MXIVX vs. MXVIX
Compare and contrast key facts about Great-West International Value Fund (MXIVX) and Great-West S&P 500 Index Fund (MXVIX).
MXIVX is managed by Great-West. It was launched on Dec 1, 1993. MXVIX is managed by Great-West. It was launched on Sep 8, 2003.
Performance
MXIVX vs. MXVIX - Performance Comparison
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MXIVX vs. MXVIX - 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% |
MXVIX Great-West S&P 500 Index Fund | -7.14% | 17.30% | 24.31% | 25.57% | -18.56% | 29.04% | 16.96% | 30.84% | -5.32% | 21.05% |
Returns By Period
In the year-to-date period, MXIVX achieves a -1.26% return, which is significantly higher than MXVIX's -7.14% return. Over the past 10 years, MXIVX has underperformed MXVIX with an annualized return of 8.52%, while MXVIX has yielded a comparatively higher 12.80% 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%
MXVIX
- 1D
- -0.39%
- 1M
- -7.71%
- YTD
- -7.14%
- 6M
- -4.80%
- 1Y
- 13.89%
- 3Y*
- 16.57%
- 5Y*
- 10.85%
- 10Y*
- 12.80%
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MXIVX vs. MXVIX - Expense Ratio Comparison
MXIVX has a 1.07% expense ratio, which is higher than MXVIX's 0.51% expense ratio.
Return for Risk
MXIVX vs. MXVIX — Risk / Return Rank
MXIVX
MXVIX
MXIVX vs. MXVIX - 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 500 Index Fund (MXVIX). 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 | MXVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 0.70 | +0.66 |
Sortino ratioReturn per unit of downside risk | 1.86 | 1.17 | +0.69 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.17 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 0.99 | +0.73 |
Martin ratioReturn relative to average drawdown | 7.32 | 4.71 | +2.61 |
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 | MXVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 0.70 | +0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.64 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.71 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.44 | -0.28 |
Correlation
The correlation between MXIVX and MXVIX is 0.74, 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. MXVIX - Dividend Comparison
MXIVX's dividend yield for the trailing twelve months is around 6.04%, more than MXVIX's 0.41% 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% |
MXVIX Great-West S&P 500 Index Fund | 0.41% | 0.38% | 0.95% | 5.22% | 1.25% | 4.97% | 8.27% | 5.11% | 10.56% | 2.06% |
Drawdowns
MXIVX vs. MXVIX - Drawdown Comparison
The maximum MXIVX drawdown since its inception was -76.77%, which is greater than MXVIX's maximum drawdown of -58.12%. Use the drawdown chart below to compare losses from any high point for MXIVX and MXVIX.
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Drawdown Indicators
| MXIVX | MXVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.77% | -58.12% | -18.65% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -12.13% | +0.48% |
Max Drawdown (5Y)Largest decline over 5 years | -29.13% | -24.74% | -4.39% |
Max Drawdown (10Y)Largest decline over 10 years | -33.18% | -33.82% | +0.64% |
Current DrawdownCurrent decline from peak | -10.51% | -8.94% | -1.57% |
Average DrawdownAverage peak-to-trough decline | -22.30% | -8.74% | -13.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 2.90% | +0.32% |
Volatility
MXIVX vs. MXVIX - Volatility Comparison
Great-West International Value Fund (MXIVX) has a higher volatility of 6.34% compared to Great-West S&P 500 Index Fund (MXVIX) at 4.23%. This indicates that MXIVX's price experiences larger fluctuations and is considered to be riskier than MXVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXIVX | MXVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 4.23% | +2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 9.07% | +0.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.88% | 19.21% | -2.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 17.17% | -1.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 18.18% | +1.16% |