MXINX vs. MXVIX
Compare and contrast key facts about Great-West International Index Fund (MXINX) and Great-West S&P 500 Index Fund (MXVIX).
MXINX is managed by Great-West. It was launched on Jan 13, 2011. MXVIX is managed by Great-West. It was launched on Sep 8, 2003.
Performance
MXINX vs. MXVIX - Performance Comparison
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MXINX vs. MXVIX - 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% |
MXVIX Great-West S&P 500 Index Fund | -4.44% | 17.30% | 24.31% | 25.57% | -18.56% | 29.04% | 16.96% | 30.84% | -5.32% | 21.05% |
Returns By Period
In the year-to-date period, MXINX achieves a 0.95% return, which is significantly higher than MXVIX's -4.44% return. Over the past 10 years, MXINX has underperformed MXVIX with an annualized return of 8.09%, while MXVIX has yielded a comparatively higher 13.12% 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%
MXVIX
- 1D
- 2.92%
- 1M
- -5.06%
- YTD
- -4.44%
- 6M
- -2.36%
- 1Y
- 16.78%
- 3Y*
- 17.69%
- 5Y*
- 11.49%
- 10Y*
- 13.12%
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MXINX vs. MXVIX - Expense Ratio Comparison
MXINX has a 0.65% expense ratio, which is higher than MXVIX's 0.51% expense ratio.
Return for Risk
MXINX vs. MXVIX — Risk / Return Rank
MXINX
MXVIX
MXINX vs. MXVIX - 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 500 Index Fund (MXVIX). 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 | MXVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 0.94 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.51 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.22 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.25 | +0.30 |
Martin ratioReturn relative to average drawdown | 6.51 | 5.89 | +0.62 |
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 | MXVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 0.94 | +0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.68 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.73 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.45 | -0.15 |
Correlation
The correlation between MXINX and MXVIX is 0.79, 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. MXVIX - Dividend Comparison
MXINX's dividend yield for the trailing twelve months is around 3.31%, more than MXVIX's 0.40% 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% |
MXVIX Great-West S&P 500 Index Fund | 0.40% | 0.38% | 0.95% | 5.22% | 1.25% | 4.97% | 8.27% | 5.11% | 10.56% | 2.06% |
Drawdowns
MXINX vs. MXVIX - Drawdown Comparison
The maximum MXINX drawdown since its inception was -34.59%, smaller than the maximum MXVIX drawdown of -58.12%. Use the drawdown chart below to compare losses from any high point for MXINX and MXVIX.
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Drawdown Indicators
| MXINX | MXVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -58.12% | +23.53% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -12.13% | +0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -29.75% | -24.74% | -5.01% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -33.82% | -0.77% |
Current DrawdownCurrent decline from peak | -8.19% | -6.29% | -1.90% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -8.74% | +0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.92% | +0.35% |
Volatility
MXINX vs. MXVIX - Volatility Comparison
Great-West International Index Fund (MXINX) has a higher volatility of 7.84% compared to Great-West S&P 500 Index Fund (MXVIX) at 5.33%. This indicates that MXINX's price experiences larger fluctuations and is considered to be riskier than MXVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXINX | MXVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 5.33% | +2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 9.52% | +1.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 19.39% | -1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 17.21% | -0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 18.20% | -1.25% |