MXINX vs. FSOSX
Compare and contrast key facts about Great-West International Index Fund (MXINX) and Fidelity Series Overseas Fund (FSOSX).
MXINX is managed by Great-West. It was launched on Jan 13, 2011. FSOSX is managed by Fidelity. It was launched on Jun 21, 2019.
Performance
MXINX vs. FSOSX - Performance Comparison
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MXINX vs. FSOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MXINX Great-West International Index Fund | -2.03% | 30.90% | 2.92% | 17.56% | -14.75% | 10.32% | 7.97% | 7.04% |
FSOSX Fidelity Series Overseas Fund | -5.69% | 21.29% | 5.87% | 21.49% | -23.25% | 19.59% | 16.36% | 7.78% |
Returns By Period
In the year-to-date period, MXINX achieves a -2.03% return, which is significantly higher than FSOSX's -5.69% return.
MXINX
- 1D
- 0.39%
- 1M
- -10.91%
- YTD
- -2.03%
- 6M
- 2.17%
- 1Y
- 18.88%
- 3Y*
- 12.70%
- 5Y*
- 7.24%
- 10Y*
- 7.76%
FSOSX
- 1D
- 0.36%
- 1M
- -11.39%
- YTD
- -5.69%
- 6M
- -5.28%
- 1Y
- 7.28%
- 3Y*
- 10.01%
- 5Y*
- 5.83%
- 10Y*
- —
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MXINX vs. FSOSX - Expense Ratio Comparison
MXINX has a 0.65% expense ratio, which is higher than FSOSX's 0.01% expense ratio.
Return for Risk
MXINX vs. FSOSX — Risk / Return Rank
MXINX
FSOSX
MXINX vs. FSOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Index Fund (MXINX) and Fidelity Series Overseas Fund (FSOSX). 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 | FSOSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.34 | +0.63 |
Sortino ratioReturn per unit of downside risk | 1.40 | 0.58 | +0.82 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.08 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 0.40 | +0.83 |
Martin ratioReturn relative to average drawdown | 5.25 | 1.51 | +3.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MXINX | FSOSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.34 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.34 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.43 | -0.15 |
Correlation
The correlation between MXINX and FSOSX is 0.88, 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. FSOSX - Dividend Comparison
MXINX's dividend yield for the trailing twelve months is around 3.41%, less than FSOSX's 9.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXINX Great-West International Index Fund | 3.41% | 3.34% | 2.20% | 4.38% | 1.80% | 5.73% | 2.45% | 2.64% | 3.55% | 2.63% |
FSOSX Fidelity Series Overseas Fund | 9.70% | 9.15% | 2.25% | 1.63% | 1.80% | 2.92% | 1.12% | 0.37% | 0.00% | 0.00% |
Drawdowns
MXINX vs. FSOSX - Drawdown Comparison
The maximum MXINX drawdown since its inception was -34.59%, roughly equal to the maximum FSOSX drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for MXINX and FSOSX.
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Drawdown Indicators
| MXINX | FSOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -35.36% | +0.77% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -12.39% | +0.96% |
Max Drawdown (5Y)Largest decline over 5 years | -29.75% | -35.36% | +5.61% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | — | — |
Current DrawdownCurrent decline from peak | -10.91% | -11.89% | +0.98% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -7.90% | -0.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 3.31% | -0.08% |
Volatility
MXINX vs. FSOSX - Volatility Comparison
The current volatility for Great-West International Index Fund (MXINX) is 7.18%, while Fidelity Series Overseas Fund (FSOSX) has a volatility of 8.28%. This indicates that MXINX experiences smaller price fluctuations and is considered to be less risky than FSOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXINX | FSOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.18% | 8.28% | -1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.88% | 11.94% | -1.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.99% | 18.25% | -0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 17.35% | -0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 18.93% | -2.00% |