MXIVX vs. FSOSX
Compare and contrast key facts about Great-West International Value Fund (MXIVX) and Fidelity Series Overseas Fund (FSOSX).
MXIVX is managed by Great-West. It was launched on Dec 1, 1993. FSOSX is managed by Fidelity. It was launched on Jun 21, 2019.
Performance
MXIVX vs. FSOSX - Performance Comparison
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MXIVX vs. FSOSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MXIVX Great-West International Value Fund | -1.26% | 39.08% | 5.46% | 18.05% | -15.20% | 10.38% | 10.20% | 8.45% |
FSOSX Fidelity Series Overseas Fund | -5.69% | 21.29% | 5.87% | 21.49% | -23.25% | 19.59% | 16.36% | 7.78% |
Returns By Period
In the year-to-date period, MXIVX achieves a -1.26% return, which is significantly higher than FSOSX's -5.69% 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%
FSOSX
- 1D
- 0.36%
- 1M
- -11.39%
- YTD
- -5.69%
- 6M
- -5.28%
- 1Y
- 7.28%
- 3Y*
- 10.01%
- 5Y*
- 5.83%
- 10Y*
- —
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MXIVX vs. FSOSX - Expense Ratio Comparison
MXIVX has a 1.07% expense ratio, which is higher than FSOSX's 0.01% expense ratio.
Return for Risk
MXIVX vs. FSOSX — Risk / Return Rank
MXIVX
FSOSX
MXIVX vs. FSOSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Value Fund (MXIVX) and Fidelity Series Overseas Fund (FSOSX). 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 | FSOSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 0.34 | +1.03 |
Sortino ratioReturn per unit of downside risk | 1.86 | 0.58 | +1.28 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.08 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 0.40 | +1.32 |
Martin ratioReturn relative to average drawdown | 7.32 | 1.51 | +5.81 |
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 | FSOSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 0.34 | +1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.34 | +0.25 |
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 | 0.43 | -0.27 |
Correlation
The correlation between MXIVX and FSOSX is 0.87, 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. FSOSX - Dividend Comparison
MXIVX's dividend yield for the trailing twelve months is around 6.04%, less than FSOSX's 9.70% 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% |
FSOSX Fidelity Series Overseas Fund | 9.70% | 9.15% | 2.25% | 1.63% | 1.80% | 2.92% | 1.12% | 0.37% | 0.00% | 0.00% |
Drawdowns
MXIVX vs. FSOSX - Drawdown Comparison
The maximum MXIVX drawdown since its inception was -76.77%, which is greater than FSOSX's maximum drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for MXIVX and FSOSX.
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Drawdown Indicators
| MXIVX | FSOSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.77% | -35.36% | -41.41% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -12.39% | +0.74% |
Max Drawdown (5Y)Largest decline over 5 years | -29.13% | -35.36% | +6.23% |
Max Drawdown (10Y)Largest decline over 10 years | -33.18% | — | — |
Current DrawdownCurrent decline from peak | -10.51% | -11.89% | +1.38% |
Average DrawdownAverage peak-to-trough decline | -22.30% | -7.90% | -14.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 3.31% | -0.09% |
Volatility
MXIVX vs. FSOSX - Volatility Comparison
The current volatility for Great-West International Value Fund (MXIVX) is 6.34%, while Fidelity Series Overseas Fund (FSOSX) has a volatility of 8.28%. This indicates that MXIVX experiences smaller price fluctuations and is considered to be less risky than FSOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXIVX | FSOSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 8.28% | -1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 11.94% | -1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.88% | 18.25% | -1.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 17.35% | -1.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 18.93% | +0.41% |