MEGIX vs. AQEIX
MEGIX (Morgan Stanley Growth Portfolio) and AQEIX (LKCM Aquinas Catholic Equity Fund) are both Large Cap Growth Equities funds. Over the past 5 years, MEGIX returned -1.72%/yr vs 4.47%/yr for AQEIX. Their 0.67 correlation means they have sometimes moved together and sometimes differently. MEGIX charges 0.57%/yr vs 1.00%/yr for AQEIX.
Performance
MEGIX vs. AQEIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MEGIX achieves a -10.79% return, which is significantly lower than AQEIX's 2.77% return.
MEGIX
- 1D
- -2.16%
- 1M
- -8.12%
- 6M
- -2.53%
- YTD
- -10.79%
- 1Y
- -6.05%
- 3Y*
- 23.24%
- 5Y*
- -1.72%
- 10Y*
- —
- ALL TIME*
- 15.07%
AQEIX
- 1D
- -0.05%
- 1M
- 0.94%
- 6M
- 0.89%
- YTD
- 2.77%
- 1Y
- 4.84%
- 3Y*
- 8.22%
- 5Y*
- 4.47%
- 10Y*
- 10.62%
- ALL TIME*
- 7.55%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MEGIX vs. AQEIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEGIX Morgan Stanley Growth Portfolio | -10.79% | 35.72% | 46.59% | 48.66% | -60.94% | -0.20% | 117.49% | 31.82% | 7.73% | 19.35% |
AQEIX LKCM Aquinas Catholic Equity Fund | 2.77% | 6.72% | 13.29% | 14.08% | -18.24% | 25.35% | 24.23% | 30.51% | -8.03% | 18.64% |
Correlation
The correlation between MEGIX and AQEIX is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.62 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.67 |
The correlation between MEGIX and AQEIX has been stable across timeframes, ranging from 0.62 to 0.69 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MEGIX vs. AQEIX — Risk / Return Rank
MEGIX
AQEIX
MEGIX vs. AQEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Growth Portfolio (MEGIX) and LKCM Aquinas Catholic Equity Fund (AQEIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MEGIX | AQEIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.73 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.06 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 0.47 | -0.81 |
| Martin ratioReturn relative to average drawdown | -0.65 | 1.50 | -2.15 |
Loading charts...
Drawdowns
MEGIX vs. AQEIX - Drawdown Comparison
The maximum MEGIX drawdown since its inception was -69.99%, which is greater than AQEIX's maximum drawdown of -54.20%. Use the drawdown chart below to compare losses from any high point for MEGIX and AQEIX.
Loading charts...
Drawdown Indicators
| MEGIX | AQEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.99% | -54.20% | -15.79% |
Max Drawdown (1Y)Largest decline over 1 year | -28.03% | -7.02% | -21.01% |
Max Drawdown (3Y)Largest decline over 3 years | -32.12% | -19.25% | -12.87% |
Max Drawdown (5Y)Largest decline over 5 years | -69.99% | -24.51% | -45.48% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.65% | — |
Current DrawdownCurrent decline from peak | -20.54% | -0.87% | -19.67% |
Average DrawdownAverage peak-to-trough decline | -22.93% | -8.67% | -14.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.69% | 2.19% | +12.50% |
Volatility
MEGIX vs. AQEIX - Volatility Comparison
Morgan Stanley Growth Portfolio (MEGIX) has a higher volatility of 7.39% compared to LKCM Aquinas Catholic Equity Fund (AQEIX) at 2.93%. This indicates that MEGIX's price experiences larger fluctuations and is considered to be riskier than AQEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MEGIX | AQEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.39% | 2.93% | +4.46% |
Volatility (6M)Calculated over the trailing 6-month period | 23.37% | 8.35% | +15.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.00% | 11.52% | +18.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.01% | 16.57% | +23.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.65% | 18.04% | +16.61% |
MEGIX vs. AQEIX - Expense Ratio Comparison
MEGIX has a 0.57% expense ratio, which is lower than AQEIX's 1.00% expense ratio.
Dividends
MEGIX vs. AQEIX - Dividend Comparison
MEGIX's dividend yield for the trailing twelve months is around 12.65%, more than AQEIX's 5.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AQEIX LKCM Aquinas Catholic Equity Fund | 5.82% | 5.98% | 7.90% | 2.63% | 6.05% | 12.61% | 6.73% | 10.98% | 23.36% | 8.24% | 7.92% | 7.69% |
MEGIX Morgan Stanley Growth Portfolio | 12.65% | 0.00% | 0.00% | 0.00% | 163.32% | 34.82% | 7.97% | 5.35% | 24.32% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MEGIX and AQEIX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MEGIX has higher volatility (7.39%) compared to AQEIX (2.93%). In terms of maximum drawdown, MEGIX dropped -69.99% vs AQEIX's -54.20%.
AQEIX currently has the higher Sharpe Ratio (0.29 vs -0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for MEGIX and AQEIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer