MXINX vs. MXSHX
Compare and contrast key facts about Great-West International Index Fund (MXINX) and Great-West SecureFoundation Balanced Fund (MXSHX).
MXINX is managed by Great-West. It was launched on Jan 13, 2011. MXSHX is managed by Great-West. It was launched on Nov 12, 2009.
Performance
MXINX vs. MXSHX - Performance Comparison
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MXINX vs. MXSHX - 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% |
MXSHX Great-West SecureFoundation Balanced Fund | -0.21% | 12.78% | 7.76% | 13.40% | -14.56% | 11.15% | 13.55% | 18.39% | -7.74% | 12.83% |
Returns By Period
In the year-to-date period, MXINX achieves a 0.95% return, which is significantly higher than MXSHX's -0.21% return. Over the past 10 years, MXINX has outperformed MXSHX with an annualized return of 8.09%, while MXSHX has yielded a comparatively lower 6.49% 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%
MXSHX
- 1D
- 1.78%
- 1M
- -4.16%
- YTD
- -0.21%
- 6M
- 1.35%
- 1Y
- 12.55%
- 3Y*
- 9.56%
- 5Y*
- 4.70%
- 10Y*
- 6.49%
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MXINX vs. MXSHX - Expense Ratio Comparison
MXINX has a 0.65% expense ratio, which is higher than MXSHX's 0.53% expense ratio.
Return for Risk
MXINX vs. MXSHX — Risk / Return Rank
MXINX
MXSHX
MXINX vs. MXSHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Index Fund (MXINX) and Great-West SecureFoundation Balanced Fund (MXSHX). 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 | MXSHX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 1.19 | +0.13 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.73 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.25 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.65 | -0.09 |
Martin ratioReturn relative to average drawdown | 6.51 | 7.12 | -0.60 |
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 | MXSHX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.19 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.42 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.58 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.49 | -0.19 |
Correlation
The correlation between MXINX and MXSHX is 0.77, 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. MXSHX - Dividend Comparison
MXINX's dividend yield for the trailing twelve months is around 3.31%, less than MXSHX's 3.58% 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% |
MXSHX Great-West SecureFoundation Balanced Fund | 3.58% | 3.57% | 7.40% | 3.48% | 6.32% | 8.80% | 5.40% | 7.08% | 6.39% | 1.83% |
Drawdowns
MXINX vs. MXSHX - Drawdown Comparison
The maximum MXINX drawdown since its inception was -34.59%, which is greater than MXSHX's maximum drawdown of -23.44%. Use the drawdown chart below to compare losses from any high point for MXINX and MXSHX.
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Drawdown Indicators
| MXINX | MXSHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -23.44% | -11.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -7.86% | -3.57% |
Max Drawdown (5Y)Largest decline over 5 years | -29.75% | -23.44% | -6.31% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -23.44% | -11.15% |
Current DrawdownCurrent decline from peak | -8.19% | -4.73% | -3.46% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -4.04% | -4.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 1.82% | +1.45% |
Volatility
MXINX vs. MXSHX - Volatility Comparison
Great-West International Index Fund (MXINX) has a higher volatility of 7.84% compared to Great-West SecureFoundation Balanced Fund (MXSHX) at 4.20%. This indicates that MXINX's price experiences larger fluctuations and is considered to be riskier than MXSHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXINX | MXSHX | 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% | 6.43% | +4.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 10.89% | +7.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 11.19% | +5.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 11.17% | +5.78% |