MXIVX vs. FHLFX
Compare and contrast key facts about Great-West International Value Fund (MXIVX) and Fidelity Series International Index Fund (FHLFX).
MXIVX is managed by Great-West. It was launched on Dec 1, 1993. FHLFX is managed by Fidelity. It was launched on Aug 17, 2018.
Performance
MXIVX vs. FHLFX - Performance Comparison
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MXIVX vs. FHLFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MXIVX Great-West International Value Fund | -1.26% | 39.08% | 5.46% | 18.05% | -15.20% | 10.38% | 10.20% | 22.07% | -11.97% |
FHLFX Fidelity Series International Index Fund | -1.92% | 31.96% | 3.67% | 18.16% | -14.17% | 11.23% | 8.09% | 21.66% | -10.70% |
Returns By Period
In the year-to-date period, MXIVX achieves a -1.26% return, which is significantly higher than FHLFX's -1.92% return.
MXIVX
- 1D
- 0.38%
- 1M
- -10.51%
- YTD
- -1.26%
- 6M
- 4.58%
- 1Y
- 24.18%
- 3Y*
- 16.45%
- 5Y*
- 9.22%
- 10Y*
- 8.52%
FHLFX
- 1D
- 0.47%
- 1M
- -10.83%
- YTD
- -1.92%
- 6M
- 2.52%
- 1Y
- 19.92%
- 3Y*
- 13.48%
- 5Y*
- 7.91%
- 10Y*
- —
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MXIVX vs. FHLFX - Expense Ratio Comparison
MXIVX has a 1.07% expense ratio, which is higher than FHLFX's 0.01% expense ratio.
Return for Risk
MXIVX vs. FHLFX — Risk / Return Rank
MXIVX
FHLFX
MXIVX vs. FHLFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Value Fund (MXIVX) and Fidelity Series International Index Fund (FHLFX). 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.
| MXIVX | FHLFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 1.11 | +0.25 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.56 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.23 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 1.54 | +0.19 |
Martin ratioReturn relative to average drawdown | 7.32 | 5.91 | +1.41 |
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
| MXIVX | FHLFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 1.11 | +0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.50 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.45 | -0.29 |
Correlation
The correlation between MXIVX and FHLFX 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.
Dividends
MXIVX vs. FHLFX - Dividend Comparison
MXIVX's dividend yield for the trailing twelve months is around 6.04%, more than FHLFX's 3.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXIVX Great-West International Value Fund | 6.04% | 5.96% | 4.97% | 3.27% | 2.99% | 4.27% | 1.99% | 2.42% | 27.79% | 2.85% |
FHLFX Fidelity Series International Index Fund | 3.53% | 3.46% | 2.98% | 2.86% | 2.60% | 2.47% | 1.92% | 1.95% | 0.62% | 0.00% |
Drawdowns
MXIVX vs. FHLFX - Drawdown Comparison
The maximum MXIVX drawdown since its inception was -76.77%, which is greater than FHLFX's maximum drawdown of -33.58%. Use the drawdown chart below to compare losses from any high point for MXIVX and FHLFX.
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Drawdown Indicators
| MXIVX | FHLFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.77% | -33.58% | -43.19% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -11.37% | -0.28% |
Max Drawdown (5Y)Largest decline over 5 years | -29.13% | -29.36% | +0.23% |
Max Drawdown (10Y)Largest decline over 10 years | -33.18% | — | — |
Current DrawdownCurrent decline from peak | -10.51% | -10.83% | +0.32% |
Average DrawdownAverage peak-to-trough decline | -22.30% | -6.18% | -16.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 2.96% | +0.26% |
Volatility
MXIVX vs. FHLFX - Volatility Comparison
The current volatility for Great-West International Value Fund (MXIVX) is 6.34%, while Fidelity Series International Index Fund (FHLFX) has a volatility of 7.01%. This indicates that MXIVX experiences smaller price fluctuations and is considered to be less risky than FHLFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXIVX | FHLFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 7.01% | -0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 10.62% | -0.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.88% | 16.84% | +0.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 15.77% | +0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 17.61% | +1.73% |