MXINX vs. MXEOX
Compare and contrast key facts about Great-West International Index Fund (MXINX) and Great-West Emerging Markets Equity Fund (MXEOX).
MXINX is managed by Great-West. It was launched on Jan 13, 2011. MXEOX is managed by Great-West. It was launched on Jan 4, 2018.
Performance
MXINX vs. MXEOX - Performance Comparison
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MXINX vs. MXEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MXINX Great-West International Index Fund | 0.95% | 30.90% | 2.92% | 17.56% | -14.75% | 10.32% | 7.97% | 21.26% | -15.87% |
MXEOX Great-West Emerging Markets Equity Fund | 3.61% | 32.78% | 9.84% | 9.67% | -22.34% | -3.49% | 18.39% | 21.67% | -21.34% |
Returns By Period
In the year-to-date period, MXINX achieves a 0.95% return, which is significantly lower than MXEOX's 3.61% 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%
MXEOX
- 1D
- 2.58%
- 1M
- -9.99%
- YTD
- 3.61%
- 6M
- 7.50%
- 1Y
- 33.45%
- 3Y*
- 16.71%
- 5Y*
- 3.53%
- 10Y*
- —
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MXINX vs. MXEOX - Expense Ratio Comparison
MXINX has a 0.65% expense ratio, which is lower than MXEOX's 1.23% expense ratio.
Return for Risk
MXINX vs. MXEOX — Risk / Return Rank
MXINX
MXEOX
MXINX vs. MXEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Index Fund (MXINX) and Great-West Emerging Markets Equity Fund (MXEOX). 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 | MXEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 1.90 | -0.58 |
Sortino ratioReturn per unit of downside risk | 1.86 | 2.49 | -0.64 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.38 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 2.44 | -0.88 |
Martin ratioReturn relative to average drawdown | 6.51 | 9.15 | -2.64 |
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 | MXEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.90 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.21 | +0.27 |
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 | 0.23 | +0.07 |
Correlation
The correlation between MXINX and MXEOX is 0.75, 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. MXEOX - Dividend Comparison
MXINX's dividend yield for the trailing twelve months is around 3.31%, more than MXEOX's 0.97% 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% |
MXEOX Great-West Emerging Markets Equity Fund | 0.97% | 1.00% | 1.36% | 2.01% | 1.61% | 3.42% | 1.85% | 0.94% | 1.00% | 0.00% |
Drawdowns
MXINX vs. MXEOX - Drawdown Comparison
The maximum MXINX drawdown since its inception was -34.59%, smaller than the maximum MXEOX drawdown of -41.05%. Use the drawdown chart below to compare losses from any high point for MXINX and MXEOX.
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Drawdown Indicators
| MXINX | MXEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -41.05% | +6.46% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -13.95% | +2.52% |
Max Drawdown (5Y)Largest decline over 5 years | -29.75% | -38.47% | +8.72% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | — | — |
Current DrawdownCurrent decline from peak | -8.19% | -11.73% | +3.54% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -17.50% | +8.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 3.84% | -0.57% |
Volatility
MXINX vs. MXEOX - Volatility Comparison
The current volatility for Great-West International Index Fund (MXINX) is 7.84%, while Great-West Emerging Markets Equity Fund (MXEOX) has a volatility of 9.21%. This indicates that MXINX experiences smaller price fluctuations and is considered to be less risky than MXEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXINX | MXEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 9.21% | -1.37% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 13.79% | -2.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 19.33% | -1.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 17.20% | -0.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 18.94% | -1.99% |