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MXINX vs. ARTKX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MXINX and ARTKX is 0.76, 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.


Performance

MXINX vs. ARTKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West International Index Fund (MXINX) and Artisan International Value Fund (ARTKX). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%December2025FebruaryMarchAprilMay
77.60%
226.24%
MXINX
ARTKX

Key characteristics

Sharpe Ratio

MXINX:

0.84

ARTKX:

0.89

Sortino Ratio

MXINX:

1.25

ARTKX:

1.29

Omega Ratio

MXINX:

1.17

ARTKX:

1.18

Calmar Ratio

MXINX:

1.05

ARTKX:

1.00

Martin Ratio

MXINX:

2.97

ARTKX:

2.94

Ulcer Index

MXINX:

4.83%

ARTKX:

3.70%

Daily Std Dev

MXINX:

17.10%

ARTKX:

12.12%

Max Drawdown

MXINX:

-35.69%

ARTKX:

-51.90%

Current Drawdown

MXINX:

0.00%

ARTKX:

-0.91%

Returns By Period

In the year-to-date period, MXINX achieves a 13.67% return, which is significantly higher than ARTKX's 7.53% return. Over the past 10 years, MXINX has underperformed ARTKX with an annualized return of 3.94%, while ARTKX has yielded a comparatively higher 7.65% annualized return.


MXINX

YTD

13.67%

1M

14.59%

6M

9.56%

1Y

11.71%

5Y*

10.49%

10Y*

3.94%

ARTKX

YTD

7.53%

1M

8.21%

6M

3.82%

1Y

8.63%

5Y*

17.14%

10Y*

7.65%

*Annualized

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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.


Risk-Adjusted Performance

MXINX vs. ARTKX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MXINX
The Risk-Adjusted Performance Rank of MXINX is 6969
Overall Rank
The Sharpe Ratio Rank of MXINX is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of MXINX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of MXINX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of MXINX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of MXINX is 6565
Martin Ratio Rank

ARTKX
The Risk-Adjusted Performance Rank of ARTKX is 7070
Overall Rank
The Sharpe Ratio Rank of ARTKX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ARTKX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of ARTKX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of ARTKX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of ARTKX is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current MXINX Sharpe Ratio is 0.84, which is comparable to the ARTKX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of MXINX and ARTKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.84
0.89
MXINX
ARTKX

Dividends

MXINX vs. ARTKX - Dividend Comparison

MXINX's dividend yield for the trailing twelve months is around 1.85%, more than ARTKX's 1.54% yield.


TTM20242023202220212020201920182017201620152014
MXINX
Great-West International Index Fund
1.85%2.10%2.31%1.80%2.21%1.55%2.34%2.15%1.95%1.70%1.09%1.74%
ARTKX
Artisan International Value Fund
1.54%1.53%1.03%0.45%2.54%0.22%1.39%1.18%1.05%0.80%0.87%1.60%

Drawdowns

MXINX vs. ARTKX - Drawdown Comparison

The maximum MXINX drawdown since its inception was -35.69%, smaller than the maximum ARTKX drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for MXINX and ARTKX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay0
-0.91%
MXINX
ARTKX

Volatility

MXINX vs. ARTKX - Volatility Comparison

Great-West International Index Fund (MXINX) has a higher volatility of 10.65% compared to Artisan International Value Fund (ARTKX) at 7.78%. 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.


2.00%4.00%6.00%8.00%10.00%December2025FebruaryMarchAprilMay
10.65%
7.78%
MXINX
ARTKX