MXIVX vs. SHSAX
Compare and contrast key facts about Great-West International Value Fund (MXIVX) and BlackRock Health Sciences Opportunities Portfolio (SHSAX).
MXIVX is managed by Great-West. It was launched on Dec 1, 1993. SHSAX is managed by BlackRock. It was launched on Dec 20, 1999.
Performance
MXIVX vs. SHSAX - Performance Comparison
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MXIVX vs. SHSAX - 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% |
SHSAX BlackRock Health Sciences Opportunities Portfolio | -6.94% | 15.85% | 3.73% | 3.59% | -5.94% | 11.88% | 19.44% | 25.27% | 7.93% | 24.74% |
Returns By Period
In the year-to-date period, MXIVX achieves a -1.26% return, which is significantly higher than SHSAX's -6.94% return. Over the past 10 years, MXIVX has underperformed SHSAX with an annualized return of 8.52%, while SHSAX has yielded a comparatively higher 9.71% 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%
SHSAX
- 1D
- 0.28%
- 1M
- -9.11%
- YTD
- -6.94%
- 6M
- 3.97%
- 1Y
- 4.06%
- 3Y*
- 5.89%
- 5Y*
- 4.02%
- 10Y*
- 9.71%
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MXIVX vs. SHSAX - Expense Ratio Comparison
MXIVX has a 1.07% expense ratio, which is lower than SHSAX's 1.09% expense ratio.
Return for Risk
MXIVX vs. SHSAX — Risk / Return Rank
MXIVX
SHSAX
MXIVX vs. SHSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Value Fund (MXIVX) and BlackRock Health Sciences Opportunities Portfolio (SHSAX). 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 | SHSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 0.28 | +1.09 |
Sortino ratioReturn per unit of downside risk | 1.86 | 0.50 | +1.36 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.06 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 0.40 | +1.33 |
Martin ratioReturn relative to average drawdown | 7.32 | 0.94 | +6.38 |
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 | SHSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 0.28 | +1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.28 | +0.31 |
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 | 0.72 | -0.56 |
Correlation
The correlation between MXIVX and SHSAX is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MXIVX vs. SHSAX - Dividend Comparison
MXIVX's dividend yield for the trailing twelve months is around 6.04%, less than SHSAX's 11.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
SHSAX BlackRock Health Sciences Opportunities Portfolio | 11.43% | 10.63% | 9.18% | 3.84% | 7.44% | 9.20% | 4.34% | 3.89% | 8.56% | 3.53% | 2.43% | 12.58% |
Drawdowns
MXIVX vs. SHSAX - Drawdown Comparison
The maximum MXIVX drawdown since its inception was -76.77%, which is greater than SHSAX's maximum drawdown of -35.49%. Use the drawdown chart below to compare losses from any high point for MXIVX and SHSAX.
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Drawdown Indicators
| MXIVX | SHSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.77% | -35.49% | -41.28% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -9.87% | -1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -29.13% | -17.99% | -11.14% |
Max Drawdown (10Y)Largest decline over 10 years | -33.18% | -28.36% | -4.82% |
Current DrawdownCurrent decline from peak | -10.51% | -9.62% | -0.89% |
Average DrawdownAverage peak-to-trough decline | -22.30% | -6.17% | -16.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 4.20% | -0.98% |
Volatility
MXIVX vs. SHSAX - Volatility Comparison
Great-West International Value Fund (MXIVX) has a higher volatility of 6.34% compared to BlackRock Health Sciences Opportunities Portfolio (SHSAX) at 4.60%. This indicates that MXIVX's price experiences larger fluctuations and is considered to be riskier than SHSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXIVX | SHSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 4.60% | +1.74% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 9.72% | +0.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.88% | 16.30% | +0.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 14.18% | +1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 16.53% | +2.81% |