MXIVX vs. PZRIX
Compare and contrast key facts about Great-West International Value Fund (MXIVX) and PIMCO RAE Global ex-US Fund (PZRIX).
MXIVX is managed by Great-West. It was launched on Dec 1, 1993. PZRIX is managed by PIMCO. It was launched on Jun 4, 2015.
Performance
MXIVX vs. PZRIX - Performance Comparison
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MXIVX vs. PZRIX - 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% |
PZRIX PIMCO RAE Global ex-US Fund | 7.89% | 34.05% | 3.29% | 19.31% | -9.11% | 12.08% | 1.74% | 15.94% | -14.93% | 26.00% |
Returns By Period
In the year-to-date period, MXIVX achieves a -1.26% return, which is significantly lower than PZRIX's 7.89% return. Over the past 10 years, MXIVX has underperformed PZRIX with an annualized return of 8.52%, while PZRIX has yielded a comparatively higher 9.95% 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%
PZRIX
- 1D
- 0.41%
- 1M
- -6.89%
- YTD
- 7.89%
- 6M
- 16.45%
- 1Y
- 34.85%
- 3Y*
- 18.91%
- 5Y*
- 10.55%
- 10Y*
- 9.95%
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MXIVX vs. PZRIX - Expense Ratio Comparison
MXIVX has a 1.07% expense ratio, which is higher than PZRIX's 0.00% expense ratio.
Return for Risk
MXIVX vs. PZRIX — Risk / Return Rank
MXIVX
PZRIX
MXIVX vs. PZRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Value Fund (MXIVX) and PIMCO RAE Global ex-US Fund (PZRIX). 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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 2.41 | -1.04 |
Sortino ratioReturn per unit of downside risk | 1.86 | 3.09 | -1.23 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.47 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 2.70 | -0.97 |
Martin ratioReturn relative to average drawdown | 7.32 | 12.87 | -5.55 |
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 | PZRIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 2.41 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.67 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.59 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.58 | -0.42 |
Correlation
The correlation between MXIVX and PZRIX is 0.85, 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. PZRIX - Dividend Comparison
MXIVX's dividend yield for the trailing twelve months is around 6.04%, which matches PZRIX's 6.08% 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% |
PZRIX PIMCO RAE Global ex-US Fund | 6.08% | 6.56% | 6.70% | 9.19% | 8.80% | 11.99% | 2.04% | 6.32% | 2.80% | 4.13% | 2.58% |
Drawdowns
MXIVX vs. PZRIX - Drawdown Comparison
The maximum MXIVX drawdown since its inception was -76.77%, which is greater than PZRIX's maximum drawdown of -43.53%. Use the drawdown chart below to compare losses from any high point for MXIVX and PZRIX.
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Drawdown Indicators
| MXIVX | PZRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.77% | -43.53% | -33.24% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -10.68% | -0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -29.13% | -30.85% | +1.72% |
Max Drawdown (10Y)Largest decline over 10 years | -33.18% | -43.53% | +10.35% |
Current DrawdownCurrent decline from peak | -10.51% | -6.96% | -3.55% |
Average DrawdownAverage peak-to-trough decline | -22.30% | -9.00% | -13.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 2.53% | +0.69% |
Volatility
MXIVX vs. PZRIX - Volatility Comparison
Great-West International Value Fund (MXIVX) has a higher volatility of 6.34% compared to PIMCO RAE Global ex-US Fund (PZRIX) at 5.02%. This indicates that MXIVX's price experiences larger fluctuations and is considered to be riskier than PZRIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXIVX | PZRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 5.02% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 8.77% | +1.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.88% | 14.09% | +2.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 15.83% | +0.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 17.01% | +2.33% |