MXINX vs. SIMYX
Compare and contrast key facts about Great-West International Index Fund (MXINX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX).
MXINX is managed by Great-West. It was launched on Jan 13, 2011. SIMYX is managed by BlackRock. It was launched on Oct 16, 2016.
Performance
MXINX vs. SIMYX - Performance Comparison
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MXINX vs. SIMYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXINX Great-West International Index Fund | -2.03% | 30.90% | 2.92% | 17.56% | -14.75% | 10.32% | 7.97% | 21.26% | -13.93% | 23.98% |
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 3.35% | 30.07% | 6.26% | 13.11% | -11.38% | 7.83% | -1.33% | 15.77% | -12.11% | 21.58% |
Returns By Period
In the year-to-date period, MXINX achieves a -2.03% return, which is significantly lower than SIMYX's 3.35% return.
MXINX
- 1D
- 0.39%
- 1M
- -10.91%
- YTD
- -2.03%
- 6M
- 2.17%
- 1Y
- 18.88%
- 3Y*
- 12.70%
- 5Y*
- 7.24%
- 10Y*
- 7.76%
SIMYX
- 1D
- 0.58%
- 1M
- -7.35%
- YTD
- 3.35%
- 6M
- 7.54%
- 1Y
- 22.67%
- 3Y*
- 15.31%
- 5Y*
- 8.60%
- 10Y*
- —
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MXINX vs. SIMYX - Expense Ratio Comparison
MXINX has a 0.65% expense ratio, which is lower than SIMYX's 0.86% expense ratio.
Return for Risk
MXINX vs. SIMYX — Risk / Return Rank
MXINX
SIMYX
MXINX vs. SIMYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Index Fund (MXINX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). 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 | SIMYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 1.75 | -0.78 |
Sortino ratioReturn per unit of downside risk | 1.40 | 2.30 | -0.90 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.35 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 2.52 | -1.28 |
Martin ratioReturn relative to average drawdown | 5.25 | 9.65 | -4.41 |
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 | SIMYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 1.75 | -0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.76 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.58 | -0.30 |
Correlation
The correlation between MXINX and SIMYX is 0.78, 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. SIMYX - Dividend Comparison
MXINX's dividend yield for the trailing twelve months is around 3.41%, more than SIMYX's 3.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXINX Great-West International Index Fund | 3.41% | 3.34% | 2.20% | 4.38% | 1.80% | 5.73% | 2.45% | 2.64% | 3.55% | 2.63% |
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 3.03% | 3.13% | 5.26% | 3.62% | 3.13% | 3.41% | 1.96% | 3.09% | 3.01% | 2.74% |
Drawdowns
MXINX vs. SIMYX - Drawdown Comparison
The maximum MXINX drawdown since its inception was -34.59%, which is greater than SIMYX's maximum drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for MXINX and SIMYX.
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Drawdown Indicators
| MXINX | SIMYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -32.14% | -2.45% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -8.55% | -2.88% |
Max Drawdown (5Y)Largest decline over 5 years | -29.75% | -25.06% | -4.69% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | — | — |
Current DrawdownCurrent decline from peak | -10.91% | -7.35% | -3.56% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -6.14% | -2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.23% | +1.00% |
Volatility
MXINX vs. SIMYX - Volatility Comparison
Great-West International Index Fund (MXINX) has a higher volatility of 7.18% compared to SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) at 4.79%. This indicates that MXINX's price experiences larger fluctuations and is considered to be riskier than SIMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXINX | SIMYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.18% | 4.79% | +2.39% |
Volatility (6M)Calculated over the trailing 6-month period | 10.88% | 7.26% | +3.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.99% | 12.54% | +5.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.60% | 11.31% | +5.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.93% | 12.24% | +4.69% |