MXIVX vs. FSKLX
Compare and contrast key facts about Great-West International Value Fund (MXIVX) and Fidelity SAI International Low Volatility Index Fund (FSKLX).
MXIVX is managed by Great-West. It was launched on Dec 1, 1993. FSKLX is managed by Fidelity. It was launched on May 29, 2015.
Performance
MXIVX vs. FSKLX - Performance Comparison
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MXIVX vs. FSKLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXIVX Great-West International Value Fund | 1.89% | 39.08% | 5.46% | 18.05% | -15.20% | 10.38% | 10.20% | 22.07% | -15.68% | 25.12% |
FSKLX Fidelity SAI International Low Volatility Index Fund | 4.89% | 21.95% | 1.20% | 13.84% | -13.48% | 9.91% | -1.57% | 16.12% | -4.88% | 21.40% |
Returns By Period
In the year-to-date period, MXIVX achieves a 1.89% return, which is significantly lower than FSKLX's 4.89% return. Over the past 10 years, MXIVX has outperformed FSKLX with an annualized return of 8.86%, while FSKLX has yielded a comparatively lower 6.20% annualized return.
MXIVX
- 1D
- 3.19%
- 1M
- -5.99%
- YTD
- 1.89%
- 6M
- 7.51%
- 1Y
- 28.14%
- 3Y*
- 17.68%
- 5Y*
- 9.91%
- 10Y*
- 8.86%
FSKLX
- 1D
- 1.50%
- 1M
- -4.32%
- YTD
- 4.89%
- 6M
- 7.57%
- 1Y
- 18.31%
- 3Y*
- 11.82%
- 5Y*
- 6.59%
- 10Y*
- 6.20%
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MXIVX vs. FSKLX - Expense Ratio Comparison
MXIVX has a 1.07% expense ratio, which is higher than FSKLX's 0.17% expense ratio.
Return for Risk
MXIVX vs. FSKLX — Risk / Return Rank
MXIVX
FSKLX
MXIVX vs. FSKLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Value Fund (MXIVX) and Fidelity SAI International Low Volatility Index Fund (FSKLX). 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 | FSKLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 1.53 | +0.22 |
Sortino ratioReturn per unit of downside risk | 2.35 | 2.09 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.29 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 2.09 | -0.07 |
Martin ratioReturn relative to average drawdown | 8.45 | 7.33 | +1.12 |
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 | FSKLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.53 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.58 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.52 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.47 | -0.30 |
Correlation
The correlation between MXIVX and FSKLX is 0.83, 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. FSKLX - Dividend Comparison
MXIVX's dividend yield for the trailing twelve months is around 5.85%, more than FSKLX's 2.47% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXIVX Great-West International Value Fund | 5.85% | 5.96% | 4.97% | 3.27% | 2.99% | 4.27% | 1.99% | 2.42% | 27.79% | 2.85% | 0.00% | 0.00% |
FSKLX Fidelity SAI International Low Volatility Index Fund | 2.47% | 2.59% | 2.09% | 2.31% | 2.01% | 2.42% | 1.32% | 6.06% | 2.64% | 1.69% | 2.85% | 1.10% |
Drawdowns
MXIVX vs. FSKLX - Drawdown Comparison
The maximum MXIVX drawdown since its inception was -76.77%, which is greater than FSKLX's maximum drawdown of -27.26%. Use the drawdown chart below to compare losses from any high point for MXIVX and FSKLX.
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Drawdown Indicators
| MXIVX | FSKLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.77% | -27.26% | -49.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -8.64% | -3.01% |
Max Drawdown (5Y)Largest decline over 5 years | -29.13% | -24.99% | -4.14% |
Max Drawdown (10Y)Largest decline over 10 years | -33.18% | -27.26% | -5.92% |
Current DrawdownCurrent decline from peak | -7.65% | -5.92% | -1.73% |
Average DrawdownAverage peak-to-trough decline | -22.29% | -5.14% | -17.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.46% | +0.79% |
Volatility
MXIVX vs. FSKLX - Volatility Comparison
Great-West International Value Fund (MXIVX) has a higher volatility of 7.17% compared to Fidelity SAI International Low Volatility Index Fund (FSKLX) at 4.55%. This indicates that MXIVX's price experiences larger fluctuations and is considered to be riskier than FSKLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXIVX | FSKLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.17% | 4.55% | +2.62% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 7.50% | +2.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.14% | 12.34% | +4.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.94% | 11.45% | +4.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.37% | 11.90% | +7.47% |