- ISIN
- US6174405083
- CUSIP
- 617440508
- Issuer
- Morgan Stanley
- Inception Date
- Mar 30, 1990
- Category
- Mid Cap Growth Equities
- Min. Investment
- $1,000,000
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
MPEGX Performance Chart
Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) is up 0.8% since the beginning of the year. MPEGX is currently trading at $25 per share. Investors who bought $1,000 worth of MPEGX shares 5 years ago would now be looking at an investment worth $773.
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Returns By Period
Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) has returned 0.81% so far this year and -0.24% over the past 12 months. Over the last decade, MPEGX has posted an annualized return of 14.35%, slightly higher than the S&P 500 Index benchmark’s 13.75%.
Morgan Stanley Institutional Fund Trust Discovery Portfolio
- 1D
- 2.56%
- 1M
- 1.27%
- YTD
- 0.81%
- 6M
- -2.71%
- 1Y
- -0.24%
- 3Y*
- 22.93%
- 5Y*
- -5.01%
- 10Y*
- 14.35%
Benchmark (S&P 500 Index)
- 1D
- -0.57%
- 1M
- 1.39%
- YTD
- 9.73%
- 6M
- 10.46%
- 1Y
- 24.50%
- 3Y*
- 19.43%
- 5Y*
- 12.21%
- 10Y*
- 13.75%
MPEGX Monthly Returns History
Based on dividend-adjusted daily data since Mar 30, 1990, MPEGX's average daily return is +0.06%, while the average monthly return is +1.26%. At this rate, an investment would double in approximately 4.6 years.
Historically, 60% of months were positive and 40% were negative. The best month was Dec 1991 with a return of +25.0%, while the worst month was Aug 1998 at -24.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 8 months.
On a daily basis, MPEGX closed higher 54% of trading days. The best single day was Nov 10, 2022 with a return of +13.3%, while the worst single day was Mar 16, 2020 at -13.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -5.49% | -0.99% | -5.30% | 10.41% | 9.56% | -5.95% | 0.81% | ||||||
| 2025 | 8.81% | -6.31% | -9.00% | 7.70% | 12.71% | 7.70% | 3.25% | 0.07% | 0.30% | 0.22% | -8.50% | -1.05% | 14.05% |
| 2024 | -8.38% | 13.26% | 3.75% | -10.30% | 0.41% | 3.61% | 2.17% | 6.43% | 5.98% | 7.64% | 20.82% | -5.44% | 42.38% |
| 2023 | 17.13% | -3.72% | 3.52% | -6.80% | 8.63% | 9.83% | 8.80% | -10.28% | -5.35% | -8.96% | 14.54% | 17.26% | 46.66% |
| 2022 | -22.86% | -1.88% | -5.29% | -22.89% | -18.33% | -7.46% | 14.42% | 0.82% | -11.32% | 0.75% | -5.76% | -9.78% | -63.39% |
| 2021 | 8.63% | 2.39% | -12.04% | 2.86% | -5.43% | 12.86% | -5.45% | 0.84% | -5.13% | 11.24% | -7.08% | -12.74% | -12.37% |
Benchmark Metrics
Morgan Stanley Institutional Fund Trust Discovery Portfolio has an annualized alpha of 4.07%, beta of 1.14, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since March 30, 1990.
- This fund captured 135.84% of S&P 500 Index gains and 116.17% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This fund generated an annualized alpha of 4.07% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.14 and R2 of 0.60, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 4.07%
- Beta
- 1.14
- R²
- 0.60
- Upside Capture
- 135.84%
- Downside Capture
- 116.17%
Expense Ratio
MPEGX has an expense ratio of 0.72%, placing it in the medium range.
Return for Risk
Risk / Return Rank
MPEGX ranks 3 for risk / return — in the bottom 3% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MPEGX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.95 | ||
| Sortino ratioReturn per unit of downside risk | -2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.36 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.04 | 2.71 | -2.67 |
| Martin ratioReturn relative to average drawdown | 0.08 | 12.15 | -12.07 |
Dividends
Dividend History
Morgan Stanley Institutional Fund Trust Discovery Portfolio provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $10.11 | $3.30 | $2.31 | $3.68 | $6.92 | $11.59 | $4.32 |
Dividend yield | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 35.82% | 7.63% | 12.05% | 23.88% | 41.11% | 67.79% | 13.20% |
Monthly Dividends
The table displays the monthly dividend distributions for Morgan Stanley Institutional Fund Trust Discovery Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $0.00 | $0.00 |
| 2023 | $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 |
| 2022 | $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 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $10.11 | $10.11 |
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 Trust Discovery 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 Trust Discovery Portfolio was 75.29%, occurring on Jan 5, 2023. The portfolio has not yet recovered.
The current Morgan Stanley Institutional Fund Trust Discovery Portfolio drawdown is 37.67%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2023 bear market2023 | -75.29%Jan 2023 | 1y 10mo | — | 5y 4moFeb 2021 - now |
Dot-com crash2000–2002 | -68.01%Oct 2002 | 2y 7mo | 4y 11mo | 7y 6moMar 2000 - Oct 2007 |
Financial crisis2007–2009 | -60.89%Nov 2008 | 1y 20d | 1y 11mo | 3y 4dNov 2007 - Nov 2010 |
COVID crash2020 | -36.57%Mar 2020 | 24d | 1mo 20d | 2mo 14dFeb 2020 - May 2020 |
1998 bear market1998 | -34.80%Oct 1998 | 2mo 19d | 2mo 16d | 5mo 5dJul 1998 - Dec 1998 |
Drawdown Indicators
| MPEGX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.29% | -56.78% | -18.51% |
Max Drawdown (1Y)Largest decline over 1 year | -27.46% | -9.10% | -18.36% |
Max Drawdown (3Y)Largest decline over 3 years | -28.53% | -18.90% | -9.63% |
Max Drawdown (5Y)Largest decline over 5 years | -72.99% | -25.43% | -47.56% |
Max Drawdown (10Y)Largest decline over 10 years | -75.29% | -33.92% | -41.37% |
Current DrawdownCurrent decline from peak | -37.67% | -1.29% | -36.38% |
Average DrawdownAverage peak-to-trough decline | -21.23% | -10.72% | -10.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.96% | 2.02% | +10.94% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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