MXIVX vs. GTMIX
Compare and contrast key facts about Great-West International Value Fund (MXIVX) and GMO Tax-Managed International Equities Fund (GTMIX).
MXIVX is managed by Great-West. It was launched on Dec 1, 1993. GTMIX is managed by GMO. It was launched on Jul 28, 1998.
Performance
MXIVX vs. GTMIX - Performance Comparison
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MXIVX vs. GTMIX - 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% |
GTMIX GMO Tax-Managed International Equities Fund | 8.42% | 46.17% | 1.54% | 14.96% | -10.13% | 10.71% | 7.50% | 23.35% | -21.23% | 28.45% |
Returns By Period
In the year-to-date period, MXIVX achieves a 1.89% return, which is significantly lower than GTMIX's 8.42% return. Over the past 10 years, MXIVX has underperformed GTMIX with an annualized return of 8.86%, while GTMIX has yielded a comparatively higher 9.87% 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%
GTMIX
- 1D
- 2.48%
- 1M
- -3.58%
- YTD
- 8.42%
- 6M
- 17.91%
- 1Y
- 41.17%
- 3Y*
- 20.26%
- 5Y*
- 11.29%
- 10Y*
- 9.87%
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MXIVX vs. GTMIX - Expense Ratio Comparison
MXIVX has a 1.07% expense ratio, which is higher than GTMIX's 0.68% expense ratio.
Return for Risk
MXIVX vs. GTMIX — Risk / Return Rank
MXIVX
GTMIX
MXIVX vs. GTMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Value Fund (MXIVX) and GMO Tax-Managed International Equities Fund (GTMIX). 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 | GTMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 2.67 | -0.91 |
Sortino ratioReturn per unit of downside risk | 2.35 | 3.40 | -1.05 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.52 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 3.54 | -1.53 |
Martin ratioReturn relative to average drawdown | 8.45 | 16.76 | -8.31 |
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 | GTMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.67 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.76 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.62 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.40 | -0.23 |
Correlation
The correlation between MXIVX and GTMIX is 0.88, 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. GTMIX - Dividend Comparison
MXIVX's dividend yield for the trailing twelve months is around 5.85%, less than GTMIX's 20.69% 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% |
GTMIX GMO Tax-Managed International Equities Fund | 20.69% | 22.43% | 5.94% | 0.36% | 5.44% | 16.55% | 2.25% | 4.13% | 7.25% | 2.96% | 4.05% | 3.26% |
Drawdowns
MXIVX vs. GTMIX - Drawdown Comparison
The maximum MXIVX drawdown since its inception was -76.77%, which is greater than GTMIX's maximum drawdown of -58.31%. Use the drawdown chart below to compare losses from any high point for MXIVX and GTMIX.
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Drawdown Indicators
| MXIVX | GTMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.77% | -58.31% | -18.46% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -11.24% | -0.41% |
Max Drawdown (5Y)Largest decline over 5 years | -29.13% | -28.81% | -0.32% |
Max Drawdown (10Y)Largest decline over 10 years | -33.18% | -40.32% | +7.14% |
Current DrawdownCurrent decline from peak | -7.65% | -4.51% | -3.14% |
Average DrawdownAverage peak-to-trough decline | -22.29% | -12.75% | -9.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.38% | +0.87% |
Volatility
MXIVX vs. GTMIX - Volatility Comparison
Great-West International Value Fund (MXIVX) has a higher volatility of 7.17% compared to GMO Tax-Managed International Equities Fund (GTMIX) at 5.97%. This indicates that MXIVX's price experiences larger fluctuations and is considered to be riskier than GTMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXIVX | GTMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.17% | 5.97% | +1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 9.56% | +0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.14% | 15.56% | +1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.94% | 14.91% | +1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.37% | 16.06% | +3.31% |