PortfoliosLab logoPortfoliosLab logo
MXIVX vs. TIVFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXIVX vs. TIVFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West International Value Fund (MXIVX) and American Beacon Tocqueville International Value Fund (TIVFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MXIVX vs. TIVFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TIVFX
American Beacon Tocqueville International Value Fund
10.36%36.15%3.73%15.43%-20.57%7.53%12.61%19.38%-19.87%24.18%

Returns By Period

In the year-to-date period, MXIVX achieves a -1.26% return, which is significantly lower than TIVFX's 10.36% return. Over the past 10 years, MXIVX has outperformed TIVFX with an annualized return of 8.52%, while TIVFX has yielded a comparatively lower 7.91% 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%

TIVFX

1D
-0.23%
1M
-11.69%
YTD
10.36%
6M
14.86%
1Y
58.24%
3Y*
18.41%
5Y*
8.01%
10Y*
7.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MXIVX vs. TIVFX - Expense Ratio Comparison

MXIVX has a 1.07% expense ratio, which is lower than TIVFX's 1.20% expense ratio.


Return for Risk

MXIVX vs. TIVFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MXIVX
MXIVX Risk / Return Rank: 7575
Overall Rank
MXIVX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
MXIVX Sortino Ratio Rank: 7575
Sortino Ratio Rank
MXIVX Omega Ratio Rank: 7474
Omega Ratio Rank
MXIVX Calmar Ratio Rank: 7474
Calmar Ratio Rank
MXIVX Martin Ratio Rank: 7676
Martin Ratio Rank

TIVFX
TIVFX Risk / Return Rank: 9696
Overall Rank
TIVFX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
TIVFX Sortino Ratio Rank: 9696
Sortino Ratio Rank
TIVFX Omega Ratio Rank: 9595
Omega Ratio Rank
TIVFX Calmar Ratio Rank: 9797
Calmar Ratio Rank
TIVFX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MXIVX vs. TIVFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West International Value Fund (MXIVX) and American Beacon Tocqueville International Value Fund (TIVFX). 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.


MXIVXTIVFXDifference

Sharpe ratio

Return per unit of total volatility

1.37

2.87

-1.50

Sortino ratio

Return per unit of downside risk

1.86

3.32

-1.46

Omega ratio

Gain probability vs. loss probability

1.28

1.51

-0.23

Calmar ratio

Return relative to maximum drawdown

1.73

4.00

-2.28

Martin ratio

Return relative to average drawdown

7.32

16.63

-9.31

MXIVX vs. TIVFX - Sharpe Ratio Comparison

The current MXIVX Sharpe Ratio is 1.37, which is lower than the TIVFX Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of MXIVX and TIVFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MXIVXTIVFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

2.87

-1.50

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.44

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.46

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.37

-0.21

Correlation

The correlation between MXIVX and TIVFX is 0.74, 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. TIVFX - Dividend Comparison

MXIVX's dividend yield for the trailing twelve months is around 6.04%, less than TIVFX's 7.99% yield.


TTM20252024202320222021202020192018201720162015
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%
TIVFX
American Beacon Tocqueville International Value Fund
7.99%8.82%10.23%1.66%1.39%3.65%0.34%1.69%1.37%1.28%1.57%3.01%

Drawdowns

MXIVX vs. TIVFX - Drawdown Comparison

The maximum MXIVX drawdown since its inception was -76.77%, which is greater than TIVFX's maximum drawdown of -54.21%. Use the drawdown chart below to compare losses from any high point for MXIVX and TIVFX.


Loading graphics...

Drawdown Indicators


MXIVXTIVFXDifference

Max Drawdown

Largest peak-to-trough decline

-76.77%

-54.21%

-22.56%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-13.21%

+1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-29.13%

-36.31%

+7.18%

Max Drawdown (10Y)

Largest decline over 10 years

-33.18%

-41.51%

+8.33%

Current Drawdown

Current decline from peak

-10.51%

-11.69%

+1.18%

Average Drawdown

Average peak-to-trough decline

-22.30%

-13.45%

-8.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.22%

3.22%

0.00%

Volatility

MXIVX vs. TIVFX - Volatility Comparison

The current volatility for Great-West International Value Fund (MXIVX) is 6.34%, while American Beacon Tocqueville International Value Fund (TIVFX) has a volatility of 7.61%. This indicates that MXIVX experiences smaller price fluctuations and is considered to be less risky than TIVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MXIVXTIVFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.34%

7.61%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

9.99%

14.01%

-4.02%

Volatility (1Y)

Calculated over the trailing 1-year period

16.88%

19.67%

-2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.88%

18.20%

-2.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.34%

17.39%

+1.95%