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MXIVX vs. MXMDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXIVX vs. MXMDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West International Value Fund (MXIVX) and Great-West S&P Mid Cap 400 Index Fund (MXMDX). The values are adjusted to include any dividend payments, if applicable.

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MXIVX vs. MXMDX - 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%
MXMDX
Great-West S&P Mid Cap 400 Index Fund
-0.47%6.90%13.23%15.75%-13.60%24.25%12.84%25.48%-12.02%15.01%

Returns By Period

In the year-to-date period, MXIVX achieves a -1.26% return, which is significantly lower than MXMDX's -0.47% return. Over the past 10 years, MXIVX has underperformed MXMDX with an annualized return of 8.52%, while MXMDX has yielded a comparatively higher 9.01% 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%

MXMDX

1D
-0.80%
1M
-8.07%
YTD
-0.47%
6M
0.97%
1Y
13.42%
3Y*
10.38%
5Y*
5.69%
10Y*
9.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXIVX vs. MXMDX - Expense Ratio Comparison

MXIVX has a 1.07% expense ratio, which is higher than MXMDX's 0.55% expense ratio.


Return for Risk

MXIVX vs. MXMDX — 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

MXMDX
MXMDX Risk / Return Rank: 2626
Overall Rank
MXMDX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
MXMDX Sortino Ratio Rank: 2525
Sortino Ratio Rank
MXMDX Omega Ratio Rank: 2424
Omega Ratio Rank
MXMDX Calmar Ratio Rank: 2727
Calmar Ratio Rank
MXMDX Martin Ratio Rank: 3131
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. MXMDX - 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 Mid Cap 400 Index Fund (MXMDX). 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.


MXIVXMXMDXDifference

Sharpe ratio

Return per unit of total volatility

1.37

0.57

+0.80

Sortino ratio

Return per unit of downside risk

1.86

0.97

+0.89

Omega ratio

Gain probability vs. loss probability

1.28

1.14

+0.15

Calmar ratio

Return relative to maximum drawdown

1.73

0.78

+0.95

Martin ratio

Return relative to average drawdown

7.32

3.41

+3.91

MXIVX vs. MXMDX - Sharpe Ratio Comparison

The current MXIVX Sharpe Ratio is 1.37, which is higher than the MXMDX Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of MXIVX and MXMDX, 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


MXIVXMXMDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.57

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.29

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.43

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.41

-0.25

Correlation

The correlation between MXIVX and MXMDX is 0.72, 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. MXMDX - Dividend Comparison

MXIVX's dividend yield for the trailing twelve months is around 6.04%, less than MXMDX's 6.69% 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%
MXMDX
Great-West S&P Mid Cap 400 Index Fund
6.69%6.66%3.04%4.76%4.35%5.24%5.74%3.74%8.13%4.51%

Drawdowns

MXIVX vs. MXMDX - Drawdown Comparison

The maximum MXIVX drawdown since its inception was -76.77%, which is greater than MXMDX's maximum drawdown of -41.80%. Use the drawdown chart below to compare losses from any high point for MXIVX and MXMDX.


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Drawdown Indicators


MXIVXMXMDXDifference

Max Drawdown

Largest peak-to-trough decline

-76.77%

-41.80%

-34.97%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-14.12%

+2.47%

Max Drawdown (5Y)

Largest decline over 5 years

-29.13%

-24.15%

-4.98%

Max Drawdown (10Y)

Largest decline over 10 years

-33.18%

-41.80%

+8.62%

Current Drawdown

Current decline from peak

-10.51%

-8.87%

-1.64%

Average Drawdown

Average peak-to-trough decline

-22.30%

-6.00%

-16.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

3.45%

-0.23%

Volatility

MXIVX vs. MXMDX - Volatility Comparison

Great-West International Value Fund (MXIVX) has a higher volatility of 6.34% compared to Great-West S&P Mid Cap 400 Index Fund (MXMDX) at 5.75%. This indicates that MXIVX's price experiences larger fluctuations and is considered to be riskier than MXMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXIVXMXMDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.34%

5.75%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

11.49%

-1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

16.88%

22.65%

-5.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.88%

19.96%

-4.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

21.18%

-1.84%