- ISIN
- US61766J1464
- CUSIP
- 61766J146
- Issuer
- Morgan Stanley
- Inception Date
- Dec 30, 2018
- Category
- Global Equities
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
MSJIX Performance Chart
Morgan Stanley Global Endurance Portfolio (MSJIX) is up 4.3% since the beginning of the year. MSJIX is currently trading at $22 per share. Investors who bought $1,000 worth of MSJIX shares 5 years ago would now be looking at an investment worth $671.
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Returns By Period
Morgan Stanley Global Endurance Portfolio (MSJIX) has returned 4.34% so far this year and 22.83% over the past 12 months.
Morgan Stanley Global Endurance Portfolio
- 1D
- -0.32%
- 1M
- 6.18%
- YTD
- 4.34%
- 6M
- 2.37%
- 1Y
- 22.83%
- 3Y*
- 13.23%
- 5Y*
- -7.67%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
MSJIX Monthly Returns History
Based on dividend-adjusted daily data since Jan 3, 2019, MSJIX's average daily return is +0.07%, while the average monthly return is +1.50%. At this rate, an investment would double in approximately 3.9 years.
Historically, 56% of months were positive and 44% were negative. The best month was Jan 2021 with a return of +30.2%, while the worst month was Mar 2020 at -26.5%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 8 months.
On a daily basis, MSJIX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +12.6%, while the worst single day was Mar 16, 2020 at -14.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -3.71% | 5.01% | -5.72% | 3.59% | 1.32% | 4.29% | 4.34% | ||||||
| 2025 | 9.62% | -2.51% | -9.12% | 3.02% | 1.91% | 7.97% | 1.52% | 5.13% | 2.09% | 1.74% | 0.49% | 1.60% | 24.62% |
| 2024 | -5.42% | 6.46% | 4.69% | -7.05% | -0.13% | -3.22% | 7.52% | -0.74% | 6.30% | -3.11% | 5.27% | -3.27% | 5.99% |
| 2023 | 21.02% | 3.00% | 5.05% | -3.83% | 11.53% | 14.97% | 13.09% | -4.73% | -7.79% | -11.24% | 4.95% | 15.48% | 72.54% |
| 2022 | -18.23% | -11.24% | -5.96% | -20.59% | -14.49% | -12.52% | 8.80% | -3.92% | -9.18% | 0.84% | -7.24% | -6.21% | -66.23% |
| 2021 | 30.22% | 2.40% | -8.26% | 5.80% | -3.96% | 11.08% | -5.77% | -2.23% | -4.00% | 8.53% | -11.39% | -6.59% | 9.69% |
Benchmark Metrics
Morgan Stanley Global Endurance Portfolio has an annualized alpha of -1.59%, beta of 1.20, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since January 03, 2019.
- This fund participated in 120.61% of S&P 500 Index downside but only 112.51% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -1.59%
- Beta
- 1.20
- R²
- 0.52
- Upside Capture
- 112.51%
- Downside Capture
- 120.61%
Expense Ratio
MSJIX has a high expense ratio of 1.00%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
MSJIX ranks 25 for risk / return — below 25% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Morgan Stanley Global Endurance Portfolio (MSJIX) 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.
| MSJIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.37 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 2.78 | -0.65 |
| Martin ratioReturn relative to average drawdown | 6.17 | 12.44 | -6.27 |
Dividends
Dividend History
Morgan Stanley Global Endurance Portfolio provided a 0.51% dividend yield over the last twelve months, with an annual payout of $0.11 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.11 | $0.11 | $0.09 | $0.29 | $0.00 | $1.30 | $0.84 |
Dividend yield | 0.51% | 0.53% | 0.56% | 1.83% | 0.00% | 4.68% | 3.17% |
Monthly Dividends
The table displays the monthly dividend distributions for Morgan Stanley Global Endurance 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 | $0.11 | $0.11 |
| 2024 | $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 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.29 |
| 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 | $1.30 | $1.30 |
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 Global Endurance 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 Global Endurance Portfolio was 75.26%, occurring on Dec 28, 2022. The portfolio has not yet recovered.
The current Morgan Stanley Global Endurance Portfolio drawdown is 39.35%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -75.26%Dec 2022 | 1y 10mo | — | 5y 4moFeb 2021 - now |
COVID crash2020 | -48.73%Mar 2020 | 27d | 2mo 17d | 3mo 14dFeb 2020 - Jun 2020 |
2020 correction2020 | -12.73%Oct 2020 | 16d | 18d | 1mo 4dOct 2020 - Nov 2020 |
2020 correction2020 | -12.32%Sep 2020 | 9d | 26d | 1mo 5dSep 2020 - Oct 2020 |
2019 correction2019 | -11.31%Oct 2019 | 5mo 4d | 1mo 21d | 6mo 25dMay 2019 - Nov 2019 |
Drawdown Indicators
| MSJIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.26% | -56.78% | -18.48% |
Max Drawdown (1Y)Largest decline over 1 year | -10.91% | -9.10% | -1.81% |
Max Drawdown (3Y)Largest decline over 3 years | -25.89% | -18.90% | -6.99% |
Max Drawdown (5Y)Largest decline over 5 years | -74.10% | -25.43% | -48.67% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -39.35% | -1.80% | -37.55% |
Average DrawdownAverage peak-to-trough decline | -36.30% | -10.71% | -25.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.77% | 2.03% | +1.74% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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