MXINX vs. VZICX
Compare and contrast key facts about Great-West International Index Fund (MXINX) and Vanguard International Core Stock Fund Admiral Shares (VZICX).
MXINX is managed by Great-West. It was launched on Jan 13, 2011. VZICX is managed by Vanguard. It was launched on Oct 16, 2019.
Performance
MXINX vs. VZICX - Performance Comparison
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MXINX vs. VZICX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MXINX Great-West International Index Fund | 0.95% | 30.90% | 2.92% | 17.56% | -14.75% | 10.32% | 7.97% | 7.44% |
VZICX Vanguard International Core Stock Fund Admiral Shares | 2.78% | 38.55% | 8.74% | 14.35% | -10.62% | 11.85% | 9.23% | 7.37% |
Returns By Period
In the year-to-date period, MXINX achieves a 0.95% return, which is significantly lower than VZICX's 2.78% 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%
VZICX
- 1D
- 3.11%
- 1M
- -6.35%
- YTD
- 2.78%
- 6M
- 8.52%
- 1Y
- 31.86%
- 3Y*
- 18.95%
- 5Y*
- 10.62%
- 10Y*
- —
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MXINX vs. VZICX - Expense Ratio Comparison
MXINX has a 0.65% expense ratio, which is higher than VZICX's 0.35% expense ratio.
Return for Risk
MXINX vs. VZICX — Risk / Return Rank
MXINX
VZICX
MXINX vs. VZICX - Risk-Adjusted Trends 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.
| MXINX | VZICX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 1.96 | -0.64 |
Sortino ratioReturn per unit of downside risk | 1.86 | 2.57 | -0.71 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.40 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 2.84 | -1.29 |
Martin ratioReturn relative to average drawdown | 6.51 | 11.10 | -4.59 |
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 | VZICX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.32 | 1.96 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.71 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.66 | -0.37 |
Correlation
The correlation between MXINX and VZICX 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. VZICX - Dividend Comparison
MXINX's dividend yield for the trailing twelve months is around 3.31%, less than VZICX's 4.29% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VZICX Vanguard International Core Stock Fund Admiral Shares | 4.29% | 4.41% | 2.65% | 2.20% | 2.10% | 4.37% | 1.89% | 0.11% | 0.00% | 0.00% |
Drawdowns
MXINX vs. VZICX - Drawdown Comparison
The maximum MXINX drawdown since its inception was -34.59%, 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.
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Drawdown Indicators
| MXINX | VZICX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -34.37% | -0.22% |
Max Drawdown (1Y)Largest decline over 1 year | -11.43% | -11.11% | -0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -29.75% | -24.89% | -4.86% |
Max Drawdown (10Y)Largest decline over 10 years | -34.59% | — | — |
Current DrawdownCurrent decline from peak | -8.19% | -8.03% | -0.16% |
Average DrawdownAverage peak-to-trough decline | -8.65% | -5.81% | -2.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 2.84% | +0.43% |
Volatility
MXINX vs. VZICX - Volatility Comparison
Great-West International Index Fund (MXINX) and Vanguard International Core Stock Fund Admiral Shares (VZICX) have volatilities of 7.84% and 7.73%, 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
| MXINX | VZICX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.84% | 7.73% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 11.26% | +0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.21% | 16.59% | +1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.65% | 15.11% | +1.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.95% | 17.93% | -0.98% |