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Morgan Stanley Multi-Asset Real Return Portfolio (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US61766J1878

Inception Date

Jun 17, 2018

Min. Investment

$1,000,000

Asset Class

Multi-Asset

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

MRJIX has an expense ratio of 0.76%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Morgan Stanley Multi-Asset Real Return Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


20.00%40.00%60.00%80.00%100.00%120.00%December2025FebruaryMarchAprilMay
42.45%
103.02%
MRJIX (Morgan Stanley Multi-Asset Real Return Portfolio)
Benchmark (^GSPC)

Returns By Period

Morgan Stanley Multi-Asset Real Return Portfolio (MRJIX) returned 9.72% year-to-date (YTD) and 10.70% over the past 12 months.


MRJIX

YTD

9.72%

1M

5.10%

6M

6.73%

1Y

10.70%

5Y*

8.44%

10Y*

N/A

^GSPC (Benchmark)

YTD

-4.26%

1M

11.24%

6M

-5.02%

1Y

8.55%

5Y*

14.02%

10Y*

10.31%

*Annualized

Monthly Returns

The table below presents the monthly returns of MRJIX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.68%2.07%3.48%0.00%0.19%9.72%
2024-1.11%-0.47%1.59%-2.12%1.88%-0.37%2.69%0.81%1.97%-1.32%-0.36%-3.08%-0.04%
20232.96%-2.61%1.39%-0.18%-2.19%-0.65%2.72%-1.01%-3.69%0.10%5.46%3.40%5.41%
2022-0.09%3.20%0.44%-0.35%-0.62%-7.05%4.70%-3.30%-3.70%2.07%7.62%0.65%2.76%
2021-0.87%1.65%2.96%4.58%1.69%0.70%2.09%1.03%-1.44%4.39%0.82%-9.48%7.61%
20200.10%-5.04%-14.31%6.97%0.99%1.30%1.42%2.97%-2.18%-2.45%11.12%2.24%0.91%
20197.06%1.34%2.14%1.15%-1.98%2.52%-1.07%-0.10%1.60%1.51%0.49%2.58%18.36%
2018-0.00%1.60%0.00%-0.79%-4.32%0.94%-4.18%-6.72%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 87, MRJIX is among the top 13% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of MRJIX is 8787
Overall Rank
The Sharpe Ratio Rank of MRJIX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of MRJIX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of MRJIX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of MRJIX is 9292
Calmar Ratio Rank
The Martin Ratio Rank of MRJIX is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Morgan Stanley Multi-Asset Real Return Portfolio (MRJIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current Morgan Stanley Multi-Asset Real Return Portfolio Sharpe ratio is 1.36. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Morgan Stanley Multi-Asset Real Return Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.31
0.44
MRJIX (Morgan Stanley Multi-Asset Real Return Portfolio)
Benchmark (^GSPC)

Dividends

Dividend History

Morgan Stanley Multi-Asset Real Return Portfolio provided a 10.35% dividend yield over the last twelve months, with an annual payout of $1.11 per share. The fund has been increasing its distributions for 4 consecutive years.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.202018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018
Dividend$1.11$1.11$0.52$0.43$0.26$0.20$0.20$0.28

Dividend yield

10.35%11.36%4.80%3.98%2.36%1.94%1.94%3.11%

Monthly Dividends

The table displays the monthly dividend distributions for Morgan Stanley Multi-Asset Real Return Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$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$1.11$1.11
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.52$0.52
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.43$0.43
2021$0.00$0.00$0.00$0.03$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.16$0.26
2020$0.00$0.00$0.00$0.04$0.00$0.00$0.02$0.00$0.05$0.05$0.00$0.04$0.20
2019$0.00$0.00$0.00$0.04$0.00$0.00$0.06$0.00$0.00$0.05$0.00$0.06$0.20
2018$0.08$0.00$0.20$0.28

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.19%
-8.35%
MRJIX (Morgan Stanley Multi-Asset Real Return Portfolio)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Morgan Stanley Multi-Asset Real Return 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 Multi-Asset Real Return Portfolio was 28.39%, occurring on Mar 23, 2020. Recovery took 222 trading sessions.

The current Morgan Stanley Multi-Asset Real Return Portfolio drawdown is 0.19%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.39%Feb 18, 202025Mar 23, 2020222Feb 8, 2021247
-18.83%Nov 16, 2021244Nov 3, 2022473Sep 24, 2024717
-10.83%Aug 30, 201880Dec 24, 201853Mar 13, 2019133
-6.23%Oct 2, 202456Dec 19, 202433Feb 10, 202589
-5.41%Apr 3, 20254Apr 8, 202513Apr 28, 202517

Volatility

Volatility Chart

The current Morgan Stanley Multi-Asset Real Return Portfolio volatility is 3.54%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
3.54%
11.43%
MRJIX (Morgan Stanley Multi-Asset Real Return Portfolio)
Benchmark (^GSPC)