MXIVX vs. GQJPX
Compare and contrast key facts about Great-West International Value Fund (MXIVX) and GQG Partners International Quality Dividend Income Fund (GQJPX).
MXIVX is managed by Great-West. It was launched on Dec 1, 1993. GQJPX is managed by GQG Partners Inc. It was launched on Jun 29, 2021.
Performance
MXIVX vs. GQJPX - Performance Comparison
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MXIVX vs. GQJPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MXIVX Great-West International Value Fund | 1.89% | 39.08% | 5.46% | 18.05% | -15.20% | 1.79% |
GQJPX GQG Partners International Quality Dividend Income Fund | 4.71% | 24.88% | 7.39% | 18.06% | -10.50% | 1.05% |
Returns By Period
In the year-to-date period, MXIVX achieves a 1.89% return, which is significantly lower than GQJPX's 4.71% 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%
GQJPX
- 1D
- 0.81%
- 1M
- -4.74%
- YTD
- 4.71%
- 6M
- 9.45%
- 1Y
- 17.72%
- 3Y*
- 17.91%
- 5Y*
- —
- 10Y*
- —
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MXIVX vs. GQJPX - Expense Ratio Comparison
MXIVX has a 1.07% expense ratio, which is higher than GQJPX's 0.91% expense ratio.
Return for Risk
MXIVX vs. GQJPX — Risk / Return Rank
MXIVX
GQJPX
MXIVX vs. GQJPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Value Fund (MXIVX) and GQG Partners International Quality Dividend Income Fund (GQJPX). 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 | GQJPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 1.48 | +0.27 |
Sortino ratioReturn per unit of downside risk | 2.35 | 1.92 | +0.43 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.30 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.84 | +0.17 |
Martin ratioReturn relative to average drawdown | 8.45 | 6.99 | +1.46 |
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 | GQJPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.48 | +0.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.69 | -0.53 |
Correlation
The correlation between MXIVX and GQJPX is 0.71, 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. GQJPX - Dividend Comparison
MXIVX's dividend yield for the trailing twelve months is around 5.85%, more than GQJPX's 3.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GQJPX GQG Partners International Quality Dividend Income Fund | 3.07% | 3.22% | 3.35% | 4.50% | 5.59% | 1.75% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MXIVX vs. GQJPX - Drawdown Comparison
The maximum MXIVX drawdown since its inception was -76.77%, which is greater than GQJPX's maximum drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for MXIVX and GQJPX.
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Drawdown Indicators
| MXIVX | GQJPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.77% | -21.83% | -54.94% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -8.78% | -2.87% |
Max Drawdown (5Y)Largest decline over 5 years | -29.13% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -33.18% | — | — |
Current DrawdownCurrent decline from peak | -7.65% | -6.53% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -22.29% | -5.58% | -16.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.49% | +0.76% |
Volatility
MXIVX vs. GQJPX - Volatility Comparison
Great-West International Value Fund (MXIVX) has a higher volatility of 7.17% compared to GQG Partners International Quality Dividend Income Fund (GQJPX) at 5.33%. This indicates that MXIVX's price experiences larger fluctuations and is considered to be riskier than GQJPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXIVX | GQJPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.17% | 5.33% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 8.03% | +2.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.14% | 12.39% | +4.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.94% | 13.05% | +2.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.37% | 13.05% | +6.32% |