MXIVX vs. PPYPX
Compare and contrast key facts about Great-West International Value Fund (MXIVX) and PIMCO RAE International Fund (PPYPX).
MXIVX is managed by Great-West. It was launched on Dec 1, 1993. PPYPX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
MXIVX vs. PPYPX - Performance Comparison
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MXIVX vs. PPYPX - 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% |
PPYPX PIMCO RAE International Fund | 8.42% | 31.34% | -1.15% | 18.13% | -8.73% | 10.68% | 2.05% | 16.43% | -15.49% | 24.89% |
Returns By Period
In the year-to-date period, MXIVX achieves a -1.26% return, which is significantly lower than PPYPX's 8.42% return. Both investments have delivered pretty close results over the past 10 years, with MXIVX having a 8.52% annualized return and PPYPX not far ahead at 8.80%.
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%
PPYPX
- 1D
- 0.63%
- 1M
- -6.12%
- YTD
- 8.42%
- 6M
- 13.11%
- 1Y
- 31.25%
- 3Y*
- 15.99%
- 5Y*
- 8.93%
- 10Y*
- 8.80%
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MXIVX vs. PPYPX - Expense Ratio Comparison
MXIVX has a 1.07% expense ratio, which is higher than PPYPX's 0.60% expense ratio.
Return for Risk
MXIVX vs. PPYPX — Risk / Return Rank
MXIVX
PPYPX
MXIVX vs. PPYPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Value Fund (MXIVX) and PIMCO RAE International Fund (PPYPX). 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 | PPYPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 1.96 | -0.59 |
Sortino ratioReturn per unit of downside risk | 1.86 | 2.52 | -0.66 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.38 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 2.46 | -0.73 |
Martin ratioReturn relative to average drawdown | 7.32 | 11.58 | -4.26 |
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 | PPYPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 1.96 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.46 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.46 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.45 | -0.29 |
Correlation
The correlation between MXIVX and PPYPX is 0.86, 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. PPYPX - Dividend Comparison
MXIVX's dividend yield for the trailing twelve months is around 6.04%, less than PPYPX's 7.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
PPYPX PIMCO RAE International Fund | 7.17% | 7.78% | 6.57% | 10.09% | 7.20% | 27.06% | 2.23% | 4.20% | 5.96% | 2.53% | 2.41% |
Drawdowns
MXIVX vs. PPYPX - Drawdown Comparison
The maximum MXIVX drawdown since its inception was -76.77%, which is greater than PPYPX's maximum drawdown of -42.48%. Use the drawdown chart below to compare losses from any high point for MXIVX and PPYPX.
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Drawdown Indicators
| MXIVX | PPYPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.77% | -42.48% | -34.29% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -10.21% | -1.44% |
Max Drawdown (5Y)Largest decline over 5 years | -29.13% | -35.65% | +6.52% |
Max Drawdown (10Y)Largest decline over 10 years | -33.18% | -42.48% | +9.30% |
Current DrawdownCurrent decline from peak | -10.51% | -6.12% | -4.39% |
Average DrawdownAverage peak-to-trough decline | -22.30% | -10.28% | -12.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 2.47% | +0.75% |
Volatility
MXIVX vs. PPYPX - Volatility Comparison
Great-West International Value Fund (MXIVX) has a higher volatility of 6.34% compared to PIMCO RAE International Fund (PPYPX) at 4.98%. This indicates that MXIVX's price experiences larger fluctuations and is considered to be riskier than PPYPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXIVX | PPYPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 4.98% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 9.98% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.88% | 15.30% | +1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 19.59% | -3.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 19.07% | +0.27% |