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MXINX vs. TIVFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXINX vs. TIVFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West International Index Fund (MXINX) and American Beacon Tocqueville International Value Fund (TIVFX). The values are adjusted to include any dividend payments, if applicable.

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MXINX vs. TIVFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TIVFX
American Beacon Tocqueville International Value Fund
12.18%36.15%3.73%15.43%-20.57%7.53%12.61%19.38%-19.87%24.18%

Returns By Period

In the year-to-date period, MXINX achieves a 0.95% return, which is significantly lower than TIVFX's 12.18% return. Both investments have delivered pretty close results over the past 10 years, with MXINX having a 8.09% annualized return and TIVFX not far behind at 8.08%.


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%

TIVFX

1D
1.65%
1M
-9.76%
YTD
12.18%
6M
16.65%
1Y
59.68%
3Y*
19.06%
5Y*
8.08%
10Y*
8.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXINX vs. TIVFX - Expense Ratio Comparison

MXINX has a 0.65% expense ratio, which is lower than TIVFX's 1.20% expense ratio.


Return for Risk

MXINX vs. TIVFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MXINX
MXINX Risk / Return Rank: 6464
Overall Rank
MXINX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
MXINX Sortino Ratio Rank: 6969
Sortino Ratio Rank
MXINX Omega Ratio Rank: 6565
Omega Ratio Rank
MXINX Calmar Ratio Rank: 5858
Calmar Ratio Rank
MXINX Martin Ratio Rank: 6161
Martin Ratio Rank

TIVFX
TIVFX Risk / Return Rank: 9797
Overall Rank
TIVFX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
TIVFX Sortino Ratio Rank: 9696
Sortino Ratio Rank
TIVFX Omega Ratio Rank: 9696
Omega Ratio Rank
TIVFX Calmar Ratio Rank: 9898
Calmar Ratio Rank
TIVFX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MXINX vs. TIVFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West International Index Fund (MXINX) and American Beacon Tocqueville International Value Fund (TIVFX). 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.


MXINXTIVFXDifference

Sharpe ratio

Return per unit of total volatility

1.32

3.12

-1.80

Sortino ratio

Return per unit of downside risk

1.86

3.55

-1.70

Omega ratio

Gain probability vs. loss probability

1.27

1.55

-0.28

Calmar ratio

Return relative to maximum drawdown

1.56

4.44

-2.88

Martin ratio

Return relative to average drawdown

6.51

17.93

-11.42

MXINX vs. TIVFX - Sharpe Ratio Comparison

The current MXINX Sharpe Ratio is 1.32, which is lower than the TIVFX Sharpe Ratio of 3.12. The chart below compares the historical Sharpe Ratios of MXINX and TIVFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MXINXTIVFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

3.12

-1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

0.45

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.47

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.37

-0.08

Correlation

The correlation between MXINX and TIVFX is 0.84, 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. TIVFX - Dividend Comparison

MXINX's dividend yield for the trailing twelve months is around 3.31%, less than TIVFX's 7.86% yield.


TTM20252024202320222021202020192018201720162015
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%
TIVFX
American Beacon Tocqueville International Value Fund
7.86%8.82%10.23%1.66%1.39%3.65%0.34%1.69%1.37%1.28%1.57%3.01%

Drawdowns

MXINX vs. TIVFX - Drawdown Comparison

The maximum MXINX drawdown since its inception was -34.59%, smaller than the maximum TIVFX drawdown of -54.21%. Use the drawdown chart below to compare losses from any high point for MXINX and TIVFX.


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Drawdown Indicators


MXINXTIVFXDifference

Max Drawdown

Largest peak-to-trough decline

-34.59%

-54.21%

+19.62%

Max Drawdown (1Y)

Largest decline over 1 year

-11.43%

-13.21%

+1.78%

Max Drawdown (5Y)

Largest decline over 5 years

-29.75%

-36.31%

+6.56%

Max Drawdown (10Y)

Largest decline over 10 years

-34.59%

-41.51%

+6.92%

Current Drawdown

Current decline from peak

-8.19%

-10.23%

+2.04%

Average Drawdown

Average peak-to-trough decline

-8.65%

-13.45%

+4.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

3.27%

0.00%

Volatility

MXINX vs. TIVFX - Volatility Comparison

Great-West International Index Fund (MXINX) and American Beacon Tocqueville International Value Fund (TIVFX) have volatilities of 7.84% and 7.93%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXINXTIVFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.84%

7.93%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

11.28%

14.06%

-2.78%

Volatility (1Y)

Calculated over the trailing 1-year period

18.21%

19.68%

-1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.65%

18.21%

-1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.95%

17.40%

-0.45%