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GLQ vs. MGGPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLQ vs. MGGPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clough Global Equity Fund (GLQ) and Morgan Stanley Global Opportunity Portfolio Class A (MGGPX). The values are adjusted to include any dividend payments, if applicable.

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GLQ vs. MGGPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLQ
Clough Global Equity Fund
1.41%28.55%25.41%2.67%-42.31%6.48%28.28%23.94%-9.74%32.83%
MGGPX
Morgan Stanley Global Opportunity Portfolio Class A
-11.72%0.77%27.16%49.29%-41.77%-0.05%55.05%35.03%-5.96%49.03%

Returns By Period

In the year-to-date period, GLQ achieves a 1.41% return, which is significantly higher than MGGPX's -11.72% return. Over the past 10 years, GLQ has underperformed MGGPX with an annualized return of 8.10%, while MGGPX has yielded a comparatively higher 11.61% annualized return.


GLQ

1D
0.40%
1M
-8.06%
YTD
1.41%
6M
4.04%
1Y
33.76%
3Y*
20.53%
5Y*
-2.14%
10Y*
8.10%

MGGPX

1D
3.84%
1M
-8.60%
YTD
-11.72%
6M
-23.37%
1Y
-10.07%
3Y*
11.90%
5Y*
-0.55%
10Y*
11.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLQ vs. MGGPX - Expense Ratio Comparison

GLQ has a 0.03% expense ratio, which is lower than MGGPX's 1.25% expense ratio.


Return for Risk

GLQ vs. MGGPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GLQ
GLQ Risk / Return Rank: 8888
Overall Rank
GLQ Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
GLQ Sortino Ratio Rank: 8686
Sortino Ratio Rank
GLQ Omega Ratio Rank: 8686
Omega Ratio Rank
GLQ Calmar Ratio Rank: 9090
Calmar Ratio Rank
GLQ Martin Ratio Rank: 9191
Martin Ratio Rank

MGGPX
MGGPX Risk / Return Rank: 22
Overall Rank
MGGPX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
MGGPX Sortino Ratio Rank: 22
Sortino Ratio Rank
MGGPX Omega Ratio Rank: 22
Omega Ratio Rank
MGGPX Calmar Ratio Rank: 22
Calmar Ratio Rank
MGGPX Martin Ratio Rank: 22
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.

GLQ vs. MGGPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Clough Global Equity Fund (GLQ) and Morgan Stanley Global Opportunity Portfolio Class A (MGGPX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


GLQMGGPXDifference

Sharpe ratio

Return per unit of total volatility

1.79

-0.39

+2.19

Sortino ratio

Return per unit of downside risk

2.44

-0.37

+2.81

Omega ratio

Gain probability vs. loss probability

1.38

0.94

+0.43

Calmar ratio

Return relative to maximum drawdown

2.71

-0.46

+3.17

Martin ratio

Return relative to average drawdown

11.53

-1.22

+12.75

GLQ vs. MGGPX - Sharpe Ratio Comparison

The current GLQ Sharpe Ratio is 1.79, which is higher than the MGGPX Sharpe Ratio of -0.39. The chart below compares the historical Sharpe Ratios of GLQ and MGGPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GLQMGGPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

-0.39

+2.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

-0.02

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.51

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.63

-0.38

Correlation

The correlation between GLQ and MGGPX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GLQ vs. MGGPX - Dividend Comparison

GLQ's dividend yield for the trailing twelve months is around 10.63%, while MGGPX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
GLQ
Clough Global Equity Fund
10.63%10.18%10.86%12.13%21.42%12.25%9.66%10.96%13.68%9.63%11.68%11.01%
MGGPX
Morgan Stanley Global Opportunity Portfolio Class A
0.00%0.00%9.95%2.27%24.31%5.14%1.20%0.00%0.82%0.40%7.23%1.29%

Drawdowns

GLQ vs. MGGPX - Drawdown Comparison

The maximum GLQ drawdown since its inception was -64.45%, which is greater than MGGPX's maximum drawdown of -51.83%. Use the drawdown chart below to compare losses from any high point for GLQ and MGGPX.


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Drawdown Indicators


GLQMGGPXDifference

Max Drawdown

Largest peak-to-trough decline

-64.45%

-51.83%

-12.62%

Max Drawdown (1Y)

Largest decline over 1 year

-12.58%

-28.32%

+15.74%

Max Drawdown (5Y)

Largest decline over 5 years

-57.47%

-51.14%

-6.33%

Max Drawdown (10Y)

Largest decline over 10 years

-57.47%

-51.83%

-5.64%

Current Drawdown

Current decline from peak

-18.02%

-25.46%

+7.44%

Average Drawdown

Average peak-to-trough decline

-17.36%

-9.36%

-8.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

10.61%

-7.66%

Volatility

GLQ vs. MGGPX - Volatility Comparison

The current volatility for Clough Global Equity Fund (GLQ) is 6.74%, while Morgan Stanley Global Opportunity Portfolio Class A (MGGPX) has a volatility of 8.93%. This indicates that GLQ experiences smaller price fluctuations and is considered to be less risky than MGGPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLQMGGPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

8.93%

-2.19%

Volatility (6M)

Calculated over the trailing 6-month period

11.39%

18.84%

-7.45%

Volatility (1Y)

Calculated over the trailing 1-year period

18.89%

25.14%

-6.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.58%

25.97%

-5.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.95%

22.95%

-1.00%