MXINX vs. MXEQX
Compare and contrast key facts about Great-West International Index Fund (MXINX) and Great-West Large Cap Value Fund (MXEQX).
MXINX is managed by Great-West. It was launched on Jan 13, 2011. MXEQX is managed by Great-West. It was launched on Nov 1, 1994.
Performance
MXINX vs. MXEQX - Performance Comparison
Loading graphics...
MXINX vs. MXEQX - 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% |
MXEQX Great-West Large Cap Value Fund | 0.79% | 16.92% | 15.35% | 12.28% | -5.50% | 26.96% | 2.91% | 159.33% | -9.91% | 15.41% |
Returns By Period
In the year-to-date period, MXINX achieves a 0.95% return, which is significantly higher than MXEQX's 0.79% return. Over the past 10 years, MXINX has underperformed MXEQX with an annualized return of 8.09%, while MXEQX has yielded a comparatively higher 18.85% 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%
MXEQX
- 1D
- 1.94%
- 1M
- -4.67%
- YTD
- 0.79%
- 6M
- 5.45%
- 1Y
- 14.47%
- 3Y*
- 14.94%
- 5Y*
- 10.12%
- 10Y*
- 18.85%
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. MXEQX - Expense Ratio Comparison
MXINX has a 0.65% expense ratio, which is lower than MXEQX's 0.96% expense ratio.
Return for Risk
MXINX vs. MXEQX — Risk / Return Rank
MXINX
MXEQX
MXINX vs. MXEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Index Fund (MXINX) and Great-West Large Cap Value Fund (MXEQX). 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 | MXEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 0.91 | +0.42 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.41 | +0.44 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.20 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.25 | +0.31 |
Martin ratioReturn relative to average drawdown | 6.51 | 5.45 | +1.07 |
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 | MXEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 0.91 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.69 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.50 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.29 | 0.00 |
Correlation
The correlation between MXINX and MXEQX is 0.79, 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. MXEQX - Dividend Comparison
MXINX's dividend yield for the trailing twelve months is around 3.31%, more than MXEQX's 1.79% 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% |
MXEQX Great-West Large Cap Value Fund | 1.79% | 1.80% | 3.99% | 2.17% | 0.93% | 2.87% | 1.72% | 2.89% | 6.51% | 4.13% |
Drawdowns
MXINX vs. MXEQX - Drawdown Comparison
The maximum MXINX drawdown since its inception was -34.59%, smaller than the maximum MXEQX drawdown of -66.85%. Use the drawdown chart below to compare losses from any high point for MXINX and MXEQX.
Loading graphics...
Drawdown Indicators
| MXINX | MXEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -66.85% | +32.26% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -12.15% | +0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -29.75% | -16.81% | -12.94% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -37.73% | +3.14% |
Current DrawdownCurrent decline from peak | -8.19% | -5.23% | -2.96% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -13.36% | +4.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.88% | +0.39% |
Volatility
MXINX vs. MXEQX - Volatility Comparison
Great-West International Index Fund (MXINX) has a higher volatility of 7.84% compared to Great-West Large Cap Value Fund (MXEQX) at 4.20%. This indicates that MXINX's price experiences larger fluctuations and is considered to be riskier than MXEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MXINX | MXEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 4.20% | +3.64% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 8.13% | +3.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 16.75% | +1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 15.00% | +1.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 37.73% | -20.78% |