MXINX vs. MXMDX
Compare and contrast key facts about Great-West International Index Fund (MXINX) and Great-West S&P Mid Cap 400 Index Fund (MXMDX).
MXINX is managed by Great-West. It was launched on Jan 13, 2011. MXMDX is managed by Great-West. It was launched on Jan 20, 2011.
Performance
MXINX vs. MXMDX - Performance Comparison
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MXINX vs. MXMDX - 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% |
MXMDX Great-West S&P Mid Cap 400 Index Fund | 2.37% | 6.90% | 13.23% | 15.75% | -13.60% | 24.25% | 12.84% | 25.48% | -12.02% | 15.01% |
Returns By Period
In the year-to-date period, MXINX achieves a 0.95% return, which is significantly lower than MXMDX's 2.37% return. Over the past 10 years, MXINX has underperformed MXMDX with an annualized return of 8.09%, while MXMDX has yielded a comparatively higher 9.32% 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%
MXMDX
- 1D
- 2.86%
- 1M
- -6.22%
- YTD
- 2.37%
- 6M
- 3.53%
- 1Y
- 16.02%
- 3Y*
- 11.42%
- 5Y*
- 6.29%
- 10Y*
- 9.32%
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MXINX vs. MXMDX - Expense Ratio Comparison
MXINX has a 0.65% expense ratio, which is higher than MXMDX's 0.55% expense ratio.
Return for Risk
MXINX vs. MXMDX — Risk / Return Rank
MXINX
MXMDX
MXINX vs. MXMDX - 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 Mid Cap 400 Index Fund (MXMDX). 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 | MXMDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 0.78 | +0.54 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.24 | +0.61 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.18 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.13 | +0.42 |
Martin ratioReturn relative to average drawdown | 6.51 | 4.93 | +1.58 |
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 | MXMDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 0.78 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.32 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.44 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.42 | -0.12 |
Correlation
The correlation between MXINX and MXMDX is 0.74, 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. MXMDX - Dividend Comparison
MXINX's dividend yield for the trailing twelve months is around 3.31%, less than MXMDX's 6.50% 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% |
MXMDX Great-West S&P Mid Cap 400 Index Fund | 6.50% | 6.66% | 3.04% | 4.76% | 4.35% | 5.24% | 5.74% | 3.74% | 8.13% | 4.51% |
Drawdowns
MXINX vs. MXMDX - Drawdown Comparison
The maximum MXINX drawdown since its inception was -34.59%, smaller than the maximum MXMDX drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for MXINX and MXMDX.
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Drawdown Indicators
| MXINX | MXMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -41.80% | +7.21% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -14.12% | +2.69% |
Max Drawdown (5Y)Largest decline over 5 years | -29.75% | -24.15% | -5.60% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -41.80% | +7.21% |
Current DrawdownCurrent decline from peak | -8.19% | -6.26% | -1.93% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -6.00% | -2.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 3.47% | -0.20% |
Volatility
MXINX vs. MXMDX - Volatility Comparison
Great-West International Index Fund (MXINX) has a higher volatility of 7.84% compared to Great-West S&P Mid Cap 400 Index Fund (MXMDX) at 6.50%. This indicates that MXINX's price experiences larger fluctuations and is considered to be riskier than MXMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXINX | MXMDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 6.50% | +1.34% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 11.83% | -0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 22.79% | -4.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 20.00% | -3.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 21.20% | -4.25% |