MXIVX vs. SWRLX
Compare and contrast key facts about Great-West International Value Fund (MXIVX) and Touchstone International Equity Fund (SWRLX).
MXIVX is managed by Great-West. It was launched on Dec 1, 1993. SWRLX is managed by Touchstone. It was launched on Mar 1, 1993.
Performance
MXIVX vs. SWRLX - Performance Comparison
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MXIVX vs. SWRLX - 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% |
SWRLX Touchstone International Equity Fund | 2.74% | 53.78% | -1.53% | 17.63% | -11.02% | 3.86% | 7.47% | 25.87% | -16.81% | 27.24% |
Returns By Period
In the year-to-date period, MXIVX achieves a -1.26% return, which is significantly lower than SWRLX's 2.74% return. Over the past 10 years, MXIVX has underperformed SWRLX with an annualized return of 8.52%, while SWRLX has yielded a comparatively higher 9.09% 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%
SWRLX
- 1D
- 0.00%
- 1M
- -11.11%
- YTD
- 2.74%
- 6M
- 12.29%
- 1Y
- 38.68%
- 3Y*
- 18.67%
- 5Y*
- 10.18%
- 10Y*
- 9.09%
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MXIVX vs. SWRLX - Expense Ratio Comparison
MXIVX has a 1.07% expense ratio, which is lower than SWRLX's 1.37% expense ratio.
Return for Risk
MXIVX vs. SWRLX — Risk / Return Rank
MXIVX
SWRLX
MXIVX vs. SWRLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Value Fund (MXIVX) and Touchstone International Equity Fund (SWRLX). 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 | SWRLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.37 | 2.38 | -1.01 |
Sortino ratioReturn per unit of downside risk | 1.86 | 2.90 | -1.04 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.47 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.73 | 3.02 | -1.30 |
Martin ratioReturn relative to average drawdown | 7.32 | 11.84 | -4.52 |
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 | SWRLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.37 | 2.38 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | 0.59 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.54 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.38 | -0.23 |
Correlation
The correlation between MXIVX and SWRLX is 0.83, 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. SWRLX - Dividend Comparison
MXIVX's dividend yield for the trailing twelve months is around 6.04%, less than SWRLX's 7.43% 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% |
SWRLX Touchstone International Equity Fund | 7.43% | 7.63% | 10.53% | 1.36% | 1.56% | 14.95% | 0.46% | 9.10% | 15.19% | 3.61% | 0.66% | 3.76% |
Drawdowns
MXIVX vs. SWRLX - Drawdown Comparison
The maximum MXIVX drawdown since its inception was -76.77%, which is greater than SWRLX's maximum drawdown of -59.44%. Use the drawdown chart below to compare losses from any high point for MXIVX and SWRLX.
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Drawdown Indicators
| MXIVX | SWRLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.77% | -59.44% | -17.33% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -11.73% | +0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -29.13% | -34.19% | +5.06% |
Max Drawdown (10Y)Largest decline over 10 years | -33.18% | -35.95% | +2.77% |
Current DrawdownCurrent decline from peak | -10.51% | -11.49% | +0.98% |
Average DrawdownAverage peak-to-trough decline | -22.30% | -11.68% | -10.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 3.07% | +0.15% |
Volatility
MXIVX vs. SWRLX - Volatility Comparison
The current volatility for Great-West International Value Fund (MXIVX) is 6.34%, while Touchstone International Equity Fund (SWRLX) has a volatility of 6.90%. This indicates that MXIVX experiences smaller price fluctuations and is considered to be less risky than SWRLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXIVX | SWRLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.34% | 6.90% | -0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 9.99% | 10.71% | -0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.88% | 15.93% | +0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.88% | 17.21% | -1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 16.75% | +2.59% |