MXIVX vs. FSGEX
Compare and contrast key facts about Great-West International Value Fund (MXIVX) and Fidelity Series Global ex U.S. Index Fund (FSGEX).
MXIVX is managed by Great-West. It was launched on Dec 1, 1993. FSGEX is managed by Fidelity. It was launched on Sep 29, 2009.
Performance
MXIVX vs. FSGEX - Performance Comparison
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MXIVX vs. FSGEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXIVX Great-West International Value Fund | -1.26% | 39.08% | 5.46% | 18.05% | -15.20% | 10.38% | 10.20% | 22.07% | -15.68% | 25.12% |
FSGEX Fidelity Series Global ex U.S. Index Fund | -1.20% | 32.99% | 5.34% | 15.56% | -15.75% | 7.77% | 10.75% | 21.41% | -13.99% | 27.47% |
Returns By Period
The year-to-date returns for both investments are quite close, with MXIVX having a -1.26% return and FSGEX slightly higher at -1.20%. Both investments have delivered pretty close results over the past 10 years, with MXIVX having a 8.52% annualized return and FSGEX not far ahead at 8.55%.
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%
FSGEX
- 1D
- -0.06%
- 1M
- -11.07%
- YTD
- -1.20%
- 6M
- 3.57%
- 1Y
- 23.80%
- 3Y*
- 14.32%
- 5Y*
- 6.98%
- 10Y*
- 8.55%
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MXIVX vs. FSGEX - Expense Ratio Comparison
MXIVX has a 1.07% expense ratio, which is higher than FSGEX's 0.01% expense ratio.
Return for Risk
MXIVX vs. FSGEX — Risk / Return Rank
MXIVX
FSGEX
MXIVX vs. FSGEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Value Fund (MXIVX) and Fidelity Series Global ex U.S. Index Fund (FSGEX). 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 | FSGEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 1.43 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.93 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.29 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 1.89 | -0.17 |
Martin ratioReturn relative to average drawdown | 7.32 | 7.46 | -0.14 |
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 | FSGEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 1.43 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.46 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.53 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.36 | -0.20 |
Correlation
The correlation between MXIVX and FSGEX is 0.90, 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. FSGEX - Dividend Comparison
MXIVX's dividend yield for the trailing twelve months is around 6.04%, more than FSGEX's 3.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
FSGEX Fidelity Series Global ex U.S. Index Fund | 3.06% | 3.02% | 2.98% | 2.90% | 2.78% | 2.59% | 1.68% | 2.10% | 2.86% | 2.48% | 2.56% | 2.61% |
Drawdowns
MXIVX vs. FSGEX - Drawdown Comparison
The maximum MXIVX drawdown since its inception was -76.77%, which is greater than FSGEX's maximum drawdown of -34.74%. Use the drawdown chart below to compare losses from any high point for MXIVX and FSGEX.
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Drawdown Indicators
| MXIVX | FSGEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.77% | -34.74% | -42.03% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -11.24% | -0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -29.13% | -29.66% | +0.53% |
Max Drawdown (10Y)Largest decline over 10 years | -33.18% | -34.74% | +1.56% |
Current DrawdownCurrent decline from peak | -10.51% | -11.24% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -22.30% | -8.51% | -13.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 2.86% | +0.36% |
Volatility
MXIVX vs. FSGEX - Volatility Comparison
The current volatility for Great-West International Value Fund (MXIVX) is 6.34%, while Fidelity Series Global ex U.S. Index Fund (FSGEX) has a volatility of 7.21%. This indicates that MXIVX experiences smaller price fluctuations and is considered to be less risky than FSGEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXIVX | FSGEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 7.21% | -0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 10.85% | -0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.88% | 16.09% | +0.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 15.14% | +0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 16.12% | +3.22% |