MDOEX vs. MACGX
Compare and contrast key facts about Morgan Stanley Developing Opportunity Portfolio (MDOEX) and Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A (MACGX).
MDOEX is managed by Morgan Stanley. It was launched on Feb 13, 2020. MACGX is managed by Morgan Stanley. It was launched on Mar 30, 1990.
Performance
MDOEX vs. MACGX - Performance Comparison
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MDOEX vs. MACGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MDOEX Morgan Stanley Developing Opportunity Portfolio | -12.89% | 8.28% | 16.79% | 5.36% | -30.36% | -18.69% | 45.00% |
MACGX Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A | -15.37% | 13.71% | 42.06% | 46.30% | -63.51% | -12.84% | 110.31% |
Returns By Period
In the year-to-date period, MDOEX achieves a -12.89% return, which is significantly higher than MACGX's -15.37% return.
MDOEX
- 1D
- -0.95%
- 1M
- -15.18%
- YTD
- -12.89%
- 6M
- -20.44%
- 1Y
- -8.07%
- 3Y*
- 3.12%
- 5Y*
- -7.71%
- 10Y*
- —
MACGX
- 1D
- -1.27%
- 1M
- -9.54%
- YTD
- -15.37%
- 6M
- -23.28%
- 1Y
- 3.77%
- 3Y*
- 19.63%
- 5Y*
- -8.24%
- 10Y*
- 12.24%
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MDOEX vs. MACGX - Expense Ratio Comparison
MDOEX has a 1.15% expense ratio, which is higher than MACGX's 1.00% expense ratio.
Return for Risk
MDOEX vs. MACGX — Risk / Return Rank
MDOEX
MACGX
MDOEX vs. MACGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Developing Opportunity Portfolio (MDOEX) and Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A (MACGX). 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.
| MDOEX | MACGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.46 | 0.10 | -0.56 |
Sortino ratioReturn per unit of downside risk | -0.51 | 0.37 | -0.88 |
Omega ratioGain probability vs. loss probability | 0.93 | 1.05 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | -0.52 | -0.02 | -0.49 |
Martin ratioReturn relative to average drawdown | -1.58 | -0.06 | -1.52 |
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
| MDOEX | MACGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.46 | 0.10 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.34 | -0.17 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.03 | 0.30 | -0.33 |
Correlation
The correlation between MDOEX and MACGX is 0.61, 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
MDOEX vs. MACGX - Dividend Comparison
MDOEX's dividend yield for the trailing twelve months is around 0.85%, while MACGX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MDOEX Morgan Stanley Developing Opportunity Portfolio | 0.85% | 0.74% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Drawdowns
MDOEX vs. MACGX - Drawdown Comparison
The maximum MDOEX drawdown since its inception was -59.92%, smaller than the maximum MACGX drawdown of -77.61%. Use the drawdown chart below to compare losses from any high point for MDOEX and MACGX.
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Drawdown Indicators
| MDOEX | MACGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.92% | -77.61% | +17.69% |
Max Drawdown (1Y)Largest decline over 1 year | -21.82% | -27.55% | +5.73% |
Max Drawdown (5Y)Largest decline over 5 years | -53.14% | -77.61% | +24.47% |
Max Drawdown (10Y)Largest decline over 10 years | — | -77.61% | — |
Current DrawdownCurrent decline from peak | -44.89% | -52.95% | +8.06% |
Average DrawdownAverage peak-to-trough decline | -35.07% | -25.53% | -9.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.12% | 10.82% | -3.70% |
Volatility
MDOEX vs. MACGX - Volatility Comparison
Morgan Stanley Developing Opportunity Portfolio (MDOEX) has a higher volatility of 10.20% compared to Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A (MACGX) at 8.06%. This indicates that MDOEX's price experiences larger fluctuations and is considered to be riskier than MACGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDOEX | MACGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.20% | 8.06% | +2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 15.15% | 21.82% | -6.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.73% | 31.94% | -12.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.99% | 48.40% | -25.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.52% | 39.18% | -14.66% |