MXIVX vs. TBGVX
Compare and contrast key facts about Great-West International Value Fund (MXIVX) and Tweedy, Browne International Value Fund (TBGVX).
MXIVX is managed by Great-West. It was launched on Dec 1, 1993. TBGVX is managed by Tweedy, Browne. It was launched on Jun 14, 1993.
Performance
MXIVX vs. TBGVX - Performance Comparison
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MXIVX vs. TBGVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXIVX Great-West International Value Fund | 1.89% | 39.08% | 5.46% | 18.05% | -15.20% | 10.38% | 10.20% | 22.07% | -15.68% | 25.12% |
TBGVX Tweedy, Browne International Value Fund | 3.44% | 23.86% | 2.47% | 12.48% | -7.52% | 15.62% | -1.00% | 14.64% | -6.72% | 15.03% |
Returns By Period
In the year-to-date period, MXIVX achieves a 1.89% return, which is significantly lower than TBGVX's 3.44% return. Over the past 10 years, MXIVX has outperformed TBGVX with an annualized return of 8.86%, while TBGVX has yielded a comparatively lower 7.70% annualized return.
MXIVX
- 1D
- 3.19%
- 1M
- -5.99%
- YTD
- 1.89%
- 6M
- 7.51%
- 1Y
- 28.14%
- 3Y*
- 17.68%
- 5Y*
- 9.91%
- 10Y*
- 8.86%
TBGVX
- 1D
- 1.78%
- 1M
- -6.84%
- YTD
- 3.44%
- 6M
- 7.64%
- 1Y
- 19.21%
- 3Y*
- 11.46%
- 5Y*
- 7.94%
- 10Y*
- 7.70%
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MXIVX vs. TBGVX - Expense Ratio Comparison
MXIVX has a 1.07% expense ratio, which is lower than TBGVX's 1.40% expense ratio.
Return for Risk
MXIVX vs. TBGVX — Risk / Return Rank
MXIVX
TBGVX
MXIVX vs. TBGVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West International Value Fund (MXIVX) and Tweedy, Browne International Value Fund (TBGVX). 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 | TBGVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.76 | 1.58 | +0.17 |
Sortino ratioReturn per unit of downside risk | 2.35 | 2.13 | +0.22 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.34 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.74 | +0.28 |
Martin ratioReturn relative to average drawdown | 8.45 | 6.58 | +1.87 |
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 | TBGVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 1.58 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.72 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.61 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.73 | -0.57 |
Correlation
The correlation between MXIVX and TBGVX is 0.71, 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. TBGVX - Dividend Comparison
MXIVX's dividend yield for the trailing twelve months is around 5.85%, less than TBGVX's 11.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXIVX Great-West International Value Fund | 5.85% | 5.96% | 4.97% | 3.27% | 2.99% | 4.27% | 1.99% | 2.42% | 27.79% | 2.85% | 0.00% | 0.00% |
TBGVX Tweedy, Browne International Value Fund | 11.71% | 12.11% | 9.95% | 4.55% | 5.68% | 8.89% | 0.94% | 1.88% | 6.74% | 1.10% | 3.16% | 4.94% |
Drawdowns
MXIVX vs. TBGVX - Drawdown Comparison
The maximum MXIVX drawdown since its inception was -76.77%, which is greater than TBGVX's maximum drawdown of -50.97%. Use the drawdown chart below to compare losses from any high point for MXIVX and TBGVX.
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Drawdown Indicators
| MXIVX | TBGVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.77% | -50.97% | -25.80% |
Max Drawdown (1Y)Largest decline over 1 year | -11.65% | -9.56% | -2.09% |
Max Drawdown (5Y)Largest decline over 5 years | -29.13% | -17.71% | -11.42% |
Max Drawdown (10Y)Largest decline over 10 years | -33.18% | -31.18% | -2.00% |
Current DrawdownCurrent decline from peak | -7.65% | -7.46% | -0.19% |
Average DrawdownAverage peak-to-trough decline | -22.29% | -6.09% | -16.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.66% | +0.59% |
Volatility
MXIVX vs. TBGVX - Volatility Comparison
Great-West International Value Fund (MXIVX) has a higher volatility of 7.17% compared to Tweedy, Browne International Value Fund (TBGVX) at 4.70%. This indicates that MXIVX's price experiences larger fluctuations and is considered to be riskier than TBGVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXIVX | TBGVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.17% | 4.70% | +2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 7.39% | +3.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.14% | 12.36% | +4.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.94% | 11.03% | +4.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.37% | 12.64% | +6.73% |