MXINX vs. ARTKX
Compare and contrast key facts about Great-West International Index Fund (MXINX) and Artisan International Value Fund (ARTKX).
MXINX is managed by Great-West. It was launched on Jan 13, 2011. ARTKX is managed by Artisan Partners Funds. It was launched on Sep 23, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MXINX or ARTKX.
Performance
MXINX vs. ARTKX - Performance Comparison
Returns By Period
In the year-to-date period, MXINX achieves a 3.61% return, which is significantly lower than ARTKX's 8.43% return. Over the past 10 years, MXINX has underperformed ARTKX with an annualized return of 4.27%, while ARTKX has yielded a comparatively higher 7.66% annualized return.
MXINX
3.61%
-6.04%
-4.29%
10.17%
5.07%
4.27%
ARTKX
8.43%
-4.09%
-0.42%
13.82%
10.35%
7.66%
Key characteristics
| MXINX | ARTKX | |
|---|---|---|
| Sharpe Ratio | 0.88 | 1.55 |
| Sortino Ratio | 1.28 | 2.16 |
| Omega Ratio | 1.16 | 1.27 |
| Calmar Ratio | 1.27 | 2.34 |
| Martin Ratio | 4.22 | 8.00 |
| Ulcer Index | 2.72% | 1.80% |
| Daily Std Dev | 12.98% | 9.25% |
| Max Drawdown | -34.59% | -51.94% |
| Current Drawdown | -8.99% | -6.08% |
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MXINX vs. ARTKX - Expense Ratio Comparison
MXINX has a 0.65% expense ratio, which is lower than ARTKX's 1.25% expense ratio.
Correlation
The correlation between MXINX and ARTKX is 0.89, 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.
Risk-Adjusted Performance
MXINX vs. ARTKX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Index Fund (MXINX) and Artisan International Value Fund (ARTKX). 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.
Dividends
MXINX vs. ARTKX - Dividend Comparison
MXINX's dividend yield for the trailing twelve months is around 2.29%, more than ARTKX's 1.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXINX Great-West International Index Fund | 2.29% | 2.31% | 1.80% | 2.21% | 1.55% | 2.34% | 2.15% | 1.95% | 1.70% | 1.09% | 1.74% | 2.21% |
ARTKX Artisan International Value Fund | 1.79% | 1.03% | 0.45% | 2.54% | 0.22% | 1.39% | 1.18% | 1.05% | 0.80% | 0.87% | 1.60% | 1.71% |
Drawdowns
MXINX vs. ARTKX - Drawdown Comparison
The maximum MXINX drawdown since its inception was -34.59%, smaller than the maximum ARTKX drawdown of -51.94%. Use the drawdown chart below to compare losses from any high point for MXINX and ARTKX. For additional features, visit the drawdowns tool.
Volatility
MXINX vs. ARTKX - Volatility Comparison
Great-West International Index Fund (MXINX) has a higher volatility of 3.86% compared to Artisan International Value Fund (ARTKX) at 2.78%. This indicates that MXINX's price experiences larger fluctuations and is considered to be riskier than ARTKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.