- CUSIP
- 61760X299
- Issuer
- Morgan Stanley
- Inception Date
- Nov 1, 1989
- Category
- Small Cap Growth Equities
- Index Tracked
- No Index (Active)
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
MSCOX Performance Chart
Morgan Stanley Institutional Fund Inception Portfolio Class C (MSCOX) is up 4.3% since the beginning of the year. MSCOX is currently trading at $10 per share. Investors who bought $1,000 worth of MSCOX shares 5 years ago would now be looking at an investment worth $604.
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Returns By Period
Morgan Stanley Institutional Fund Inception Portfolio Class C (MSCOX) has returned 4.27% so far this year and 4.93% over the past 12 months.
Morgan Stanley Institutional Fund Inception Portfolio Class C
- 1D
- 2.25%
- 1M
- 5.48%
- YTD
- 4.27%
- 6M
- 0.70%
- 1Y
- 4.93%
- 3Y*
- 13.15%
- 5Y*
- -9.59%
- 10Y*
- —
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%
MSCOX Monthly Returns History
Based on dividend-adjusted daily data since Jun 5, 2017, MSCOX's average daily return is +0.07%, while the average monthly return is +1.39%. At this rate, an investment would double in approximately 4.2 years.
Historically, 54% of months were positive and 46% were negative. The best month was Jan 2021 with a return of +33.0%, while the worst month was Jan 2022 at -21.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 8 months.
On a daily basis, MSCOX closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +12.0%, while the worst single day was Mar 16, 2020 at -14.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -4.48% | -5.13% | -5.52% | 12.17% | 14.10% | -4.85% | 4.27% | ||||||
| 2025 | 3.54% | -8.05% | -6.46% | 7.60% | 2.07% | 5.75% | 2.82% | 1.76% | 7.12% | 1.71% | -9.63% | -6.16% | 0.00% |
| 2024 | -9.02% | 8.89% | 3.75% | -13.55% | 0.15% | 1.94% | 3.07% | -0.14% | 4.83% | 6.50% | 28.24% | -4.21% | 28.07% |
| 2023 | 20.69% | -0.67% | 0.85% | -6.88% | 9.37% | 15.49% | 9.70% | -8.32% | -7.66% | -13.06% | 11.31% | 19.68% | 52.94% |
| 2022 | -21.36% | -3.51% | -3.00% | -20.64% | -10.43% | -10.56% | 12.85% | -3.23% | -9.70% | 1.23% | -7.30% | -7.38% | -59.90% |
| 2021 | 33.00% | 3.66% | -10.56% | 5.68% | -5.20% | 10.61% | -7.09% | -3.00% | -7.19% | 2.94% | -10.71% | -9.57% | -5.01% |
Benchmark Metrics
Morgan Stanley Institutional Fund Inception Portfolio Class C has an annualized alpha of -1.76%, beta of 1.30, and R2 of 0.50 versus S&P 500 Index. Calculated based on daily prices since June 05, 2017.
- This fund participated in 129.07% of S&P 500 Index downside but only 123.14% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -1.76%
- Beta
- 1.30
- R²
- 0.50
- Upside Capture
- 123.14%
- Downside Capture
- 129.07%
Expense Ratio
MSCOX has a high expense ratio of 2.10%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
MSCOX ranks 4 for risk / return — in the bottom 4% 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 Inception Portfolio Class C (MSCOX) 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.
| MSCOX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.78 | ||
| Sortino ratioReturn per unit of downside risk | -2.20 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.36 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 2.71 | -2.51 |
| Martin ratioReturn relative to average drawdown | 0.40 | 12.15 | -11.75 |
Dividends
Dividend History
Morgan Stanley Institutional Fund Inception Portfolio Class C 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 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $0.06 | $0.00 | $0.01 | $4.76 | $2.45 | $1.94 | $1.39 | $5.16 |
Dividend yield | 0.00% | 0.00% | 0.61% | 0.00% | 0.15% | 38.66% | 13.71% | 23.55% | 18.35% | 57.78% |
Monthly Dividends
The table displays the monthly dividend distributions for Morgan Stanley Institutional Fund Inception Portfolio Class C. 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 | $0.06 | $0.06 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $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 | $0.01 | $0.01 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $4.76 | $4.76 |
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 Inception Portfolio Class C. 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 Inception Portfolio Class C was 76.57%, occurring on Dec 28, 2022. The portfolio has not yet recovered.
The current Morgan Stanley Institutional Fund Inception Portfolio Class C drawdown is 49.92%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -76.57%Dec 2022 | 1y 10mo | — | 5y 4moFeb 2021 - now |
COVID crash2020 | -40.06%Mar 2020 | 27d | 1mo 20d | 2mo 17dFeb 2020 - May 2020 |
Rate-hike selloffLate 2018 | -28.03%Dec 2018 | 3mo 13d | 2mo 6d | 5mo 19dSep 2018 - Feb 2019 |
2019 correction2019 | -19.52%Oct 2019 | 2mo 5d | 4mo 12d | 6mo 17dJul 2019 - Feb 2020 |
2020 correction2020 | -13.99%Oct 2020 | 16d | 20d | 1mo 6dOct 2020 - Nov 2020 |
Drawdown Indicators
| MSCOX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.57% | -56.78% | -19.79% |
Max Drawdown (1Y)Largest decline over 1 year | -33.16% | -9.10% | -24.06% |
Max Drawdown (3Y)Largest decline over 3 years | -33.16% | -18.90% | -14.26% |
Max Drawdown (5Y)Largest decline over 5 years | -73.60% | -25.43% | -48.17% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -49.92% | -1.29% | -48.63% |
Average DrawdownAverage peak-to-trough decline | -34.48% | -10.72% | -23.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.86% | 2.02% | +13.84% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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