MXEQX vs. VIHAX
Compare and contrast key facts about Great-West Large Cap Value Fund (MXEQX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX).
MXEQX is managed by Great-West. It was launched on Nov 1, 1994. VIHAX is managed by Vanguard. It was launched on Mar 2, 2016.
Performance
MXEQX vs. VIHAX - Performance Comparison
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MXEQX vs. VIHAX - 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% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 5.44% | 38.01% | 6.96% | 16.81% | -6.88% | 15.01% | -0.73% | 20.03% | -12.38% | 22.40% |
Returns By Period
In the year-to-date period, MXEQX achieves a 0.79% return, which is significantly lower than VIHAX's 5.44% return. Over the past 10 years, MXEQX has outperformed VIHAX with an annualized return of 18.85%, while VIHAX has yielded a comparatively lower 10.41% 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%
VIHAX
- 1D
- 2.29%
- 1M
- -4.98%
- YTD
- 5.44%
- 6M
- 12.61%
- 1Y
- 32.56%
- 3Y*
- 20.30%
- 5Y*
- 12.43%
- 10Y*
- 10.41%
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MXEQX vs. VIHAX - Expense Ratio Comparison
MXEQX has a 0.96% expense ratio, which is higher than VIHAX's 0.22% expense ratio.
Return for Risk
MXEQX vs. VIHAX — Risk / Return Rank
MXEQX
VIHAX
MXEQX vs. VIHAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Large Cap Value Fund (MXEQX) and Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX). 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 | VIHAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 2.32 | -1.42 |
Sortino ratioReturn per unit of downside risk | 1.41 | 2.96 | -1.55 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.47 | -0.27 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 3.01 | -1.77 |
Martin ratioReturn relative to average drawdown | 5.45 | 12.38 | -6.93 |
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 | VIHAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 2.32 | -1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.91 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.66 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.66 | -0.37 |
Correlation
The correlation between MXEQX and VIHAX is 0.74, 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. VIHAX - Dividend Comparison
MXEQX's dividend yield for the trailing twelve months is around 1.79%, less than VIHAX's 3.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
VIHAX Vanguard International High Dividend Yield Index Fund Admiral Shares | 3.62% | 3.69% | 4.85% | 4.58% | 4.70% | 4.30% | 3.22% | 5.63% | 4.28% | 3.16% | 2.37% |
Drawdowns
MXEQX vs. VIHAX - Drawdown Comparison
The maximum MXEQX drawdown since its inception was -66.85%, which is greater than VIHAX's maximum drawdown of -38.80%. Use the drawdown chart below to compare losses from any high point for MXEQX and VIHAX.
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Drawdown Indicators
| MXEQX | VIHAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.85% | -38.80% | -28.05% |
Max Drawdown (1Y)Largest decline over 1 year | -12.15% | -10.66% | -1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -16.81% | -23.92% | +7.11% |
Max Drawdown (10Y)Largest decline over 10 years | -37.73% | -38.80% | +1.07% |
Current DrawdownCurrent decline from peak | -5.23% | -6.64% | +1.41% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -6.09% | -7.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.88% | 2.59% | +0.29% |
Volatility
MXEQX vs. VIHAX - Volatility Comparison
The current volatility for Great-West Large Cap Value Fund (MXEQX) is 4.20%, while Vanguard International High Dividend Yield Index Fund Admiral Shares (VIHAX) has a volatility of 6.16%. This indicates that MXEQX experiences smaller price fluctuations and is considered to be less risky than VIHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXEQX | VIHAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 6.16% | -1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 9.08% | -0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.75% | 14.29% | +2.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.00% | 13.69% | +1.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.73% | 15.92% | +21.81% |