MACGX vs. VTI
Compare and contrast key facts about Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A (MACGX) and Vanguard Total Stock Market ETF (VTI).
MACGX is managed by Morgan Stanley. It was launched on Mar 30, 1990. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Jun 27, 2016.
Performance
MACGX vs. VTI - Performance Comparison
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MACGX vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MACGX Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A | -11.39% | 13.71% | 42.06% | 46.30% | -63.51% | -12.84% | 142.01% | 39.41% | 11.85% | 38.99% |
VTI Vanguard Total Stock Market ETF | -3.29% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Returns By Period
In the year-to-date period, MACGX achieves a -11.39% return, which is significantly lower than VTI's -3.29% return. Over the past 10 years, MACGX has underperformed VTI with an annualized return of 12.76%, while VTI has yielded a comparatively higher 13.69% annualized return.
MACGX
- 1D
- 4.70%
- 1M
- -4.98%
- YTD
- -11.39%
- 6M
- -20.28%
- 1Y
- 6.83%
- 3Y*
- 21.48%
- 5Y*
- -7.74%
- 10Y*
- 12.76%
VTI
- 1D
- 0.76%
- 1M
- -4.38%
- YTD
- -3.29%
- 6M
- -1.26%
- 1Y
- 18.60%
- 3Y*
- 18.14%
- 5Y*
- 10.63%
- 10Y*
- 13.69%
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MACGX vs. VTI - Expense Ratio Comparison
MACGX has a 1.00% expense ratio, which is higher than VTI's 0.03% expense ratio.
Return for Risk
MACGX vs. VTI — Risk / Return Rank
MACGX
VTI
MACGX vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A (MACGX) and Vanguard Total Stock Market ETF (VTI). 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.
| MACGX | VTI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.27 | 0.98 | -0.71 |
Sortino ratioReturn per unit of downside risk | 0.62 | 1.52 | -0.90 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.23 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.29 | 1.54 | -1.26 |
Martin ratioReturn relative to average drawdown | 0.73 | 7.30 | -6.58 |
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
| MACGX | VTI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 0.98 | -0.71 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | 0.61 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.75 | -0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.48 | -0.17 |
Correlation
The correlation between MACGX and VTI is 0.80, 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
MACGX vs. VTI - Dividend Comparison
MACGX has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.17%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MACGX Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 52.53% | 9.95% | 15.34% | 29.46% | 48.48% | 75.72% | 14.05% |
VTI Vanguard Total Stock Market ETF | 1.17% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Drawdowns
MACGX vs. VTI - Drawdown Comparison
The maximum MACGX drawdown since its inception was -77.61%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for MACGX and VTI.
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Drawdown Indicators
| MACGX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.61% | -55.45% | -22.16% |
Max Drawdown (1Y)Largest decline over 1 year | -27.55% | -12.30% | -15.25% |
Max Drawdown (5Y)Largest decline over 5 years | -77.61% | -25.36% | -52.25% |
Max Drawdown (10Y)Largest decline over 10 years | -77.61% | -35.00% | -42.61% |
Current DrawdownCurrent decline from peak | -50.74% | -5.54% | -45.20% |
Average DrawdownAverage peak-to-trough decline | -25.53% | -8.08% | -17.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.93% | 2.60% | +8.33% |
Volatility
MACGX vs. VTI - Volatility Comparison
Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A (MACGX) has a higher volatility of 9.52% compared to Vanguard Total Stock Market ETF (VTI) at 5.48%. This indicates that MACGX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MACGX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.52% | 5.48% | +4.04% |
Volatility (6M)Calculated over the trailing 6-month period | 22.32% | 9.75% | +12.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.22% | 19.02% | +13.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.42% | 17.41% | +31.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.21% | 18.29% | +20.92% |