MXINX vs. FSKLX
Compare and contrast key facts about Great-West International Index Fund (MXINX) and Fidelity SAI International Low Volatility Index Fund (FSKLX).
MXINX is managed by Great-West. It was launched on Jan 13, 2011. FSKLX is managed by Fidelity. It was launched on May 29, 2015.
Performance
MXINX vs. FSKLX - Performance Comparison
Loading graphics...
MXINX vs. FSKLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
FSKLX Fidelity SAI International Low Volatility Index Fund | 4.89% | 21.95% | 1.20% | 13.84% | -13.48% | 9.91% | -1.57% | 16.12% | -4.88% | 21.40% |
Returns By Period
In the year-to-date period, MXINX achieves a 0.95% return, which is significantly lower than FSKLX's 4.89% return. Over the past 10 years, MXINX has outperformed FSKLX with an annualized return of 8.09%, while FSKLX has yielded a comparatively lower 6.20% 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%
FSKLX
- 1D
- 1.50%
- 1M
- -4.32%
- YTD
- 4.89%
- 6M
- 7.57%
- 1Y
- 18.31%
- 3Y*
- 11.82%
- 5Y*
- 6.59%
- 10Y*
- 6.20%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MXINX vs. FSKLX - Expense Ratio Comparison
MXINX has a 0.65% expense ratio, which is higher than FSKLX's 0.17% expense ratio.
Return for Risk
MXINX vs. FSKLX — Risk / Return Rank
MXINX
FSKLX
MXINX vs. FSKLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Index Fund (MXINX) and Fidelity SAI International Low Volatility Index Fund (FSKLX). 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.
| MXINX | FSKLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 1.53 | -0.21 |
Sortino ratioReturn per unit of downside risk | 1.86 | 2.09 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.29 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 2.09 | -0.53 |
Martin ratioReturn relative to average drawdown | 6.51 | 7.33 | -0.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MXINX | FSKLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.53 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.58 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.52 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.47 | -0.18 |
Correlation
The correlation between MXINX and FSKLX is 0.83, 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. FSKLX - Dividend Comparison
MXINX's dividend yield for the trailing twelve months is around 3.31%, more than FSKLX's 2.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FSKLX Fidelity SAI International Low Volatility Index Fund | 2.47% | 2.59% | 2.09% | 2.31% | 2.01% | 2.42% | 1.32% | 6.06% | 2.64% | 1.69% | 2.85% | 1.10% |
Drawdowns
MXINX vs. FSKLX - Drawdown Comparison
The maximum MXINX drawdown since its inception was -34.59%, which is greater than FSKLX's maximum drawdown of -27.26%. Use the drawdown chart below to compare losses from any high point for MXINX and FSKLX.
Loading graphics...
Drawdown Indicators
| MXINX | FSKLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -27.26% | -7.33% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -8.64% | -2.79% |
Max Drawdown (5Y)Largest decline over 5 years | -29.75% | -24.99% | -4.76% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -27.26% | -7.33% |
Current DrawdownCurrent decline from peak | -8.19% | -5.92% | -2.27% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -5.14% | -3.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.46% | +0.81% |
Volatility
MXINX vs. FSKLX - Volatility Comparison
Great-West International Index Fund (MXINX) has a higher volatility of 7.84% compared to Fidelity SAI International Low Volatility Index Fund (FSKLX) at 4.55%. This indicates that MXINX's price experiences larger fluctuations and is considered to be riskier than FSKLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MXINX | FSKLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 4.55% | +3.29% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 7.50% | +3.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 12.34% | +5.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 11.45% | +5.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 11.90% | +5.05% |