MEGIX vs. ADX
Compare and contrast key facts about Morgan Stanley Growth Portfolio (MEGIX) and Adams Diversified Equity Fund, Inc. (ADX).
MEGIX is managed by Morgan Stanley. It was launched on Apr 30, 2017. ADX is managed by Adams Funds. It was launched on Jan 2, 1990.
Performance
MEGIX vs. ADX - Performance Comparison
Loading graphics...
MEGIX vs. ADX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEGIX Morgan Stanley Growth Portfolio | -19.20% | 35.72% | 46.59% | 48.66% | -83.28% | -0.20% | 117.49% | 31.82% | 7.73% | 19.35% |
ADX Adams Diversified Equity Fund, Inc. | -4.23% | 26.03% | 28.31% | 31.49% | -19.82% | 29.69% | 17.28% | 36.75% | -3.58% | 25.09% |
Returns By Period
In the year-to-date period, MEGIX achieves a -19.20% return, which is significantly lower than ADX's -4.23% return.
MEGIX
- 1D
- -0.69%
- 1M
- -8.64%
- YTD
- -19.20%
- 6M
- -25.33%
- 1Y
- 11.54%
- 3Y*
- 26.82%
- 5Y*
- -16.52%
- 10Y*
- —
ADX
- 1D
- 4.04%
- 1M
- -5.48%
- YTD
- -4.23%
- 6M
- 2.17%
- 1Y
- 25.55%
- 3Y*
- 23.81%
- 5Y*
- 14.65%
- 10Y*
- 16.41%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MEGIX vs. ADX - Expense Ratio Comparison
MEGIX has a 0.57% expense ratio, which is lower than ADX's 0.59% expense ratio.
Return for Risk
MEGIX vs. ADX — Risk / Return Rank
MEGIX
ADX
MEGIX vs. ADX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Growth Portfolio (MEGIX) and Adams Diversified Equity Fund, Inc. (ADX). 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.
| MEGIX | ADX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | 1.38 | -1.08 |
Sortino ratioReturn per unit of downside risk | 0.67 | 2.06 | -1.38 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.29 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.21 | 2.33 | -2.12 |
Martin ratioReturn relative to average drawdown | 0.57 | 10.84 | -10.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MEGIX | ADX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | 1.38 | -1.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | 0.86 | -1.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.09 | +0.02 |
Correlation
The correlation between MEGIX and ADX is 0.65, 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
MEGIX vs. ADX - Dividend Comparison
MEGIX has not paid dividends to shareholders, while ADX's dividend yield for the trailing twelve months is around 8.45%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEGIX Morgan Stanley Growth Portfolio | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 34.82% | 7.97% | 5.35% | 24.32% | 0.00% | 0.00% | 0.00% |
ADX Adams Diversified Equity Fund, Inc. | 8.45% | 7.93% | 12.38% | 7.34% | 7.36% | 15.35% | 6.54% | 9.00% | 15.85% | 9.18% | 7.79% | 7.17% |
Drawdowns
MEGIX vs. ADX - Drawdown Comparison
The maximum MEGIX drawdown since its inception was -87.16%, which is greater than ADX's maximum drawdown of -71.60%. Use the drawdown chart below to compare losses from any high point for MEGIX and ADX.
Loading graphics...
Drawdown Indicators
| MEGIX | ADX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.16% | -71.60% | -15.56% |
Max Drawdown (1Y)Largest decline over 1 year | -28.03% | -11.12% | -16.91% |
Max Drawdown (5Y)Largest decline over 5 years | -87.16% | -25.07% | -62.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.17% | — |
Current DrawdownCurrent decline from peak | -68.03% | -6.53% | -61.50% |
Average DrawdownAverage peak-to-trough decline | -36.32% | -23.22% | -13.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.56% | 2.39% | +8.17% |
Volatility
MEGIX vs. ADX - Volatility Comparison
Morgan Stanley Growth Portfolio (MEGIX) has a higher volatility of 8.33% compared to Adams Diversified Equity Fund, Inc. (ADX) at 6.18%. This indicates that MEGIX's price experiences larger fluctuations and is considered to be riskier than ADX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MEGIX | ADX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.33% | 6.18% | +2.15% |
Volatility (6M)Calculated over the trailing 6-month period | 21.83% | 10.53% | +11.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.07% | 18.63% | +14.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.74% | 17.20% | +30.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.86% | 17.95% | +21.91% |