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MXIVX vs. MXLGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXIVX vs. MXLGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West International Value Fund (MXIVX) and Great-West Large Cap Growth Fund (MXLGX). The values are adjusted to include any dividend payments, if applicable.

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MXIVX vs. MXLGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXIVX
Great-West International Value Fund
-1.26%39.08%5.46%18.05%-15.20%10.38%10.20%22.07%-15.68%25.12%
MXLGX
Great-West Large Cap Growth Fund
-11.42%13.93%25.30%33.43%-34.08%41.30%40.72%36.20%-0.47%28.82%

Returns By Period

In the year-to-date period, MXIVX achieves a -1.26% return, which is significantly higher than MXLGX's -11.42% return. Over the past 10 years, MXIVX has underperformed MXLGX with an annualized return of 8.52%, while MXLGX has yielded a comparatively higher 14.23% annualized 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%

MXLGX

1D
-0.32%
1M
-8.07%
YTD
-11.42%
6M
-11.47%
1Y
8.04%
3Y*
15.76%
5Y*
9.08%
10Y*
14.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXIVX vs. MXLGX - Expense Ratio Comparison

MXIVX has a 1.07% expense ratio, which is higher than MXLGX's 1.00% expense ratio.


Return for Risk

MXIVX vs. MXLGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MXIVX
MXIVX Risk / Return Rank: 7575
Overall Rank
MXIVX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MXIVX Sortino Ratio Rank: 7575
Sortino Ratio Rank
MXIVX Omega Ratio Rank: 7474
Omega Ratio Rank
MXIVX Calmar Ratio Rank: 7474
Calmar Ratio Rank
MXIVX Martin Ratio Rank: 7676
Martin Ratio Rank

MXLGX
MXLGX Risk / Return Rank: 1515
Overall Rank
MXLGX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MXLGX Sortino Ratio Rank: 1414
Sortino Ratio Rank
MXLGX Omega Ratio Rank: 1414
Omega Ratio Rank
MXLGX Calmar Ratio Rank: 1818
Calmar Ratio Rank
MXLGX Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MXIVX vs. MXLGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West International Value Fund (MXIVX) and Great-West Large Cap Growth Fund (MXLGX). 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.


MXIVXMXLGXDifference

Sharpe ratio

Return per unit of total volatility

1.37

0.32

+1.05

Sortino ratio

Return per unit of downside risk

1.86

0.63

+1.23

Omega ratio

Gain probability vs. loss probability

1.28

1.09

+0.19

Calmar ratio

Return relative to maximum drawdown

1.73

0.54

+1.19

Martin ratio

Return relative to average drawdown

7.32

1.67

+5.65

MXIVX vs. MXLGX - Sharpe Ratio Comparison

The current MXIVX Sharpe Ratio is 1.37, which is higher than the MXLGX Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of MXIVX and MXLGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MXIVXMXLGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.32

+1.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.42

+0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.61

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.23

-0.07

Correlation

The correlation between MXIVX and MXLGX is 0.69, 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. MXLGX - Dividend Comparison

MXIVX's dividend yield for the trailing twelve months is around 6.04%, less than MXLGX's 14.56% yield.


TTM202520242023202220212020201920182017
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%
MXLGX
Great-West Large Cap Growth Fund
14.56%12.90%9.72%2.95%9.29%21.33%30.57%17.96%25.47%5.25%

Drawdowns

MXIVX vs. MXLGX - Drawdown Comparison

The maximum MXIVX drawdown since its inception was -76.77%, which is greater than MXLGX's maximum drawdown of -62.98%. Use the drawdown chart below to compare losses from any high point for MXIVX and MXLGX.


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Drawdown Indicators


MXIVXMXLGXDifference

Max Drawdown

Largest peak-to-trough decline

-76.77%

-62.98%

-13.79%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-14.95%

+3.30%

Max Drawdown (5Y)

Largest decline over 5 years

-29.13%

-38.07%

+8.94%

Max Drawdown (10Y)

Largest decline over 10 years

-33.18%

-38.07%

+4.89%

Current Drawdown

Current decline from peak

-10.51%

-14.95%

+4.44%

Average Drawdown

Average peak-to-trough decline

-22.30%

-25.99%

+3.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

4.83%

-1.61%

Volatility

MXIVX vs. MXLGX - Volatility Comparison

Great-West International Value Fund (MXIVX) has a higher volatility of 6.34% compared to Great-West Large Cap Growth Fund (MXLGX) at 4.87%. This indicates that MXIVX's price experiences larger fluctuations and is considered to be riskier than MXLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXIVXMXLGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.34%

4.87%

+1.47%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

10.95%

-0.96%

Volatility (1Y)

Calculated over the trailing 1-year period

16.88%

21.40%

-4.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.88%

21.84%

-5.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

23.40%

-4.06%