MXIVX vs. GSINX
Compare and contrast key facts about Great-West International Value Fund (MXIVX) and Goldman Sachs GQG Partners International Opportunities Fund (GSINX).
MXIVX is managed by Great-West. It was launched on Dec 1, 1993. GSINX is managed by Goldman Sachs. It was launched on Dec 14, 2016.
Performance
MXIVX vs. GSINX - Performance Comparison
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MXIVX vs. GSINX - 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% | 25.23% |
GSINX Goldman Sachs GQG Partners International Opportunities Fund | 4.74% | 20.76% | 9.53% | 21.93% | -11.14% | 12.35% | 15.64% | 27.41% | -6.14% | 29.66% |
Returns By Period
In the year-to-date period, MXIVX achieves a 1.89% return, which is significantly lower than GSINX's 4.74% 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%
GSINX
- 1D
- 0.95%
- 1M
- -3.93%
- YTD
- 4.74%
- 6M
- 8.15%
- 1Y
- 16.49%
- 3Y*
- 17.62%
- 5Y*
- 10.27%
- 10Y*
- —
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MXIVX vs. GSINX - Expense Ratio Comparison
MXIVX has a 1.07% expense ratio, which is higher than GSINX's 0.89% expense ratio.
Return for Risk
MXIVX vs. GSINX — Risk / Return Rank
MXIVX
GSINX
MXIVX vs. GSINX - 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 (GSINX). 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 | GSINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 1.36 | +0.39 |
Sortino ratioReturn per unit of downside risk | 2.35 | 1.80 | +0.56 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.29 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.87 | +0.14 |
Martin ratioReturn relative to average drawdown | 8.45 | 7.54 | +0.91 |
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 | GSINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.36 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.72 | -0.08 |
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 | 0.81 | -0.65 |
Correlation
The correlation between MXIVX and GSINX 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. GSINX - Dividend Comparison
MXIVX's dividend yield for the trailing twelve months is around 5.85%, more than GSINX's 4.80% 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% |
GSINX Goldman Sachs GQG Partners International Opportunities Fund | 4.80% | 5.03% | 11.11% | 2.27% | 4.79% | 2.13% | 0.08% | 0.57% | 0.43% | 0.12% |
Drawdowns
MXIVX vs. GSINX - Drawdown Comparison
The maximum MXIVX drawdown since its inception was -76.77%, which is greater than GSINX's maximum drawdown of -28.80%. Use the drawdown chart below to compare losses from any high point for MXIVX and GSINX.
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Drawdown Indicators
| MXIVX | GSINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.77% | -28.80% | -47.97% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -8.74% | -2.91% |
Max Drawdown (5Y)Largest decline over 5 years | -29.13% | -25.46% | -3.67% |
Max Drawdown (10Y)Largest decline over 10 years | -33.18% | — | — |
Current DrawdownCurrent decline from peak | -7.65% | -5.22% | -2.43% |
Average DrawdownAverage peak-to-trough decline | -22.29% | -4.88% | -17.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.17% | +1.08% |
Volatility
MXIVX vs. GSINX - Volatility Comparison
Great-West International Value Fund (MXIVX) has a higher volatility of 7.17% compared to Goldman Sachs GQG Partners International Opportunities Fund (GSINX) at 4.86%. This indicates that MXIVX's price experiences larger fluctuations and is considered to be riskier than GSINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXIVX | GSINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.17% | 4.86% | +2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 7.41% | +3.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.14% | 12.49% | +4.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.94% | 14.44% | +1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.37% | 15.77% | +3.60% |