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ISIN
US61760X6537
CUSIP
61760X653
Inception Date
Aug 29, 2013
Min. Investment
$1,000,000
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

MGQIX Performance Chart

Morgan Stanley Institutional Fund, Inc. Global Sustain Portfolio (MGQIX) is down 2.4% since the beginning of the year. MGQIX is currently trading at $13 per share. Investors who bought $1,000 worth of MGQIX shares 5 years ago would now be looking at an investment worth $986.


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S&P 500 Index

Returns By Period

Morgan Stanley Institutional Fund, Inc. Global Sustain Portfolio (MGQIX) has returned -2.42% so far this year and -27.60% over the past 12 months. Over the last ten years, MGQIX has returned 6.77% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


Morgan Stanley Institutional Fund, Inc. Global Sustain Portfolio

1D
-0.23%
1M
1.89%
YTD
-2.42%
6M
-26.62%
1Y
-27.60%
3Y*
0.01%
5Y*
-0.29%
10Y*
6.77%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MGQIX Monthly Returns History

Based on dividend-adjusted daily data since Sep 4, 2013, MGQIX's average daily return is +0.04%, while the average monthly return is +0.68%. At this rate, an investment would double in approximately 8.5 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +10.5%, while the worst month was Dec 2025 at -24.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.

On a daily basis, MGQIX closed higher 51% of trading days. The best single day was Dec 16, 2024 with a return of +30.3%, while the worst single day was Dec 17, 2025 at -25.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.43%-2.83%-6.70%7.60%1.33%0.15%-2.42%
20255.16%-1.21%-2.81%1.80%5.49%2.52%-1.97%1.06%0.17%-1.82%-1.79%-24.37%-19.55%
20241.96%4.00%0.10%-4.61%3.06%1.98%2.76%2.78%2.51%-1.84%5.62%-2.60%16.34%
20236.38%-4.39%5.63%2.27%-1.20%5.52%1.78%-0.73%-5.29%-2.70%9.87%3.86%21.69%
2022-6.01%-3.53%0.40%-6.83%0.00%-6.48%7.12%-6.04%-9.54%5.02%8.88%-3.98%-20.69%
2021-2.23%0.49%4.18%4.89%0.06%1.18%2.94%1.46%-4.31%5.39%-3.06%6.87%18.61%

Benchmark Metrics

Morgan Stanley Institutional Fund, Inc. Global Sustain Portfolio has an annualized alpha of -2.32%, beta of 0.84, and R2 of 0.51 versus S&P 500 Index. Calculated based on daily prices since September 05, 2013.

  • This fund participated in 93.26% of S&P 500 Index downside but only 72.70% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.32% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-2.32%
Beta
0.84
0.51
Upside Capture
72.70%
Downside Capture
93.26%

Expense Ratio

MGQIX has an expense ratio of 0.90%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MGQIX ranks 1 for risk / return — in the bottom 1% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


MGQIX Risk / Return Rank: 11
Overall Rank
MGQIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MGQIX Sortino Ratio Rank: 11
Sortino Ratio Rank
MGQIX Omega Ratio Rank: 00
Omega Ratio Rank
MGQIX Calmar Ratio Rank: 11
Calmar Ratio Rank
MGQIX Martin Ratio Rank: 11
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Morgan Stanley Institutional Fund, Inc. Global Sustain Portfolio (MGQIX) and compare them to S&P 500 Index.


MGQIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-3.21

Sortino ratioReturn per unit of downside risk

-4.09

Omega ratioGain probability vs. loss probability

0.74

1.41

-0.66

Calmar ratioReturn relative to maximum drawdown

-0.75

2.93

-3.67

Martin ratioReturn relative to average drawdown

-1.34

13.52

-14.86

Dividends

Dividend History

Morgan Stanley Institutional Fund, Inc. Global Sustain Portfolio provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.00$0.00$5.06$0.09$0.11$0.34$0.42$0.71$0.97$0.69$0.89$0.36

Dividend yield

0.00%0.00%30.72%0.47%0.71%1.79%2.54%4.84%8.37%5.51%8.22%3.11%

Monthly Dividends

The table displays the monthly dividend distributions for Morgan Stanley Institutional Fund, Inc. Global Sustain Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.06$5.06
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.09
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.11
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Morgan Stanley Institutional Fund, Inc. Global Sustain Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Morgan Stanley Institutional Fund, Inc. Global Sustain Portfolio was 47.63%, occurring on Mar 27, 2026. The portfolio has not yet recovered.

The current Morgan Stanley Institutional Fund, Inc. Global Sustain Portfolio drawdown is 41.07%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 bear market2026
-47.63%Mar 2026
1y 3mo
1y 5moDec 2024 - now
COVID crash2020
-29.68%Mar 2020
1mo 2d3mo 24d
4mo 26dFeb 2020 - Jul 2020
Bear market2022
-28.69%Oct 2022
9mo 16d1y 3mo
2y 1moDec 2021 - Feb 2024
Rate-hike selloffLate 2018
-13.72%Dec 2018
2mo 23d2mo 20d
5mo 13dOct 2018 - Mar 2019
2016 correction2016
-11.20%Feb 2016
3mo 14d2mo 8d
5mo 22dOct 2015 - Apr 2016

Drawdown Indicators


MGQIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-47.63%

-56.78%

+9.15%

Max Drawdown (1Y)

Largest decline over 1 year

-37.59%

-9.10%

-28.49%

Max Drawdown (3Y)

Largest decline over 3 years

-47.63%

-18.90%

-28.73%

Max Drawdown (5Y)

Largest decline over 5 years

-47.63%

-25.43%

-22.20%

Max Drawdown (10Y)

Largest decline over 10 years

-47.63%

-33.92%

-13.71%

Current Drawdown

Current decline from peak

-41.07%

-0.74%

-40.33%

Average Drawdown

Average peak-to-trough decline

-7.27%

-10.72%

+3.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.89%

1.97%

+18.92%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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