Correlation
The correlation between MXREX and TRREX is 0.56, 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.
MXREX vs. TRREX
Compare and contrast key facts about Great-West Real Estate Index Fund (MXREX) and T. Rowe Price Real Estate Fund (TRREX).
MXREX is managed by Great-West. It was launched on Nov 27, 2012. TRREX is managed by T. Rowe Price. It was launched on Oct 31, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MXREX or TRREX.
Performance
MXREX vs. TRREX - Performance Comparison
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Key characteristics
MXREX:
0.65
TRREX:
0.27
MXREX:
1.02
TRREX:
0.54
MXREX:
1.15
TRREX:
1.07
MXREX:
0.63
TRREX:
0.10
MXREX:
2.39
TRREX:
0.62
MXREX:
5.83%
TRREX:
9.82%
MXREX:
20.72%
TRREX:
19.48%
MXREX:
-43.89%
TRREX:
-75.74%
MXREX:
-10.38%
TRREX:
-56.97%
Returns By Period
In the year-to-date period, MXREX achieves a 0.08% return, which is significantly lower than TRREX's 0.56% return. Over the past 10 years, MXREX has outperformed TRREX with an annualized return of 4.33%, while TRREX has yielded a comparatively lower -5.82% annualized return.
MXREX
0.08%
2.02%
-7.64%
13.43%
1.69%
8.37%
4.33%
TRREX
0.56%
0.79%
-12.38%
5.26%
-10.84%
-8.17%
-5.82%
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MXREX vs. TRREX - Expense Ratio Comparison
MXREX has a 0.70% expense ratio, which is lower than TRREX's 0.77% expense ratio.
Risk-Adjusted Performance
MXREX vs. TRREX — Risk-Adjusted Performance Rank
MXREX
TRREX
MXREX vs. TRREX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West Real Estate Index Fund (MXREX) and T. Rowe Price Real Estate Fund (TRREX). 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.
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Dividends
MXREX vs. TRREX - Dividend Comparison
MXREX's dividend yield for the trailing twelve months is around 6.73%, less than TRREX's 9.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXREX Great-West Real Estate Index Fund | 6.73% | 6.74% | 1.84% | 4.69% | 1.93% | 1.60% | 4.55% | 4.11% | 4.31% | 8.97% | 6.32% | 3.28% |
TRREX T. Rowe Price Real Estate Fund | 9.29% | 9.44% | 11.63% | 25.53% | 15.42% | 41.93% | 17.63% | 5.73% | 3.62% | 2.28% | 2.26% | 2.23% |
Drawdowns
MXREX vs. TRREX - Drawdown Comparison
The maximum MXREX drawdown since its inception was -43.89%, smaller than the maximum TRREX drawdown of -75.74%. Use the drawdown chart below to compare losses from any high point for MXREX and TRREX.
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Volatility
MXREX vs. TRREX - Volatility Comparison
Great-West Real Estate Index Fund (MXREX) and T. Rowe Price Real Estate Fund (TRREX) have volatilities of 4.94% and 4.83%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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