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MXINX vs. VZICX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MXINX and VZICX is 0.92, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

MXINX vs. VZICX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West International Index Fund (MXINX) and Vanguard International Core Stock Fund Admiral Shares (VZICX). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
31.99%
50.42%
MXINX
VZICX

Key characteristics

Sharpe Ratio

MXINX:

0.52

VZICX:

0.62

Sortino Ratio

MXINX:

0.83

VZICX:

0.96

Omega Ratio

MXINX:

1.11

VZICX:

1.13

Calmar Ratio

MXINX:

0.65

VZICX:

0.77

Martin Ratio

MXINX:

1.84

VZICX:

2.56

Ulcer Index

MXINX:

4.82%

VZICX:

4.00%

Daily Std Dev

MXINX:

17.02%

VZICX:

16.45%

Max Drawdown

MXINX:

-35.69%

VZICX:

-34.37%

Current Drawdown

MXINX:

-4.52%

VZICX:

-5.08%

Returns By Period

In the year-to-date period, MXINX achieves a 6.99% return, which is significantly higher than VZICX's 5.37% return.


MXINX

YTD

6.99%

1M

-4.52%

6M

-0.14%

1Y

9.04%

5Y*

8.89%

10Y*

3.48%

VZICX

YTD

5.37%

1M

-5.08%

6M

-1.25%

1Y

10.29%

5Y*

11.97%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MXINX vs. VZICX - Expense Ratio Comparison

MXINX has a 0.65% expense ratio, which is higher than VZICX's 0.35% expense ratio.


MXINX
Great-West International Index Fund
Expense ratio chart for MXINX: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MXINX: 0.65%
Expense ratio chart for VZICX: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VZICX: 0.35%

Risk-Adjusted Performance

MXINX vs. VZICX — Risk-Adjusted Performance Rank

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

MXINX
The Risk-Adjusted Performance Rank of MXINX is 6767
Overall Rank
The Sharpe Ratio Rank of MXINX is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of MXINX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of MXINX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of MXINX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of MXINX is 6363
Martin Ratio Rank

VZICX
The Risk-Adjusted Performance Rank of VZICX is 7272
Overall Rank
The Sharpe Ratio Rank of VZICX is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of VZICX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of VZICX is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VZICX is 8383
Calmar Ratio Rank
The Martin Ratio Rank of VZICX is 7171
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MXINX vs. VZICX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West International Index Fund (MXINX) and Vanguard International Core Stock Fund Admiral Shares (VZICX). 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.


Sharpe ratio
The chart of Sharpe ratio for MXINX, currently valued at 0.52, compared to the broader market-1.000.001.002.003.00
MXINX: 0.52
VZICX: 0.62
The chart of Sortino ratio for MXINX, currently valued at 0.83, compared to the broader market-2.000.002.004.006.008.00
MXINX: 0.83
VZICX: 0.96
The chart of Omega ratio for MXINX, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.00
MXINX: 1.11
VZICX: 1.13
The chart of Calmar ratio for MXINX, currently valued at 0.65, compared to the broader market0.002.004.006.008.0010.00
MXINX: 0.65
VZICX: 0.77
The chart of Martin ratio for MXINX, currently valued at 1.84, compared to the broader market0.0010.0020.0030.0040.0050.00
MXINX: 1.84
VZICX: 2.56

The current MXINX Sharpe Ratio is 0.52, which is comparable to the VZICX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of MXINX and VZICX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.52
0.62
MXINX
VZICX

Dividends

MXINX vs. VZICX - Dividend Comparison

MXINX's dividend yield for the trailing twelve months is around 1.96%, less than VZICX's 2.52% yield.


TTM20242023202220212020201920182017201620152014
MXINX
Great-West International Index Fund
1.96%2.10%2.31%1.80%2.21%1.55%2.34%2.15%1.95%1.70%1.09%1.74%
VZICX
Vanguard International Core Stock Fund Admiral Shares
2.52%2.65%2.20%2.10%4.37%1.89%0.11%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MXINX vs. VZICX - Drawdown Comparison

The maximum MXINX drawdown since its inception was -35.69%, roughly equal to the maximum VZICX drawdown of -34.37%. Use the drawdown chart below to compare losses from any high point for MXINX and VZICX. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.52%
-5.08%
MXINX
VZICX

Volatility

MXINX vs. VZICX - Volatility Comparison

Great-West International Index Fund (MXINX) and Vanguard International Core Stock Fund Admiral Shares (VZICX) have volatilities of 10.73% and 10.46%, 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.


2.00%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.73%
10.46%
MXINX
VZICX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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