MXINX vs. MXLGX
Compare and contrast key facts about Great-West International Index Fund (MXINX) and Great-West Large Cap Growth Fund (MXLGX).
MXINX is managed by Great-West. It was launched on Jan 13, 2011. MXLGX is managed by Great-West. It was launched on May 21, 2003.
Performance
MXINX vs. MXLGX - Performance Comparison
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MXINX vs. MXLGX - 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% |
MXLGX Great-West Large Cap Growth Fund | -8.64% | 13.93% | 25.30% | 33.43% | -34.08% | 41.30% | 40.72% | 36.20% | -0.47% | 28.82% |
Returns By Period
In the year-to-date period, MXINX achieves a 0.95% return, which is significantly higher than MXLGX's -8.64% return. Over the past 10 years, MXINX has underperformed MXLGX with an annualized return of 8.09%, while MXLGX has yielded a comparatively higher 14.58% 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%
MXLGX
- 1D
- 3.14%
- 1M
- -4.90%
- YTD
- -8.64%
- 6M
- -9.01%
- 1Y
- 10.97%
- 3Y*
- 16.96%
- 5Y*
- 9.76%
- 10Y*
- 14.58%
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MXINX vs. MXLGX - Expense Ratio Comparison
MXINX has a 0.65% expense ratio, which is lower than MXLGX's 1.00% expense ratio.
Return for Risk
MXINX vs. MXLGX — Risk / Return Rank
MXINX
MXLGX
MXINX vs. MXLGX - 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 Growth Fund (MXLGX). 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 | MXLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 0.56 | +0.76 |
Sortino ratioReturn per unit of downside risk | 1.86 | 0.99 | +0.87 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.14 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 0.75 | +0.81 |
Martin ratioReturn relative to average drawdown | 6.51 | 2.29 | +4.22 |
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 | MXLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 0.56 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.45 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.63 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.23 | +0.06 |
Correlation
The correlation between MXINX and MXLGX 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. MXLGX - Dividend Comparison
MXINX's dividend yield for the trailing twelve months is around 3.31%, less than MXLGX's 14.12% 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% |
MXLGX Great-West Large Cap Growth Fund | 14.12% | 12.90% | 9.72% | 2.95% | 9.29% | 21.33% | 30.57% | 17.96% | 25.47% | 5.25% |
Drawdowns
MXINX vs. MXLGX - Drawdown Comparison
The maximum MXINX drawdown since its inception was -34.59%, smaller than the maximum MXLGX drawdown of -62.98%. Use the drawdown chart below to compare losses from any high point for MXINX and MXLGX.
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Drawdown Indicators
| MXINX | MXLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -62.98% | +28.39% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -14.95% | +3.52% |
Max Drawdown (5Y)Largest decline over 5 years | -29.75% | -38.07% | +8.32% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -38.07% | +3.48% |
Current DrawdownCurrent decline from peak | -8.19% | -12.28% | +4.09% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -25.98% | +17.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 4.89% | -1.62% |
Volatility
MXINX vs. MXLGX - Volatility Comparison
Great-West International Index Fund (MXINX) has a higher volatility of 7.84% compared to Great-West Large Cap Growth Fund (MXLGX) at 6.00%. This indicates that MXINX's price experiences larger fluctuations and is considered to be riskier than MXLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXINX | MXLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 6.00% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 11.40% | -0.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 21.59% | -3.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 21.88% | -5.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 23.42% | -6.47% |