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MXINX vs. FIGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXINX vs. FIGSX - Performance Comparison

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

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MXINX vs. FIGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXINX
Great-West International Index Fund
0.95%30.90%2.92%17.56%-14.75%10.32%7.97%21.26%-13.93%24.73%
FIGSX
Fidelity Series International Growth Fund
-1.99%19.12%5.93%21.74%-22.87%16.61%18.52%35.59%-10.97%30.21%

Returns By Period

In the year-to-date period, MXINX achieves a 0.95% return, which is significantly higher than FIGSX's -1.99% return. Over the past 10 years, MXINX has underperformed FIGSX with an annualized return of 8.09%, while FIGSX has yielded a comparatively higher 9.60% annualized return.


MXINX

1D
3.04%
1M
-6.36%
YTD
0.95%
6M
4.61%
1Y
22.32%
3Y*
13.84%
5Y*
7.89%
10Y*
8.09%

FIGSX

1D
3.82%
1M
-8.68%
YTD
-1.99%
6M
-1.59%
1Y
13.63%
3Y*
10.79%
5Y*
5.70%
10Y*
9.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXINX vs. FIGSX - Expense Ratio Comparison

MXINX has a 0.65% expense ratio, which is higher than FIGSX's 0.01% expense ratio.


Return for Risk

MXINX vs. FIGSX — Risk / Return Rank

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

MXINX
MXINX Risk / Return Rank: 6464
Overall Rank
MXINX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
MXINX Sortino Ratio Rank: 6969
Sortino Ratio Rank
MXINX Omega Ratio Rank: 6565
Omega Ratio Rank
MXINX Calmar Ratio Rank: 5858
Calmar Ratio Rank
MXINX Martin Ratio Rank: 6161
Martin Ratio Rank

FIGSX
FIGSX Risk / Return Rank: 3131
Overall Rank
FIGSX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
FIGSX Sortino Ratio Rank: 3131
Sortino Ratio Rank
FIGSX Omega Ratio Rank: 2727
Omega Ratio Rank
FIGSX Calmar Ratio Rank: 3333
Calmar Ratio Rank
FIGSX Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MXINX vs. FIGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West International Index Fund (MXINX) and Fidelity Series International Growth Fund (FIGSX). 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.


MXINXFIGSXDifference

Sharpe ratio

Return per unit of total volatility

1.32

0.74

+0.58

Sortino ratio

Return per unit of downside risk

1.86

1.16

+0.70

Omega ratio

Gain probability vs. loss probability

1.27

1.16

+0.11

Calmar ratio

Return relative to maximum drawdown

1.56

0.98

+0.58

Martin ratio

Return relative to average drawdown

6.51

3.83

+2.69

MXINX vs. FIGSX - Sharpe Ratio Comparison

The current MXINX Sharpe Ratio is 1.32, which is higher than the FIGSX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of MXINX and FIGSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MXINXFIGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

0.74

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.33

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.55

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.48

-0.19

Correlation

The correlation between MXINX and FIGSX is 0.90, 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

MXINX vs. FIGSX - Dividend Comparison

MXINX's dividend yield for the trailing twelve months is around 3.31%, less than FIGSX's 8.85% yield.


TTM20252024202320222021202020192018201720162015
MXINX
Great-West International Index Fund
3.31%3.34%2.20%4.38%1.80%5.73%2.45%2.64%3.55%2.63%0.00%0.00%
FIGSX
Fidelity Series International Growth Fund
8.85%8.67%4.29%1.27%3.53%8.33%16.24%3.64%7.47%3.14%2.54%3.54%

Drawdowns

MXINX vs. FIGSX - Drawdown Comparison

The maximum MXINX drawdown since its inception was -34.59%, roughly equal to the maximum FIGSX drawdown of -34.47%. Use the drawdown chart below to compare losses from any high point for MXINX and FIGSX.


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Drawdown Indicators


MXINXFIGSXDifference

Max Drawdown

Largest peak-to-trough decline

-34.59%

-34.47%

-0.12%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

-13.89%

+2.46%

Max Drawdown (5Y)

Largest decline over 5 years

-29.75%

-34.47%

+4.72%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

-34.47%

-0.12%

Current Drawdown

Current decline from peak

-8.19%

-10.60%

+2.41%

Average Drawdown

Average peak-to-trough decline

-8.65%

-6.49%

-2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

3.55%

-0.28%

Volatility

MXINX vs. FIGSX - Volatility Comparison

The current volatility for Great-West International Index Fund (MXINX) is 7.84%, while Fidelity Series International Growth Fund (FIGSX) has a volatility of 9.09%. This indicates that MXINX experiences smaller price fluctuations and is considered to be less risky than FIGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXINXFIGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.84%

9.09%

-1.25%

Volatility (6M)

Calculated over the trailing 6-month period

11.28%

13.23%

-1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

18.21%

19.24%

-1.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.65%

17.61%

-0.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.95%

17.54%

-0.59%