IBGIX vs. MMGPX
Compare and contrast key facts about VY Baron Growth Portfolio (IBGIX) and Morgan Stanley Discovery Portfolio (MMGPX).
IBGIX is managed by Voya. It was launched on May 1, 2002. MMGPX is managed by Morgan Stanley. It was launched on Apr 30, 2017.
Performance
IBGIX vs. MMGPX - Performance Comparison
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IBGIX vs. MMGPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBGIX VY Baron Growth Portfolio | -15.13% | -10.40% | 4.84% | 15.02% | -23.40% | 20.76% | 33.55% | -6.47% | -1.63% | 26.07% |
MMGPX Morgan Stanley Discovery Portfolio | -14.93% | 12.58% | 41.83% | 44.34% | -81.34% | -11.55% | 152.67% | 40.20% | 10.89% | 28.18% |
Returns By Period
The year-to-date returns for both investments are quite close, with IBGIX having a -15.13% return and MMGPX slightly higher at -14.93%.
IBGIX
- 1D
- 0.25%
- 1M
- -7.46%
- YTD
- -15.13%
- 6M
- -17.09%
- 1Y
- -19.95%
- 3Y*
- -5.32%
- 5Y*
- -3.37%
- 10Y*
- 3.42%
MMGPX
- 1D
- -1.27%
- 1M
- -9.08%
- YTD
- -14.93%
- 6M
- -23.43%
- 1Y
- 3.91%
- 3Y*
- 19.10%
- 5Y*
- -19.96%
- 10Y*
- —
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IBGIX vs. MMGPX - Expense Ratio Comparison
IBGIX has a 0.99% expense ratio, which is higher than MMGPX's 0.04% expense ratio.
Return for Risk
IBGIX vs. MMGPX — Risk / Return Rank
IBGIX
MMGPX
IBGIX vs. MMGPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for VY Baron Growth Portfolio (IBGIX) and Morgan Stanley Discovery Portfolio (MMGPX). 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.
| IBGIX | MMGPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.92 | 0.10 | -1.02 |
Sortino ratioReturn per unit of downside risk | -1.27 | 0.38 | -1.64 |
Omega ratioGain probability vs. loss probability | 0.84 | 1.05 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | -0.96 | -0.02 | -0.94 |
Martin ratioReturn relative to average drawdown | -2.04 | -0.05 | -1.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IBGIX | MMGPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.92 | 0.10 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | -0.44 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.15 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.14 | +0.03 |
Correlation
The correlation between IBGIX and MMGPX is 0.66, 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
IBGIX vs. MMGPX - Dividend Comparison
IBGIX's dividend yield for the trailing twelve months is around 80.32%, more than MMGPX's 0.50% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IBGIX VY Baron Growth Portfolio | 80.32% | 24.66% | 4.13% | 5.23% | 11.56% | 6.89% | 0.00% | 11.96% | 11.51% | 12.13% | 11.71% | 8.93% |
MMGPX Morgan Stanley Discovery Portfolio | 0.50% | 0.43% | 0.00% | 0.00% | 0.00% | 64.53% | 7.93% | 15.63% | 28.02% | 0.00% | 0.00% | 0.00% |
Drawdowns
IBGIX vs. MMGPX - Drawdown Comparison
The maximum IBGIX drawdown since its inception was -57.44%, smaller than the maximum MMGPX drawdown of -87.45%. Use the drawdown chart below to compare losses from any high point for IBGIX and MMGPX.
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Drawdown Indicators
| IBGIX | MMGPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.44% | -87.45% | +30.01% |
Max Drawdown (1Y)Largest decline over 1 year | -22.82% | -27.79% | +4.97% |
Max Drawdown (5Y)Largest decline over 5 years | -34.38% | -86.09% | +51.71% |
Max Drawdown (10Y)Largest decline over 10 years | -55.64% | — | — |
Current DrawdownCurrent decline from peak | -30.72% | -74.10% | +43.38% |
Average DrawdownAverage peak-to-trough decline | -15.09% | -38.69% | +23.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.87% | 11.11% | +0.76% |
Volatility
IBGIX vs. MMGPX - Volatility Comparison
The current volatility for VY Baron Growth Portfolio (IBGIX) is 5.21%, while Morgan Stanley Discovery Portfolio (MMGPX) has a volatility of 7.90%. This indicates that IBGIX experiences smaller price fluctuations and is considered to be less risky than MMGPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IBGIX | MMGPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.21% | 7.90% | -2.69% |
Volatility (6M)Calculated over the trailing 6-month period | 13.56% | 21.47% | -7.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.56% | 31.90% | -7.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.70% | 45.71% | -25.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.70% | 39.03% | -15.33% |