MXINX vs. TBGVX
Compare and contrast key facts about Great-West International Index Fund (MXINX) and Tweedy, Browne International Value Fund (TBGVX).
MXINX is managed by Great-West. It was launched on Jan 13, 2011. TBGVX is managed by Tweedy, Browne. It was launched on Jun 14, 1993.
Performance
MXINX vs. TBGVX - Performance Comparison
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MXINX vs. TBGVX - 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% |
TBGVX Tweedy, Browne International Value Fund | 3.44% | 23.86% | 2.47% | 12.48% | -7.52% | 15.62% | -1.00% | 14.64% | -6.72% | 15.03% |
Returns By Period
In the year-to-date period, MXINX achieves a 0.95% return, which is significantly lower than TBGVX's 3.44% return. Both investments have delivered pretty close results over the past 10 years, with MXINX having a 8.09% annualized return and TBGVX not far behind at 7.70%.
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%
TBGVX
- 1D
- 1.78%
- 1M
- -6.84%
- YTD
- 3.44%
- 6M
- 7.64%
- 1Y
- 19.21%
- 3Y*
- 11.46%
- 5Y*
- 7.94%
- 10Y*
- 7.70%
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MXINX vs. TBGVX - Expense Ratio Comparison
MXINX has a 0.65% expense ratio, which is lower than TBGVX's 1.40% expense ratio.
Return for Risk
MXINX vs. TBGVX — Risk / Return Rank
MXINX
TBGVX
MXINX vs. TBGVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Index Fund (MXINX) and Tweedy, Browne International Value Fund (TBGVX). 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 | TBGVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 1.58 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.86 | 2.13 | -0.27 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.34 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 1.74 | -0.18 |
Martin ratioReturn relative to average drawdown | 6.51 | 6.58 | -0.07 |
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 | TBGVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.58 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.72 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.61 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.73 | -0.44 |
Correlation
The correlation between MXINX and TBGVX 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. TBGVX - Dividend Comparison
MXINX's dividend yield for the trailing twelve months is around 3.31%, less than TBGVX's 11.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
TBGVX Tweedy, Browne International Value Fund | 11.71% | 12.11% | 9.95% | 4.55% | 5.68% | 8.89% | 0.94% | 1.88% | 6.74% | 1.10% | 3.16% | 4.94% |
Drawdowns
MXINX vs. TBGVX - Drawdown Comparison
The maximum MXINX drawdown since its inception was -34.59%, smaller than the maximum TBGVX drawdown of -50.97%. Use the drawdown chart below to compare losses from any high point for MXINX and TBGVX.
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Drawdown Indicators
| MXINX | TBGVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -50.97% | +16.38% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -9.56% | -1.87% |
Max Drawdown (5Y)Largest decline over 5 years | -29.75% | -17.71% | -12.04% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | -31.18% | -3.41% |
Current DrawdownCurrent decline from peak | -8.19% | -7.46% | -0.73% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -6.09% | -2.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.66% | +0.61% |
Volatility
MXINX vs. TBGVX - Volatility Comparison
Great-West International Index Fund (MXINX) has a higher volatility of 7.84% compared to Tweedy, Browne International Value Fund (TBGVX) at 4.70%. This indicates that MXINX's price experiences larger fluctuations and is considered to be riskier than TBGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXINX | TBGVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 4.70% | +3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 7.39% | +3.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 12.36% | +5.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 11.03% | +5.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 12.64% | +4.31% |