PortfoliosLab logoPortfoliosLab logo
LISIX vs. MGGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LISIX vs. MGGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lazard International Strategic Equity Portfolio R6 (LISIX) and Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

LISIX vs. MGGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LISIX
Lazard International Strategic Equity Portfolio R6
-4.73%25.70%-1.42%17.08%-16.89%6.07%10.58%21.56%-10.48%27.87%
MGGIX
Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio
-14.91%1.86%27.50%49.70%-41.57%0.22%55.49%35.44%-5.65%49.45%

Returns By Period

In the year-to-date period, LISIX achieves a -4.73% return, which is significantly higher than MGGIX's -14.91% return. Over the past 10 years, LISIX has underperformed MGGIX with an annualized return of 6.03%, while MGGIX has yielded a comparatively higher 11.61% annualized return.


LISIX

1D
-0.48%
1M
-11.72%
YTD
-4.73%
6M
-3.79%
1Y
13.92%
3Y*
8.63%
5Y*
3.46%
10Y*
6.03%

MGGIX

1D
0.17%
1M
-12.52%
YTD
-14.91%
6M
-25.77%
1Y
-12.12%
3Y*
11.13%
5Y*
-0.39%
10Y*
11.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


LISIX vs. MGGIX - Expense Ratio Comparison

LISIX has a 0.80% expense ratio, which is lower than MGGIX's 0.95% expense ratio.


Return for Risk

LISIX vs. MGGIX — Risk / Return Rank

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

LISIX
LISIX Risk / Return Rank: 3636
Overall Rank
LISIX Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LISIX Sortino Ratio Rank: 3636
Sortino Ratio Rank
LISIX Omega Ratio Rank: 3333
Omega Ratio Rank
LISIX Calmar Ratio Rank: 3434
Calmar Ratio Rank
LISIX Martin Ratio Rank: 3636
Martin Ratio Rank

MGGIX
MGGIX Risk / Return Rank: 11
Overall Rank
MGGIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MGGIX Sortino Ratio Rank: 22
Sortino Ratio Rank
MGGIX Omega Ratio Rank: 11
Omega Ratio Rank
MGGIX Calmar Ratio Rank: 11
Calmar Ratio Rank
MGGIX Martin Ratio Rank: 11
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.

LISIX vs. MGGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lazard International Strategic Equity Portfolio R6 (LISIX) and Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX). 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.


LISIXMGGIXDifference

Sharpe ratio

Return per unit of total volatility

0.83

-0.52

+1.35

Sortino ratio

Return per unit of downside risk

1.17

-0.56

+1.73

Omega ratio

Gain probability vs. loss probability

1.16

0.92

+0.25

Calmar ratio

Return relative to maximum drawdown

0.93

-0.55

+1.48

Martin ratio

Return relative to average drawdown

3.83

-1.49

+5.32

LISIX vs. MGGIX - Sharpe Ratio Comparison

The current LISIX Sharpe Ratio is 0.83, which is higher than the MGGIX Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of LISIX and MGGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


LISIXMGGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.83

-0.52

+1.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

-0.02

+0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.51

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.48

-0.17

Correlation

The correlation between LISIX and MGGIX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

LISIX vs. MGGIX - Dividend Comparison

LISIX's dividend yield for the trailing twelve months is around 30.19%, while MGGIX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
LISIX
Lazard International Strategic Equity Portfolio R6
30.19%28.77%13.47%1.46%1.39%8.82%1.01%1.85%9.01%1.30%1.60%1.16%
MGGIX
Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio
0.00%0.00%9.27%2.13%22.94%4.92%1.16%0.00%0.79%0.39%7.04%1.26%

Drawdowns

LISIX vs. MGGIX - Drawdown Comparison

The maximum LISIX drawdown since its inception was -55.70%, smaller than the maximum MGGIX drawdown of -59.08%. Use the drawdown chart below to compare losses from any high point for LISIX and MGGIX.


Loading graphics...

Drawdown Indicators


LISIXMGGIXDifference

Max Drawdown

Largest peak-to-trough decline

-55.70%

-59.08%

+3.38%

Max Drawdown (1Y)

Largest decline over 1 year

-12.28%

-27.65%

+15.37%

Max Drawdown (5Y)

Largest decline over 5 years

-32.52%

-51.02%

+18.50%

Max Drawdown (10Y)

Largest decline over 10 years

-36.01%

-51.60%

+15.59%

Current Drawdown

Current decline from peak

-12.28%

-27.53%

+15.25%

Average Drawdown

Average peak-to-trough decline

-10.56%

-11.17%

+0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

10.18%

-7.18%

Volatility

LISIX vs. MGGIX - Volatility Comparison

The current volatility for Lazard International Strategic Equity Portfolio R6 (LISIX) is 6.80%, while Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX) has a volatility of 7.77%. This indicates that LISIX experiences smaller price fluctuations and is considered to be less risky than MGGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


LISIXMGGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.80%

7.77%

-0.97%

Volatility (6M)

Calculated over the trailing 6-month period

10.08%

17.87%

-7.79%

Volatility (1Y)

Calculated over the trailing 1-year period

15.29%

24.52%

-9.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.22%

25.84%

-8.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.10%

22.87%

-5.77%