MXIVX vs. MXMDX
Compare and contrast key facts about Great-West International Value Fund (MXIVX) and Great-West S&P Mid Cap 400 Index Fund (MXMDX).
MXIVX is managed by Great-West. It was launched on Dec 1, 1993. MXMDX is managed by Great-West. It was launched on Jan 20, 2011.
Performance
MXIVX vs. MXMDX - Performance Comparison
Loading graphics...
MXIVX vs. MXMDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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
MXIVX
MXMDX
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.
| MXIVX | MXMDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 0.57 | +0.80 |
Sortino ratioReturn per unit of downside risk | 1.86 | 0.97 | +0.89 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.14 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 0.78 | +0.95 |
Martin ratioReturn relative to average drawdown | 7.32 | 3.41 | +3.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MXIVX | MXMDX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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.
Loading graphics...
Drawdown Indicators
| MXIVX | MXMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -10.51% | -8.87% | -1.64% |
Average DrawdownAverage peak-to-trough decline | -22.30% | -6.00% | -16.30% |
Ulcer IndexDepth 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.
Loading graphics...
Volatility by Period
| MXIVX | MXMDX | Difference | |
|---|---|---|---|
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% |