MXREX vs. MXEOX
Compare and contrast key facts about Great-West Real Estate Index Fund (MXREX) and Great-West Emerging Markets Equity Fund (MXEOX).
MXREX is managed by Great-West. It was launched on Nov 27, 2012. MXEOX is managed by Great-West. It was launched on Jan 4, 2018.
Performance
MXREX vs. MXEOX - Performance Comparison
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MXREX vs. MXEOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MXREX Great-West Real Estate Index Fund | 5.07% | 3.16% | 7.47% | 13.31% | -26.44% | 45.80% | -12.52% | 22.41% | -2.59% |
MXEOX Great-West Emerging Markets Equity Fund | 5.96% | 32.78% | 9.84% | 9.67% | -22.34% | -3.49% | 18.39% | 21.67% | -21.34% |
Returns By Period
In the year-to-date period, MXREX achieves a 5.07% return, which is significantly lower than MXEOX's 5.96% return.
MXREX
- 1D
- 0.71%
- 1M
- -4.82%
- YTD
- 5.07%
- 6M
- 4.60%
- 1Y
- 6.72%
- 3Y*
- 8.73%
- 5Y*
- 5.01%
- 10Y*
- 3.15%
MXEOX
- 1D
- 2.27%
- 1M
- -2.85%
- YTD
- 5.96%
- 6M
- 9.09%
- 1Y
- 36.18%
- 3Y*
- 17.59%
- 5Y*
- 4.00%
- 10Y*
- —
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MXREX vs. MXEOX - Expense Ratio Comparison
MXREX has a 0.70% expense ratio, which is lower than MXEOX's 1.23% expense ratio.
Return for Risk
MXREX vs. MXEOX — Risk / Return Rank
MXREX
MXEOX
MXREX vs. MXEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Real Estate Index Fund (MXREX) and Great-West Emerging Markets Equity Fund (MXEOX). 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.
| MXREX | MXEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 2.01 | -1.58 |
Sortino ratioReturn per unit of downside risk | 0.73 | 2.63 | -1.90 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.40 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | 0.59 | 2.58 | -1.99 |
Martin ratioReturn relative to average drawdown | 2.57 | 9.56 | -6.99 |
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
| MXREX | MXEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 2.01 | -1.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.24 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.24 | -0.05 |
Correlation
The correlation between MXREX and MXEOX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MXREX vs. MXEOX - Dividend Comparison
MXREX's dividend yield for the trailing twelve months is around 1.97%, more than MXEOX's 0.94% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXREX Great-West Real Estate Index Fund | 1.97% | 2.07% | 6.74% | 1.85% | 4.69% | 1.93% | 1.60% | 4.51% | 4.10% | 3.36% |
MXEOX Great-West Emerging Markets Equity Fund | 0.94% | 1.00% | 1.36% | 2.01% | 1.61% | 3.42% | 1.85% | 0.94% | 1.00% | 0.00% |
Drawdowns
MXREX vs. MXEOX - Drawdown Comparison
The maximum MXREX drawdown since its inception was -43.89%, which is greater than MXEOX's maximum drawdown of -41.05%. Use the drawdown chart below to compare losses from any high point for MXREX and MXEOX.
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Drawdown Indicators
| MXREX | MXEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.89% | -41.05% | -2.84% |
Max Drawdown (1Y)Largest decline over 1 year | -9.52% | -13.95% | +4.43% |
Max Drawdown (5Y)Largest decline over 5 years | -33.06% | -38.47% | +5.41% |
Max Drawdown (10Y)Largest decline over 10 years | -43.89% | — | — |
Current DrawdownCurrent decline from peak | -5.45% | -9.73% | +4.28% |
Average DrawdownAverage peak-to-trough decline | -11.76% | -17.49% | +5.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.06% | 3.89% | -0.83% |
Volatility
MXREX vs. MXEOX - Volatility Comparison
The current volatility for Great-West Real Estate Index Fund (MXREX) is 4.57%, while Great-West Emerging Markets Equity Fund (MXEOX) has a volatility of 8.04%. This indicates that MXREX experiences smaller price fluctuations and is considered to be less risky than MXEOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXREX | MXEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.57% | 8.04% | -3.47% |
Volatility (6M)Calculated over the trailing 6-month period | 9.21% | 13.96% | -4.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 19.27% | -1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.36% | 17.23% | +2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.94% | 18.95% | +2.99% |