MXIVX vs. SIMYX
Compare and contrast key facts about Great-West International Value Fund (MXIVX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX).
MXIVX is managed by Great-West. It was launched on Dec 1, 1993. SIMYX is managed by BlackRock. It was launched on Oct 16, 2016.
Performance
MXIVX vs. SIMYX - Performance Comparison
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MXIVX vs. SIMYX - 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% | 25.23% |
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 3.35% | 30.07% | 6.26% | 13.11% | -11.38% | 7.83% | -1.33% | 15.77% | -12.11% | 21.58% |
Returns By Period
In the year-to-date period, MXIVX achieves a -1.26% return, which is significantly lower than SIMYX's 3.35% 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%
SIMYX
- 1D
- 0.58%
- 1M
- -7.35%
- YTD
- 3.35%
- 6M
- 7.54%
- 1Y
- 22.67%
- 3Y*
- 15.31%
- 5Y*
- 8.60%
- 10Y*
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MXIVX vs. SIMYX - Expense Ratio Comparison
MXIVX has a 1.07% expense ratio, which is higher than SIMYX's 0.86% expense ratio.
Return for Risk
MXIVX vs. SIMYX — Risk / Return Rank
MXIVX
SIMYX
MXIVX vs. SIMYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Value Fund (MXIVX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). 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 | SIMYX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 1.75 | -0.39 |
Sortino ratioReturn per unit of downside risk | 1.86 | 2.30 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.35 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 2.52 | -0.79 |
Martin ratioReturn relative to average drawdown | 7.32 | 9.65 | -2.33 |
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 | SIMYX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 1.75 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.76 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.58 | -0.42 |
Correlation
The correlation between MXIVX and SIMYX is 0.77, 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. SIMYX - Dividend Comparison
MXIVX's dividend yield for the trailing twelve months is around 6.04%, more than SIMYX's 3.03% 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% |
SIMYX SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund | 3.03% | 3.13% | 5.26% | 3.62% | 3.13% | 3.41% | 1.96% | 3.09% | 3.01% | 2.74% |
Drawdowns
MXIVX vs. SIMYX - Drawdown Comparison
The maximum MXIVX drawdown since its inception was -76.77%, which is greater than SIMYX's maximum drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for MXIVX and SIMYX.
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Drawdown Indicators
| MXIVX | SIMYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.77% | -32.14% | -44.63% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -8.55% | -3.10% |
Max Drawdown (5Y)Largest decline over 5 years | -29.13% | -25.06% | -4.07% |
Max Drawdown (10Y)Largest decline over 10 years | -33.18% | — | — |
Current DrawdownCurrent decline from peak | -10.51% | -7.35% | -3.16% |
Average DrawdownAverage peak-to-trough decline | -22.30% | -6.14% | -16.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 2.23% | +0.99% |
Volatility
MXIVX vs. SIMYX - Volatility Comparison
Great-West International Value Fund (MXIVX) has a higher volatility of 6.34% compared to SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) at 4.79%. This indicates that MXIVX's price experiences larger fluctuations and is considered to be riskier than SIMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXIVX | SIMYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 4.79% | +1.55% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 7.26% | +2.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.88% | 12.54% | +4.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 11.31% | +4.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 12.24% | +7.10% |