MXINX vs. PPYPX
Compare and contrast key facts about Great-West International Index Fund (MXINX) and PIMCO RAE International Fund (PPYPX).
MXINX is managed by Great-West. It was launched on Jan 13, 2011. PPYPX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
MXINX vs. PPYPX - Performance Comparison
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MXINX vs. PPYPX - 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% |
PPYPX PIMCO RAE International Fund | 10.77% | 31.34% | -1.15% | 18.13% | -8.73% | 10.68% | 2.05% | 16.43% | -15.49% | 24.89% |
Returns By Period
In the year-to-date period, MXINX achieves a 0.95% return, which is significantly lower than PPYPX's 10.77% return. Over the past 10 years, MXINX has underperformed PPYPX with an annualized return of 8.09%, while PPYPX has yielded a comparatively higher 9.04% 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%
PPYPX
- 1D
- 2.17%
- 1M
- -3.14%
- YTD
- 10.77%
- 6M
- 14.70%
- 1Y
- 33.94%
- 3Y*
- 16.82%
- 5Y*
- 9.24%
- 10Y*
- 9.04%
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MXINX vs. PPYPX - Expense Ratio Comparison
MXINX has a 0.65% expense ratio, which is higher than PPYPX's 0.60% expense ratio.
Return for Risk
MXINX vs. PPYPX — Risk / Return Rank
MXINX
PPYPX
MXINX vs. PPYPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Index Fund (MXINX) and PIMCO RAE International Fund (PPYPX). 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 | PPYPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 2.24 | -0.92 |
Sortino ratioReturn per unit of downside risk | 1.86 | 2.85 | -1.00 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.43 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 2.83 | -1.28 |
Martin ratioReturn relative to average drawdown | 6.51 | 13.07 | -6.55 |
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 | PPYPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 2.24 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.47 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.48 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.46 | -0.17 |
Correlation
The correlation between MXINX and PPYPX is 0.89, 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. PPYPX - Dividend Comparison
MXINX's dividend yield for the trailing twelve months is around 3.31%, less than PPYPX's 7.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
PPYPX PIMCO RAE International Fund | 7.02% | 7.78% | 6.57% | 10.09% | 7.20% | 27.06% | 2.23% | 4.20% | 5.96% | 2.53% | 2.41% |
Drawdowns
MXINX vs. PPYPX - Drawdown Comparison
The maximum MXINX drawdown since its inception was -34.59%, smaller than the maximum PPYPX drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for MXINX and PPYPX.
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Drawdown Indicators
| MXINX | PPYPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -42.48% | +7.89% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -10.21% | -1.22% |
Max Drawdown (5Y)Largest decline over 5 years | -29.75% | -35.65% | +5.90% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -42.48% | +7.89% |
Current DrawdownCurrent decline from peak | -8.19% | -4.08% | -4.11% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -10.28% | +1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.43% | +0.84% |
Volatility
MXINX vs. PPYPX - Volatility Comparison
Great-West International Index Fund (MXINX) has a higher volatility of 7.84% compared to PIMCO RAE International Fund (PPYPX) at 5.49%. This indicates that MXINX's price experiences larger fluctuations and is considered to be riskier than PPYPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXINX | PPYPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 5.49% | +2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 10.15% | +1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 15.41% | +2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 19.61% | -2.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 19.08% | -2.13% |