MXINX vs. GQJPX
Compare and contrast key facts about Great-West International Index Fund (MXINX) and GQG Partners International Quality Dividend Income Fund (GQJPX).
MXINX is managed by Great-West. It was launched on Jan 13, 2011. GQJPX is managed by GQG Partners Inc. It was launched on Jun 29, 2021.
Performance
MXINX vs. GQJPX - Performance Comparison
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MXINX vs. GQJPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MXINX Great-West International Index Fund | 0.95% | 30.90% | 2.92% | 17.56% | -14.75% | 1.95% |
GQJPX GQG Partners International Quality Dividend Income Fund | 4.71% | 24.88% | 7.39% | 18.06% | -10.50% | 1.05% |
Returns By Period
In the year-to-date period, MXINX achieves a 0.95% return, which is significantly lower than GQJPX's 4.71% 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%
GQJPX
- 1D
- 0.81%
- 1M
- -4.74%
- YTD
- 4.71%
- 6M
- 9.45%
- 1Y
- 17.72%
- 3Y*
- 17.91%
- 5Y*
- —
- 10Y*
- —
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MXINX vs. GQJPX - Expense Ratio Comparison
MXINX has a 0.65% expense ratio, which is lower than GQJPX's 0.91% expense ratio.
Return for Risk
MXINX vs. GQJPX — Risk / Return Rank
MXINX
GQJPX
MXINX vs. GQJPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Index Fund (MXINX) and GQG Partners International Quality Dividend Income Fund (GQJPX). 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 | GQJPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 1.48 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.92 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.30 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.84 | -0.29 |
Martin ratioReturn relative to average drawdown | 6.51 | 6.99 | -0.47 |
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 | GQJPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.48 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.69 | -0.40 |
Correlation
The correlation between MXINX and GQJPX is 0.72, 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. GQJPX - Dividend Comparison
MXINX's dividend yield for the trailing twelve months is around 3.31%, more than GQJPX's 3.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GQJPX GQG Partners International Quality Dividend Income Fund | 3.07% | 3.22% | 3.35% | 4.50% | 5.59% | 1.75% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MXINX vs. GQJPX - Drawdown Comparison
The maximum MXINX drawdown since its inception was -34.59%, which is greater than GQJPX's maximum drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for MXINX and GQJPX.
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Drawdown Indicators
| MXINX | GQJPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -21.83% | -12.76% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -8.78% | -2.65% |
Max Drawdown (5Y)Largest decline over 5 years | -29.75% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | — | — |
Current DrawdownCurrent decline from peak | -8.19% | -6.53% | -1.66% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -5.58% | -3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.49% | +0.78% |
Volatility
MXINX vs. GQJPX - Volatility Comparison
Great-West International Index Fund (MXINX) has a higher volatility of 7.84% compared to GQG Partners International Quality Dividend Income Fund (GQJPX) at 5.33%. This indicates that MXINX's price experiences larger fluctuations and is considered to be riskier than GQJPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXINX | GQJPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 5.33% | +2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 8.03% | +3.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 12.39% | +5.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 13.05% | +3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 13.05% | +3.90% |