MXIVX vs. GSIMX
Compare and contrast key facts about Great-West International Value Fund (MXIVX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX).
MXIVX is managed by Great-West. It was launched on Dec 1, 1993. GSIMX is managed by Goldman Sachs. It was launched on Dec 15, 2016.
Performance
MXIVX vs. GSIMX - Performance Comparison
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MXIVX vs. GSIMX - 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% | 25.23% |
GSIMX Goldman Sachs GQG Partners International Opportunities Fund | 3.78% | 20.85% | 9.66% | 22.10% | -11.06% | 12.50% | 15.77% | 27.64% | -6.04% | 29.92% |
Returns By Period
In the year-to-date period, MXIVX achieves a -1.26% return, which is significantly lower than GSIMX's 3.78% 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%
GSIMX
- 1D
- 0.60%
- 1M
- -6.12%
- YTD
- 3.78%
- 6M
- 7.89%
- 1Y
- 15.89%
- 3Y*
- 17.37%
- 5Y*
- 10.41%
- 10Y*
- —
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MXIVX vs. GSIMX - Expense Ratio Comparison
MXIVX has a 1.07% expense ratio, which is higher than GSIMX's 0.76% expense ratio.
Return for Risk
MXIVX vs. GSIMX — Risk / Return Rank
MXIVX
GSIMX
MXIVX vs. GSIMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Value Fund (MXIVX) and Goldman Sachs GQG Partners International Opportunities Fund (GSIMX). 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 | GSIMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 1.28 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.69 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.27 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 1.81 | -0.09 |
Martin ratioReturn relative to average drawdown | 7.32 | 7.41 | -0.09 |
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 | GSIMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 1.28 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.73 | -0.14 |
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 | 0.81 | -0.65 |
Correlation
The correlation between MXIVX and GSIMX is 0.79, 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. GSIMX - Dividend Comparison
MXIVX's dividend yield for the trailing twelve months is around 6.04%, more than GSIMX's 4.93% 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% |
GSIMX Goldman Sachs GQG Partners International Opportunities Fund | 4.93% | 5.12% | 11.18% | 2.36% | 4.89% | 2.23% | 0.18% | 0.65% | 0.53% | 0.16% |
Drawdowns
MXIVX vs. GSIMX - Drawdown Comparison
The maximum MXIVX drawdown since its inception was -76.77%, which is greater than GSIMX's maximum drawdown of -28.84%. Use the drawdown chart below to compare losses from any high point for MXIVX and GSIMX.
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Drawdown Indicators
| MXIVX | GSIMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.77% | -28.84% | -47.93% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -8.75% | -2.90% |
Max Drawdown (5Y)Largest decline over 5 years | -29.13% | -25.37% | -3.76% |
Max Drawdown (10Y)Largest decline over 10 years | -33.18% | — | — |
Current DrawdownCurrent decline from peak | -10.51% | -6.12% | -4.39% |
Average DrawdownAverage peak-to-trough decline | -22.30% | -4.85% | -17.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 2.15% | +1.07% |
Volatility
MXIVX vs. GSIMX - Volatility Comparison
Great-West International Value Fund (MXIVX) has a higher volatility of 6.34% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSIMX) at 4.78%. This indicates that MXIVX's price experiences larger fluctuations and is considered to be riskier than GSIMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXIVX | GSIMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 4.78% | +1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 7.35% | +2.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.88% | 12.47% | +4.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 14.42% | +1.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 15.77% | +3.57% |