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MXGMX vs. MXIVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MXGMX vs. MXIVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West U.S. Government Securities Fund (MXGMX) and Great-West International Value Fund (MXIVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MXGMX achieves a -0.54% return, which is significantly lower than MXIVX's 12.48% return. Over the past 10 years, MXGMX has underperformed MXIVX with an annualized return of 0.64%, while MXIVX has yielded a comparatively higher 9.28% annualized return.


MXGMX

1D
0.00%
1M
-0.81%
6M
-0.81%
YTD
-0.54%
1Y
2.67%
3Y*
3.18%
5Y*
-0.63%
10Y*
0.64%
ALL TIME*
0.25%

MXIVX

1D
2.18%
1M
3.54%
6M
7.21%
YTD
12.48%
1Y
27.79%
3Y*
19.10%
5Y*
10.71%
10Y*
9.28%
ALL TIME*
3.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

MXGMX vs. MXIVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXGMX
Great-West U.S. Government Securities Fund
-0.54%6.60%0.75%4.44%-12.09%-2.15%5.87%6.12%0.63%1.59%
MXIVX
Great-West International Value Fund
12.48%39.08%5.46%18.05%-15.20%10.38%10.20%22.07%-15.68%25.12%

Correlation

The correlation between MXGMX and MXIVX is 0.43, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.43

Correlation (3Y)
Balances recent behavior with more history.

0.35

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.28

Correlation (10Y)
Provides a long-term view across more market conditions.

0.09

Correlation (All Time)
Calculated using the full available price history since Apr 23, 2003

-0.03

The correlation between MXGMX and MXIVX shifts across timeframes, from -0.03 (all time) to 0.43 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

MXGMX vs. MXIVX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MXGMX
MXGMX Risk / Return Rank: 1616
Overall Rank
MXGMX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
MXGMX Sortino Ratio Rank: 1717
Sortino Ratio Rank
MXGMX Omega Ratio Rank: 1717
Omega Ratio Rank
MXGMX Calmar Ratio Rank: 1616
Calmar Ratio Rank
MXGMX Martin Ratio Rank: 1414
Martin Ratio Rank

MXIVX
MXIVX Risk / Return Rank: 7575
Overall Rank
MXIVX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
MXIVX Sortino Ratio Rank: 7878
Sortino Ratio Rank
MXIVX Omega Ratio Rank: 7777
Omega Ratio Rank
MXIVX Calmar Ratio Rank: 7171
Calmar Ratio Rank
MXIVX Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MXGMX vs. MXIVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West U.S. Government Securities Fund (MXGMX) and Great-West International Value Fund (MXIVX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MXGMXMXIVXDifference
Sharpe ratioReturn per unit of total volatility

-1.19

Sortino ratioReturn per unit of downside risk

-1.60

Omega ratioGain probability vs. loss probability

1.13

1.35

-0.22

Calmar ratioReturn relative to maximum drawdown

0.88

2.34

-1.46

Martin ratioReturn relative to average drawdown

2.16

8.60

-6.44

MXGMX vs. MXIVX - Sharpe Ratio Comparison

The current MXGMX Sharpe Ratio is 0.73, which is lower than the MXIVX Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of MXGMX and MXIVX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MXGMX vs. MXIVX - Drawdown Comparison

The maximum MXGMX drawdown since its inception was -18.63%, smaller than the maximum MXIVX drawdown of -76.77%. Use the drawdown chart below to compare losses from any high point for MXGMX and MXIVX.


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Drawdown Indicators


MXGMXMXIVXDifference

Max Drawdown

Largest peak-to-trough decline

-18.63%

-76.77%

+58.14%

Max Drawdown (1Y)

Largest decline over 1 year

-3.09%

-11.65%

+8.56%

Max Drawdown (3Y)

Largest decline over 3 years

-5.47%

-13.63%

+8.16%

Max Drawdown (5Y)

Largest decline over 5 years

-17.09%

-29.13%

+12.04%

Max Drawdown (10Y)

Largest decline over 10 years

-18.63%

-33.18%

+14.55%

Current Drawdown

Current decline from peak

-5.13%

0.00%

-5.13%

Average Drawdown

Average peak-to-trough decline

-5.31%

-22.09%

+16.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.25%

3.16%

-1.91%

Volatility

MXGMX vs. MXIVX - Volatility Comparison

The current volatility for Great-West U.S. Government Securities Fund (MXGMX) is 1.00%, while Great-West International Value Fund (MXIVX) has a volatility of 4.11%. This indicates that MXGMX experiences smaller price fluctuations and is considered to be less risky than MXIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXGMXMXIVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.00%

4.11%

-3.11%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

11.80%

-8.94%

Volatility (1Y)

Calculated over the trailing 1-year period

3.73%

14.20%

-10.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.91%

16.11%

-10.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.65%

19.31%

-14.66%

MXGMX vs. MXIVX - Expense Ratio Comparison

MXGMX has a 0.60% expense ratio, which is lower than MXIVX's 1.07% expense ratio.


Dividends

MXGMX vs. MXIVX - Dividend Comparison

MXGMX's dividend yield for the trailing twelve months is around 2.69%, less than MXIVX's 5.30% yield.


PositionTTM202520242023202220212020201920182017
MXGMX
Great-West U.S. Government Securities Fund
2.69%2.67%2.73%2.37%1.48%2.21%0.94%1.53%1.88%0.90%
MXIVX
Great-West International Value Fund
5.30%5.96%4.97%3.27%2.99%4.27%1.99%2.42%27.79%2.85%

Frequently Asked Questions


MXGMX and MXIVX have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MXIVX has higher volatility (4.11%) compared to MXGMX (1.00%). In terms of maximum drawdown, MXGMX dropped -18.63% vs MXIVX's -76.77%.

MXIVX currently has the higher Sharpe Ratio (1.92 vs 0.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MXGMX and MXIVX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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