MXF vs. MXE
Compare and contrast key facts about The Mexico Fund (MXF) and Mexico Equity and Income Fund Inc (MXE).
MXF is managed by Impulsora del Fondo México. It was launched on Jun 1, 1981. MXE is managed by Mexico Equity and Income Fund. It was launched on May 24, 1990.
Performance
MXF vs. MXE - Performance Comparison
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MXF vs. MXE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXF The Mexico Fund | 5.65% | 61.94% | -27.14% | 35.83% | -1.66% | 18.01% | 3.29% | 11.37% | -12.26% | 15.71% |
MXE Mexico Equity and Income Fund Inc | 4.20% | 57.14% | -25.74% | 31.01% | -1.57% | -8.42% | -16.03% | 16.39% | -1.84% | 12.41% |
Returns By Period
In the year-to-date period, MXF achieves a 5.65% return, which is significantly higher than MXE's 4.20% return. Over the past 10 years, MXF has outperformed MXE with an annualized return of 6.49%, while MXE has yielded a comparatively lower 2.42% annualized return.
MXF
- 1D
- 2.95%
- 1M
- -8.24%
- YTD
- 5.65%
- 6M
- 9.47%
- 1Y
- 56.11%
- 3Y*
- 13.16%
- 5Y*
- 13.34%
- 10Y*
- 6.49%
MXE
- 1D
- 2.35%
- 1M
- -8.77%
- YTD
- 4.20%
- 6M
- 10.77%
- 1Y
- 50.78%
- 3Y*
- 11.58%
- 5Y*
- 6.25%
- 10Y*
- 2.42%
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MXF vs. MXE - Expense Ratio Comparison
MXF has a 0.02% expense ratio, which is lower than MXE's 0.02% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
MXF vs. MXE — Risk / Return Rank
MXF
MXE
MXF vs. MXE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Mexico Fund (MXF) and Mexico Equity and Income Fund Inc (MXE). 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.
| MXF | MXE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.49 | 2.42 | +0.07 |
Sortino ratioReturn per unit of downside risk | 3.10 | 3.09 | 0.00 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.44 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.88 | 3.61 | +0.27 |
Martin ratioReturn relative to average drawdown | 15.13 | 14.72 | +0.41 |
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
| MXF | MXE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.49 | 2.42 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.65 | 0.31 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.11 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.13 | +0.19 |
Correlation
The correlation between MXF and MXE is 0.64, 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.
Dividends
MXF vs. MXE - Dividend Comparison
MXF's dividend yield for the trailing twelve months is around 5.11%, more than MXE's 1.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXF The Mexico Fund | 5.11% | 4.67% | 6.67% | 4.19% | 4.88% | 2.29% | 3.15% | 7.28% | 5.13% | 3.37% | 5.03% | 10.90% |
MXE Mexico Equity and Income Fund Inc | 1.81% | 1.89% | 3.71% | 2.69% | 0.00% | 0.00% | 0.00% | 1.04% | 0.01% | 0.47% | 0.00% | 5.20% |
Drawdowns
MXF vs. MXE - Drawdown Comparison
The maximum MXF drawdown since its inception was -80.25%, smaller than the maximum MXE drawdown of -91.12%. Use the drawdown chart below to compare losses from any high point for MXF and MXE.
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Drawdown Indicators
| MXF | MXE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.25% | -91.12% | +10.87% |
Max Drawdown (1Y)Largest decline over 1 year | -14.03% | -14.14% | +0.11% |
Max Drawdown (5Y)Largest decline over 5 years | -30.73% | -42.10% | +11.37% |
Max Drawdown (10Y)Largest decline over 10 years | -56.02% | -52.04% | -3.98% |
Current DrawdownCurrent decline from peak | -8.24% | -49.37% | +41.13% |
Average DrawdownAverage peak-to-trough decline | -31.68% | -50.70% | +19.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 3.46% | +0.13% |
Volatility
MXF vs. MXE - Volatility Comparison
The Mexico Fund (MXF) and Mexico Equity and Income Fund Inc (MXE) have volatilities of 10.75% and 10.71%, 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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Volatility by Period
| MXF | MXE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.75% | 10.71% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 16.09% | 15.99% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.68% | 21.10% | +1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.65% | 20.00% | +0.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.25% | 22.91% | +0.34% |