MXINX vs. MXISX
Compare and contrast key facts about Great-West International Index Fund (MXINX) and Great-West S&P Small Cap 600 Index Fund (MXISX).
MXINX is managed by Great-West. It was launched on Jan 13, 2011. MXISX is managed by Great-West. It was launched on Dec 1, 1993.
Performance
MXINX vs. MXISX - Performance Comparison
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MXINX vs. MXISX - 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% |
MXISX Great-West S&P Small Cap 600 Index Fund | 3.41% | 5.53% | 7.87% | 14.61% | -16.60% | 26.08% | 10.73% | 21.46% | -9.22% | 11.80% |
Returns By Period
In the year-to-date period, MXINX achieves a 0.95% return, which is significantly lower than MXISX's 3.41% return. Over the past 10 years, MXINX has underperformed MXISX with an annualized return of 8.09%, while MXISX has yielded a comparatively higher 8.96% 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%
MXISX
- 1D
- 2.85%
- 1M
- -4.71%
- YTD
- 3.41%
- 6M
- 4.73%
- 1Y
- 19.70%
- 3Y*
- 9.60%
- 5Y*
- 3.72%
- 10Y*
- 8.96%
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MXINX vs. MXISX - Expense Ratio Comparison
MXINX has a 0.65% expense ratio, which is higher than MXISX's 0.56% expense ratio.
Return for Risk
MXINX vs. MXISX — Risk / Return Rank
MXINX
MXISX
MXINX vs. MXISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Index Fund (MXINX) and Great-West S&P Small Cap 600 Index Fund (MXISX). 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 | MXISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 0.88 | +0.45 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.37 | +0.48 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.19 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.20 | +0.35 |
Martin ratioReturn relative to average drawdown | 6.51 | 4.94 | +1.57 |
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 | MXISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 0.88 | +0.45 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.17 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.38 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.19 | +0.10 |
Correlation
The correlation between MXINX and MXISX is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MXINX vs. MXISX - Dividend Comparison
MXINX's dividend yield for the trailing twelve months is around 3.31%, less than MXISX's 7.20% 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% |
MXISX Great-West S&P Small Cap 600 Index Fund | 7.20% | 7.45% | 4.53% | 2.41% | 6.55% | 10.79% | 6.55% | 6.71% | 14.30% | 8.68% | 4.94% | 10.96% |
Drawdowns
MXINX vs. MXISX - Drawdown Comparison
The maximum MXINX drawdown since its inception was -34.59%, smaller than the maximum MXISX drawdown of -70.66%. Use the drawdown chart below to compare losses from any high point for MXINX and MXISX.
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Drawdown Indicators
| MXINX | MXISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -70.66% | +36.07% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -14.88% | +3.45% |
Max Drawdown (5Y)Largest decline over 5 years | -29.75% | -28.07% | -1.68% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -44.78% | +10.19% |
Current DrawdownCurrent decline from peak | -8.19% | -5.79% | -2.40% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -21.97% | +13.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 3.95% | -0.68% |
Volatility
MXINX vs. MXISX - Volatility Comparison
Great-West International Index Fund (MXINX) has a higher volatility of 7.84% compared to Great-West S&P Small Cap 600 Index Fund (MXISX) at 6.28%. This indicates that MXINX's price experiences larger fluctuations and is considered to be riskier than MXISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXINX | MXISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 6.28% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 13.02% | -1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 24.24% | -6.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 21.86% | -5.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 23.84% | -6.89% |