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MXREX vs. IRFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXREX vs. IRFIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Real Estate Index Fund (MXREX) and Cohen & Steers International Realty Fund (IRFIX). The values are adjusted to include any dividend payments, if applicable.

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MXREX vs. IRFIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXREX
Great-West Real Estate Index Fund
2.86%3.16%7.47%13.31%-26.44%45.80%-12.52%22.41%-4.92%2.25%
IRFIX
Cohen & Steers International Realty Fund
-4.81%23.52%-10.56%4.58%-23.84%7.66%-0.81%23.74%-3.74%23.38%

Returns By Period

In the year-to-date period, MXREX achieves a 2.86% return, which is significantly higher than IRFIX's -4.81% return. Over the past 10 years, MXREX has outperformed IRFIX with an annualized return of 2.94%, while IRFIX has yielded a comparatively lower 2.52% annualized return.


MXREX

1D
0.32%
1M
-7.03%
YTD
2.86%
6M
1.99%
1Y
5.16%
3Y*
7.96%
5Y*
4.56%
10Y*
2.94%

IRFIX

1D
0.46%
1M
-14.45%
YTD
-4.81%
6M
-3.48%
1Y
14.38%
3Y*
3.81%
5Y*
-2.16%
10Y*
2.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXREX vs. IRFIX - Expense Ratio Comparison

MXREX has a 0.70% expense ratio, which is lower than IRFIX's 1.00% expense ratio.


Return for Risk

MXREX vs. IRFIX — Risk / Return Rank

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

MXREX
MXREX Risk / Return Rank: 1515
Overall Rank
MXREX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MXREX Sortino Ratio Rank: 1414
Sortino Ratio Rank
MXREX Omega Ratio Rank: 1414
Omega Ratio Rank
MXREX Calmar Ratio Rank: 1616
Calmar Ratio Rank
MXREX Martin Ratio Rank: 1919
Martin Ratio Rank

IRFIX
IRFIX Risk / Return Rank: 4242
Overall Rank
IRFIX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
IRFIX Sortino Ratio Rank: 4747
Sortino Ratio Rank
IRFIX Omega Ratio Rank: 4242
Omega Ratio Rank
IRFIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
IRFIX Martin Ratio Rank: 3737
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.

MXREX vs. IRFIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Real Estate Index Fund (MXREX) and Cohen & Steers International Realty Fund (IRFIX). 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.


MXREXIRFIXDifference

Sharpe ratio

Return per unit of total volatility

0.38

0.99

-0.61

Sortino ratio

Return per unit of downside risk

0.65

1.37

-0.71

Omega ratio

Gain probability vs. loss probability

1.09

1.19

-0.10

Calmar ratio

Return relative to maximum drawdown

0.46

0.86

-0.41

Martin ratio

Return relative to average drawdown

2.02

3.90

-1.88

MXREX vs. IRFIX - Sharpe Ratio Comparison

The current MXREX Sharpe Ratio is 0.38, which is lower than the IRFIX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of MXREX and IRFIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MXREXIRFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.38

0.99

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

-0.14

+0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

0.16

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

0.18

+0.01

Correlation

The correlation between MXREX and IRFIX is 0.47, 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

MXREX vs. IRFIX - Dividend Comparison

MXREX's dividend yield for the trailing twelve months is around 2.01%, less than IRFIX's 6.48% yield.


TTM20252024202320222021202020192018201720162015
MXREX
Great-West Real Estate Index Fund
2.01%2.07%6.74%1.85%4.69%1.93%1.60%4.51%4.10%3.36%0.00%0.00%
IRFIX
Cohen & Steers International Realty Fund
6.48%6.17%3.24%2.62%2.62%7.70%3.40%9.81%4.19%3.37%6.46%3.36%

Drawdowns

MXREX vs. IRFIX - Drawdown Comparison

The maximum MXREX drawdown since its inception was -43.89%, smaller than the maximum IRFIX drawdown of -70.13%. Use the drawdown chart below to compare losses from any high point for MXREX and IRFIX.


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Drawdown Indicators


MXREXIRFIXDifference

Max Drawdown

Largest peak-to-trough decline

-43.89%

-70.13%

+26.24%

Max Drawdown (1Y)

Largest decline over 1 year

-13.36%

-14.85%

+1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-33.06%

-38.41%

+5.35%

Max Drawdown (10Y)

Largest decline over 10 years

-43.89%

-39.51%

-4.38%

Current Drawdown

Current decline from peak

-7.44%

-20.71%

+13.27%

Average Drawdown

Average peak-to-trough decline

-11.77%

-18.69%

+6.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.03%

3.29%

-0.26%

Volatility

MXREX vs. IRFIX - Volatility Comparison

The current volatility for Great-West Real Estate Index Fund (MXREX) is 4.18%, while Cohen & Steers International Realty Fund (IRFIX) has a volatility of 5.06%. This indicates that MXREX experiences smaller price fluctuations and is considered to be less risky than IRFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXREXIRFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

5.06%

-0.88%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

9.13%

-0.02%

Volatility (1Y)

Calculated over the trailing 1-year period

17.87%

13.55%

+4.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.35%

15.12%

+4.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.94%

15.59%

+6.35%