MXIVX vs. MXISX
Compare and contrast key facts about Great-West International Value Fund (MXIVX) and Great-West S&P Small Cap 600 Index Fund (MXISX).
MXIVX is managed by Great-West. It was launched on Dec 1, 1993. MXISX is managed by Great-West. It was launched on Dec 1, 1993.
Performance
MXIVX vs. MXISX - Performance Comparison
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MXIVX vs. MXISX - 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% |
MXISX Great-West S&P Small Cap 600 Index Fund | 3.41% | 5.53% | 7.87% | 14.61% | -16.60% | 26.08% | 10.73% | 21.46% | -9.22% | 11.80% |
Returns By Period
In the year-to-date period, MXIVX achieves a 1.89% return, which is significantly lower than MXISX's 3.41% return. Both investments have delivered pretty close results over the past 10 years, with MXIVX having a 8.86% annualized return and MXISX not far ahead at 8.96%.
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%
MXISX
- 1D
- 2.85%
- 1M
- -4.71%
- YTD
- 3.41%
- 6M
- 4.73%
- 1Y
- 19.70%
- 3Y*
- 9.60%
- 5Y*
- 3.72%
- 10Y*
- 8.96%
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MXIVX vs. MXISX - Expense Ratio Comparison
MXIVX has a 1.07% expense ratio, which is higher than MXISX's 0.56% expense ratio.
Return for Risk
MXIVX vs. MXISX — Risk / Return Rank
MXIVX
MXISX
MXIVX vs. MXISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Value Fund (MXIVX) and Great-West S&P Small Cap 600 Index Fund (MXISX). 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 | MXISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 0.88 | +0.88 |
Sortino ratioReturn per unit of downside risk | 2.35 | 1.37 | +0.98 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.19 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.20 | +0.81 |
Martin ratioReturn relative to average drawdown | 8.45 | 4.94 | +3.51 |
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 | MXISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 0.88 | +0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.17 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.38 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.19 | -0.03 |
Correlation
The correlation between MXIVX and MXISX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MXIVX vs. MXISX - Dividend Comparison
MXIVX's dividend yield for the trailing twelve months is around 5.85%, less than MXISX's 7.20% 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% |
MXISX Great-West S&P Small Cap 600 Index Fund | 7.20% | 7.45% | 4.53% | 2.41% | 6.55% | 10.79% | 6.55% | 6.71% | 14.30% | 8.68% | 4.94% | 10.96% |
Drawdowns
MXIVX vs. MXISX - Drawdown Comparison
The maximum MXIVX drawdown since its inception was -76.77%, which is greater than MXISX's maximum drawdown of -70.66%. Use the drawdown chart below to compare losses from any high point for MXIVX and MXISX.
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Drawdown Indicators
| MXIVX | MXISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.77% | -70.66% | -6.11% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -14.88% | +3.23% |
Max Drawdown (5Y)Largest decline over 5 years | -29.13% | -28.07% | -1.06% |
Max Drawdown (10Y)Largest decline over 10 years | -33.18% | -44.78% | +11.60% |
Current DrawdownCurrent decline from peak | -7.65% | -5.79% | -1.86% |
Average DrawdownAverage peak-to-trough decline | -22.29% | -21.97% | -0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 3.95% | -0.70% |
Volatility
MXIVX vs. MXISX - Volatility Comparison
Great-West International Value Fund (MXIVX) has a higher volatility of 7.17% compared to Great-West S&P Small Cap 600 Index Fund (MXISX) at 6.28%. This indicates that MXIVX's price experiences larger fluctuations and is considered to be riskier than MXISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXIVX | MXISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.17% | 6.28% | +0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 13.02% | -2.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.14% | 24.24% | -7.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.94% | 21.86% | -5.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.37% | 23.84% | -4.47% |