MXINX vs. PZRIX
Compare and contrast key facts about Great-West International Index Fund (MXINX) and PIMCO RAE Global ex-US Fund (PZRIX).
MXINX is managed by Great-West. It was launched on Jan 13, 2011. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
MXINX vs. PZRIX - Performance Comparison
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MXINX vs. PZRIX - 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% |
PZRIX PIMCO RAE Global ex-US Fund | 9.93% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -14.93% | 26.00% |
Returns By Period
In the year-to-date period, MXINX achieves a 0.95% return, which is significantly lower than PZRIX's 9.93% return. Over the past 10 years, MXINX has underperformed PZRIX with an annualized return of 8.09%, while PZRIX has yielded a comparatively higher 10.15% 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%
PZRIX
- 1D
- 1.89%
- 1M
- -4.32%
- YTD
- 9.93%
- 6M
- 17.91%
- 1Y
- 37.11%
- 3Y*
- 19.65%
- 5Y*
- 10.81%
- 10Y*
- 10.15%
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MXINX vs. PZRIX - Expense Ratio Comparison
MXINX has a 0.65% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
MXINX vs. PZRIX — Risk / Return Rank
MXINX
PZRIX
MXINX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Index Fund (MXINX) and PIMCO RAE Global ex-US Fund (PZRIX). 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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 2.67 | -1.35 |
Sortino ratioReturn per unit of downside risk | 1.86 | 3.39 | -1.54 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.52 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 3.09 | -1.53 |
Martin ratioReturn relative to average drawdown | 6.51 | 14.29 | -7.77 |
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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 2.67 | -1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.69 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.60 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.59 | -0.30 |
Correlation
The correlation between MXINX and PZRIX 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. PZRIX - Dividend Comparison
MXINX's dividend yield for the trailing twelve months is around 3.31%, less than PZRIX's 5.96% 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% |
PZRIX PIMCO RAE Global ex-US Fund | 5.96% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% |
Drawdowns
MXINX vs. PZRIX - Drawdown Comparison
The maximum MXINX drawdown since its inception was -34.59%, smaller than the maximum PZRIX drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for MXINX and PZRIX.
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Drawdown Indicators
| MXINX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -43.53% | +8.94% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -10.68% | -0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -29.75% | -30.85% | +1.10% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -43.53% | +8.94% |
Current DrawdownCurrent decline from peak | -8.19% | -5.20% | -2.99% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -9.00% | +0.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.45% | +0.82% |
Volatility
MXINX vs. PZRIX - Volatility Comparison
Great-West International Index Fund (MXINX) has a higher volatility of 7.84% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.45%. This indicates that MXINX's price experiences larger fluctuations and is considered to be riskier than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXINX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 5.45% | +2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 8.92% | +2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 14.17% | +4.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 15.85% | +0.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 17.02% | -0.07% |