MXEOX vs. WAEMX
Compare and contrast key facts about Great-West Emerging Markets Equity Fund (MXEOX) and Wasatch Emerging Markets Small Cap Fund (WAEMX).
MXEOX is managed by Great-West. It was launched on Jan 4, 2018. WAEMX is managed by Wasatch. It was launched on Sep 30, 2007.
Performance
MXEOX vs. WAEMX - Performance Comparison
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MXEOX vs. WAEMX - 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% |
WAEMX Wasatch Emerging Markets Small Cap Fund | 4.12% | 5.85% | -2.21% | 21.20% | -38.76% | 30.16% | 32.79% | 27.45% | -19.72% |
Returns By Period
In the year-to-date period, MXEOX achieves a 3.61% return, which is significantly lower than WAEMX's 4.12% return.
MXEOX
- 1D
- 2.58%
- 1M
- -9.99%
- YTD
- 3.61%
- 6M
- 7.50%
- 1Y
- 33.45%
- 3Y*
- 16.71%
- 5Y*
- 3.53%
- 10Y*
- —
WAEMX
- 1D
- 1.14%
- 1M
- -5.85%
- YTD
- 4.12%
- 6M
- 9.04%
- 1Y
- 21.06%
- 3Y*
- 6.68%
- 5Y*
- -0.10%
- 10Y*
- 6.63%
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MXEOX vs. WAEMX - Expense Ratio Comparison
MXEOX has a 1.23% expense ratio, which is lower than WAEMX's 1.91% expense ratio.
Return for Risk
MXEOX vs. WAEMX — Risk / Return Rank
MXEOX
WAEMX
MXEOX vs. WAEMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Emerging Markets Equity Fund (MXEOX) and Wasatch Emerging Markets Small Cap Fund (WAEMX). 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 | WAEMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 1.26 | +0.64 |
Sortino ratioReturn per unit of downside risk | 2.49 | 1.82 | +0.67 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.23 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | 2.20 | +0.24 |
Martin ratioReturn relative to average drawdown | 9.15 | 7.78 | +1.37 |
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 | WAEMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 1.26 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | -0.01 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.23 | 0.25 | -0.03 |
Correlation
The correlation between MXEOX and WAEMX is 0.70, 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. WAEMX - Dividend Comparison
MXEOX's dividend yield for the trailing twelve months is around 0.97%, less than WAEMX's 67.61% 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% |
WAEMX Wasatch Emerging Markets Small Cap Fund | 67.61% | 70.40% | 6.49% | 0.00% | 3.32% | 6.03% | 7.15% | 5.82% | 12.81% | 0.00% | 0.00% | 0.02% |
Drawdowns
MXEOX vs. WAEMX - Drawdown Comparison
The maximum MXEOX drawdown since its inception was -41.05%, smaller than the maximum WAEMX drawdown of -66.35%. Use the drawdown chart below to compare losses from any high point for MXEOX and WAEMX.
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Drawdown Indicators
| MXEOX | WAEMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.05% | -66.35% | +25.30% |
Max Drawdown (1Y)Largest decline over 1 year | -13.95% | -9.38% | -4.57% |
Max Drawdown (5Y)Largest decline over 5 years | -38.47% | -44.88% | +6.41% |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.88% | — |
Current DrawdownCurrent decline from peak | -11.73% | -22.97% | +11.24% |
Average DrawdownAverage peak-to-trough decline | -17.50% | -16.87% | -0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 2.65% | +1.19% |
Volatility
MXEOX vs. WAEMX - Volatility Comparison
Great-West Emerging Markets Equity Fund (MXEOX) has a higher volatility of 9.21% compared to Wasatch Emerging Markets Small Cap Fund (WAEMX) at 7.25%. This indicates that MXEOX's price experiences larger fluctuations and is considered to be riskier than WAEMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEOX | WAEMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.21% | 7.25% | +1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 13.79% | 12.20% | +1.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.33% | 16.78% | +2.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.20% | 17.41% | -0.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.94% | 17.94% | +1.00% |