MXVIX vs. MXINX
Compare and contrast key facts about Great-West S&P 500 Index Fund (MXVIX) and Great-West International Index Fund (MXINX).
MXVIX is managed by Great-West. It was launched on Sep 8, 2003. MXINX is managed by Great-West. It was launched on Jan 13, 2011.
Performance
MXVIX vs. MXINX - Performance Comparison
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MXVIX vs. MXINX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXVIX Great-West S&P 500 Index Fund | -4.44% | 17.30% | 24.31% | 25.57% | -18.56% | 29.04% | 16.96% | 30.84% | -5.32% | 21.05% |
MXINX Great-West International Index Fund | 0.95% | 30.90% | 2.92% | 17.56% | -14.75% | 10.32% | 7.97% | 21.26% | -13.93% | 24.73% |
Returns By Period
In the year-to-date period, MXVIX achieves a -4.44% return, which is significantly lower than MXINX's 0.95% return. Over the past 10 years, MXVIX has outperformed MXINX with an annualized return of 13.12%, while MXINX has yielded a comparatively lower 8.09% annualized return.
MXVIX
- 1D
- 2.92%
- 1M
- -5.06%
- YTD
- -4.44%
- 6M
- -2.36%
- 1Y
- 16.78%
- 3Y*
- 17.69%
- 5Y*
- 11.49%
- 10Y*
- 13.12%
MXINX
- 1D
- 3.04%
- 1M
- -6.36%
- YTD
- 0.95%
- 6M
- 4.61%
- 1Y
- 22.32%
- 3Y*
- 13.84%
- 5Y*
- 7.89%
- 10Y*
- 8.09%
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MXVIX vs. MXINX - Expense Ratio Comparison
MXVIX has a 0.51% expense ratio, which is lower than MXINX's 0.65% expense ratio.
Return for Risk
MXVIX vs. MXINX — Risk / Return Rank
MXVIX
MXINX
MXVIX vs. MXINX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Great-West S&P 500 Index Fund (MXVIX) and Great-West International Index Fund (MXINX). 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.
| MXVIX | MXINX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.32 | -0.38 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.86 | -0.35 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.27 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.56 | -0.30 |
Martin ratioReturn relative to average drawdown | 5.89 | 6.51 | -0.62 |
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
| MXVIX | MXINX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.32 | -0.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.68 | 0.48 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.48 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.29 | +0.15 |
Correlation
The correlation between MXVIX and MXINX is 0.79, 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
MXVIX vs. MXINX - Dividend Comparison
MXVIX's dividend yield for the trailing twelve months is around 0.40%, less than MXINX's 3.31% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXVIX Great-West S&P 500 Index Fund | 0.40% | 0.38% | 0.95% | 5.22% | 1.25% | 4.97% | 8.27% | 5.11% | 10.56% | 2.06% |
MXINX Great-West International Index Fund | 3.31% | 3.34% | 2.20% | 4.38% | 1.80% | 5.73% | 2.45% | 2.64% | 3.55% | 2.63% |
Drawdowns
MXVIX vs. MXINX - Drawdown Comparison
The maximum MXVIX drawdown since its inception was -58.12%, which is greater than MXINX's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for MXVIX and MXINX.
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Drawdown Indicators
| MXVIX | MXINX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.12% | -34.59% | -23.53% |
Max Drawdown (1Y)Largest decline over 1 year | -12.13% | -11.43% | -0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -24.74% | -29.75% | +5.01% |
Max Drawdown (10Y)Largest decline over 10 years | -33.82% | -34.59% | +0.77% |
Current DrawdownCurrent decline from peak | -6.29% | -8.19% | +1.90% |
Average DrawdownAverage peak-to-trough decline | -8.74% | -8.65% | -0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 3.27% | -0.35% |
Volatility
MXVIX vs. MXINX - Volatility Comparison
The current volatility for Great-West S&P 500 Index Fund (MXVIX) is 5.33%, while Great-West International Index Fund (MXINX) has a volatility of 7.84%. This indicates that MXVIX experiences smaller price fluctuations and is considered to be less risky than MXINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MXVIX | MXINX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 7.84% | -2.51% |
Volatility (6M)Calculated over the trailing 6-month period | 9.52% | 11.28% | -1.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.39% | 18.21% | +1.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.21% | 16.65% | +0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.20% | 16.95% | +1.25% |