOX | VIPSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.21% | 1.36% | +7.85% |
Volatility (6M)Calculated over the trailing 6-month period | 13.79% | 2.30% | +11.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.33% | 4.11% | +15.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 6.00% | +11.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.94% | 5.34% | +13.60% |