MXEQX vs. MXINX
Compare and contrast key facts about Great-West Large Cap Value Fund (MXEQX) and Great-West International Index Fund (MXINX).
MXEQX is managed by Great-West. It was launched on Nov 1, 1994. MXINX is managed by Great-West. It was launched on Jan 13, 2011.
Performance
MXEQX vs. MXINX - Performance Comparison
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MXEQX vs. MXINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXEQX Great-West Large Cap Value Fund | 0.79% | 16.92% | 15.35% | 12.28% | -5.50% | 26.96% | 2.91% | 159.33% | -9.91% | 15.41% |
MXINX Great-West International Index Fund | 0.95% | 30.90% | 2.92% | 17.56% | -14.75% | 10.32% | 7.97% | 21.26% | -13.93% | 24.73% |
Returns By Period
In the year-to-date period, MXEQX achieves a 0.79% return, which is significantly lower than MXINX's 0.95% return. Over the past 10 years, MXEQX has outperformed MXINX with an annualized return of 18.85%, while MXINX has yielded a comparatively lower 8.09% annualized return.
MXEQX
- 1D
- 1.94%
- 1M
- -4.67%
- YTD
- 0.79%
- 6M
- 5.45%
- 1Y
- 14.47%
- 3Y*
- 14.94%
- 5Y*
- 10.12%
- 10Y*
- 18.85%
MXINX
- 1D
- 3.04%
- 1M
- -6.36%
- YTD
- 0.95%
- 6M
- 4.61%
- 1Y
- 22.32%
- 3Y*
- 13.84%
- 5Y*
- 7.89%
- 10Y*
- 8.09%
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MXEQX vs. MXINX - Expense Ratio Comparison
MXEQX has a 0.96% expense ratio, which is higher than MXINX's 0.65% expense ratio.
Return for Risk
MXEQX vs. MXINX — Risk / Return Rank
MXEQX
MXINX
MXEQX vs. MXINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Large Cap Value Fund (MXEQX) and Great-West International Index Fund (MXINX). 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.
| MXEQX | MXINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.32 | -0.42 |
Sortino ratioReturn per unit of downside risk | 1.41 | 1.86 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.27 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.56 | -0.31 |
Martin ratioReturn relative to average drawdown | 5.45 | 6.51 | -1.07 |
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
| MXEQX | MXINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.32 | -0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.48 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.48 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.29 | 0.00 |
Correlation
The correlation between MXEQX and MXINX is 0.79, 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
MXEQX vs. MXINX - Dividend Comparison
MXEQX's dividend yield for the trailing twelve months is around 1.79%, less than MXINX's 3.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXEQX Great-West Large Cap Value Fund | 1.79% | 1.80% | 3.99% | 2.17% | 0.93% | 2.87% | 1.72% | 2.89% | 6.51% | 4.13% |
MXINX Great-West International Index Fund | 3.31% | 3.34% | 2.20% | 4.38% | 1.80% | 5.73% | 2.45% | 2.64% | 3.55% | 2.63% |
Drawdowns
MXEQX vs. MXINX - Drawdown Comparison
The maximum MXEQX drawdown since its inception was -66.85%, which is greater than MXINX's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for MXEQX and MXINX.
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Drawdown Indicators
| MXEQX | MXINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.85% | -34.59% | -32.26% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -11.43% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -16.81% | -29.75% | +12.94% |
Max Drawdown (10Y)Largest decline over 10 years | -37.73% | -34.59% | -3.14% |
Current DrawdownCurrent decline from peak | -5.23% | -8.19% | +2.96% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -8.65% | -4.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 3.27% | -0.39% |
Volatility
MXEQX vs. MXINX - Volatility Comparison
The current volatility for Great-West Large Cap Value Fund (MXEQX) is 4.20%, while Great-West International Index Fund (MXINX) has a volatility of 7.84%. This indicates that MXEQX experiences smaller price fluctuations and is considered to be less risky than MXINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEQX | MXINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 7.84% | -3.64% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 11.28% | -3.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.75% | 18.21% | -1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.00% | 16.65% | -1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.73% | 16.95% | +20.78% |