MXINX vs. MXIVX
Compare and contrast key facts about Great-West International Index Fund (MXINX) and Great-West International Value Fund (MXIVX).
MXINX is managed by Great-West. It was launched on Jan 13, 2011. MXIVX is managed by Great-West. It was launched on Dec 1, 1993.
Performance
MXINX vs. MXIVX - Performance Comparison
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MXINX vs. MXIVX - 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% |
MXIVX Great-West International Value Fund | 1.89% | 39.08% | 5.46% | 18.05% | -15.20% | 10.38% | 10.20% | 22.07% | -15.68% | 25.12% |
Returns By Period
In the year-to-date period, MXINX achieves a 0.95% return, which is significantly lower than MXIVX's 1.89% return. Over the past 10 years, MXINX has underperformed MXIVX with an annualized return of 8.09%, while MXIVX has yielded a comparatively higher 8.86% 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%
MXIVX
- 1D
- 3.19%
- 1M
- -5.99%
- YTD
- 1.89%
- 6M
- 7.51%
- 1Y
- 28.14%
- 3Y*
- 17.68%
- 5Y*
- 9.91%
- 10Y*
- 8.86%
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MXINX vs. MXIVX - Expense Ratio Comparison
MXINX has a 0.65% expense ratio, which is lower than MXIVX's 1.07% expense ratio.
Return for Risk
MXINX vs. MXIVX — Risk / Return Rank
MXINX
MXIVX
MXINX vs. MXIVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Index Fund (MXINX) and Great-West International Value Fund (MXIVX). 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 | MXIVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 1.76 | -0.44 |
Sortino ratioReturn per unit of downside risk | 1.86 | 2.35 | -0.50 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.36 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 2.02 | -0.46 |
Martin ratioReturn relative to average drawdown | 6.51 | 8.45 | -1.94 |
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 | MXIVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.76 | -0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.63 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.46 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.16 | +0.13 |
Correlation
The correlation between MXINX and MXIVX is 0.96, 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. MXIVX - Dividend Comparison
MXINX's dividend yield for the trailing twelve months is around 3.31%, less than MXIVX's 5.85% 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% |
MXIVX Great-West International Value Fund | 5.85% | 5.96% | 4.97% | 3.27% | 2.99% | 4.27% | 1.99% | 2.42% | 27.79% | 2.85% |
Drawdowns
MXINX vs. MXIVX - Drawdown Comparison
The maximum MXINX drawdown since its inception was -34.59%, smaller than the maximum MXIVX drawdown of -76.77%. Use the drawdown chart below to compare losses from any high point for MXINX and MXIVX.
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Drawdown Indicators
| MXINX | MXIVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -76.77% | +42.18% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -11.65% | +0.22% |
Max Drawdown (5Y)Largest decline over 5 years | -29.75% | -29.13% | -0.62% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -33.18% | -1.41% |
Current DrawdownCurrent decline from peak | -8.19% | -7.65% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -22.29% | +13.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 3.25% | +0.02% |
Volatility
MXINX vs. MXIVX - Volatility Comparison
Great-West International Index Fund (MXINX) has a higher volatility of 7.84% compared to Great-West International Value Fund (MXIVX) at 7.17%. This indicates that MXINX's price experiences larger fluctuations and is considered to be riskier than MXIVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXINX | MXIVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 7.17% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 10.46% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 17.14% | +1.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 15.94% | +0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 19.37% | -2.42% |