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ISIN
US6176978004
Inception Date
Nov 1, 2018
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Multi-Asset
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

MSTSX Performance Chart

Morningstar Global Opportunistic Equity Fund (MSTSX) is up 8.1% since the beginning of the year. MSTSX is currently trading at $12 per share. Investors who bought $1,000 worth of MSTSX shares 5 years ago would now be looking at an investment worth $1,374.


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S&P 500 Index

Returns By Period

Morningstar Global Opportunistic Equity Fund (MSTSX) has returned 8.11% so far this year and 8.46% over the past 12 months.


Morningstar Global Opportunistic Equity Fund

1D
0.59%
1M
2.95%
YTD
8.11%
6M
-0.26%
1Y
8.46%
3Y*
11.71%
5Y*
6.56%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSTSX Monthly Returns History

Based on dividend-adjusted daily data since Nov 5, 2018, MSTSX's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, an investment would double in approximately 7.6 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +12.8%, while the worst month was Mar 2020 at -11.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, MSTSX closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +7.5%, while the worst single day was Mar 12, 2020 at -8.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.10%1.33%-5.75%6.66%2.34%0.59%8.11%
20254.98%-2.19%-0.37%-0.00%4.78%4.11%-0.60%3.80%1.66%0.57%-0.90%-7.66%7.72%
2024-1.16%3.22%3.02%-2.75%2.92%0.00%3.85%2.29%2.85%-2.52%2.84%-4.40%10.17%
20238.80%-3.44%0.73%1.56%-2.76%5.68%4.18%-3.25%-3.46%-3.68%7.97%4.81%17.15%
2022-0.48%-1.95%0.30%-5.05%2.19%-6.54%2.51%-2.35%-9.50%5.07%10.79%-2.98%-9.19%
2021-0.88%2.40%2.34%2.37%2.98%-0.56%-0.16%1.38%-1.52%1.62%-2.79%3.72%11.21%

Benchmark Metrics

Morningstar Global Opportunistic Equity Fund has an annualized alpha of -0.32%, beta of 0.63, and R2 of 0.65 versus S&P 500 Index. Calculated based on daily prices since November 06, 2018.

  • This fund participated in 85.47% of S&P 500 Index downside but only 68.26% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.63 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-0.32%
Beta
0.63
0.65
Upside Capture
68.26%
Downside Capture
85.47%

Expense Ratio

MSTSX has an expense ratio of 0.78%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MSTSX ranks 9 for risk / return — in the bottom 9% 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.


MSTSX Risk / Return Rank: 99
Overall Rank
MSTSX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MSTSX Sortino Ratio Rank: 88
Sortino Ratio Rank
MSTSX Omega Ratio Rank: 1212
Omega Ratio Rank
MSTSX Calmar Ratio Rank: 77
Calmar Ratio Rank
MSTSX Martin Ratio Rank: 66
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 Morningstar Global Opportunistic Equity Fund (MSTSX) and compare them to S&P 500 Index.


MSTSXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.77

2.39

-1.62

Sortino ratio

Return per unit of downside risk

1.02

3.25

-2.23

Omega ratio

Gain probability vs. loss probability

1.17

1.43

-0.27

Calmar ratio

Return relative to maximum drawdown

0.78

3.11

-2.34

Martin ratio

Return relative to average drawdown

1.87

14.38

-12.51

Dividends

Dividend History

Morningstar Global Opportunistic Equity Fund provided a 2.26% dividend yield over the last twelve months, with an annual payout of $0.27 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$0.50$1.00$1.50$2.0020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
Dividend$0.27$0.27$0.98$0.28$0.27$2.29$0.33$0.42$0.11

Dividend yield

2.26%2.44%9.41%2.68%2.99%22.24%2.94%3.93%1.13%

Monthly Dividends

The table displays the monthly dividend distributions for Morningstar Global Opportunistic Equity Fund. 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$0.27$0.27
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.98$0.98
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.28$0.28
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.27$0.27
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.29$2.29

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 Morningstar Global Opportunistic Equity Fund. 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 Morningstar Global Opportunistic Equity Fund was 27.44%, occurring on Mar 18, 2020. Recovery took 164 trading sessions.

The current Morningstar Global Opportunistic Equity Fund drawdown is 3.35%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-27.44%Mar 2020
1mo 27d7mo 26d
9mo 23dJan 2020 - Nov 2020
Bear market2022
-21.16%Oct 2022
8mo 4d9mo 3d
1y 5moFeb 2022 - Jul 2023
2026 correction2026
-14.10%Mar 2026
5mo 3d
7mo 8dOct 2025 - now
2025 selloff2025
-13.87%Apr 2025
1mo 19d1mo 5d
2mo 24dFeb 2025 - May 2025
2023 correction2023
-10.99%Oct 2023
2mo 27d1mo 18d
4mo 15dAug 2023 - Dec 2023

Drawdown Indicators


MSTSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-27.44%

-56.78%

+29.34%

Max Drawdown (1Y)

Largest decline over 1 year

-14.10%

-9.10%

-5.00%

Max Drawdown (3Y)

Largest decline over 3 years

-14.10%

-18.90%

+4.80%

Max Drawdown (5Y)

Largest decline over 5 years

-21.16%

-25.43%

+4.27%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-3.35%

0.00%

-3.35%

Average Drawdown

Average peak-to-trough decline

-4.09%

-10.72%

+6.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.49%

1.97%

+3.52%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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