MEGIX vs. BBLIX
MEGIX (Morgan Stanley Growth Portfolio) and BBLIX (BBH Select Series - Large Cap Fund) are both Large Cap Growth Equities funds. Over the past 5 years, MEGIX returned -1.72%/yr vs 7.28%/yr for BBLIX. Their 0.58 correlation means they have sometimes moved together and sometimes differently. MEGIX charges 0.57%/yr vs 0.70%/yr for BBLIX.
Performance
MEGIX vs. BBLIX - Performance Comparison
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Returns By Period
In the year-to-date period, MEGIX achieves a -10.79% return, which is significantly lower than BBLIX's 1.58% 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%
BBLIX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 1.58%
- YTD
- 1.58%
- 1Y
- 5.32%
- 3Y*
- 11.76%
- 5Y*
- 7.28%
- 10Y*
- —
- ALL TIME*
- 9.95%
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. BBLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MEGIX Morgan Stanley Growth Portfolio | -10.79% | 35.72% | 46.59% | 48.66% | -60.94% | -0.20% | 117.49% | 6.80% |
BBLIX BBH Select Series - Large Cap Fund | 1.58% | 12.07% | 15.83% | 23.86% | -20.59% | 27.23% | 12.30% | 3.63% |
Correlation
The correlation between MEGIX and BBLIX is 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (3Y) Balances recent behavior with more history. | 0.53 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2019 | 0.58 |
Over the past year, the correlation between MEGIX and BBLIX has dropped to 0.31 - well below their long-term average of 0.58, suggesting their price drivers have been diverging.
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Return for Risk
MEGIX vs. BBLIX — Risk / Return Rank
MEGIX
BBLIX
MEGIX vs. BBLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Growth Portfolio (MEGIX) and BBH Select Series - Large Cap Fund (BBLIX). 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 | BBLIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.34 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.21 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 1.38 | -1.72 |
| Martin ratioReturn relative to average drawdown | -0.65 | 2.50 | -3.15 |
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Drawdowns
MEGIX vs. BBLIX - Drawdown Comparison
The maximum MEGIX drawdown since its inception was -69.99%, which is greater than BBLIX's maximum drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for MEGIX and BBLIX.
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Drawdown Indicators
| MEGIX | BBLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.99% | -33.49% | -36.50% |
Max Drawdown (1Y)Largest decline over 1 year | -28.03% | -3.63% | -24.40% |
Max Drawdown (3Y)Largest decline over 3 years | -32.12% | -14.68% | -17.44% |
Max Drawdown (5Y)Largest decline over 5 years | -69.99% | -28.06% | -41.93% |
Current DrawdownCurrent decline from peak | -20.54% | -1.80% | -18.74% |
Average DrawdownAverage peak-to-trough decline | -22.93% | -6.24% | -16.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.69% | 1.85% | +12.84% |
Volatility
MEGIX vs. BBLIX - Volatility Comparison
Morgan Stanley Growth Portfolio (MEGIX) has a higher volatility of 7.39% compared to BBH Select Series - Large Cap Fund (BBLIX) at 0.00%. This indicates that MEGIX's price experiences larger fluctuations and is considered to be riskier than BBLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEGIX | BBLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.39% | 0.00% | +7.39% |
Volatility (6M)Calculated over the trailing 6-month period | 23.37% | 1.93% | +21.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.00% | 6.77% | +23.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.01% | 15.83% | +24.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.65% | 18.32% | +16.33% |
MEGIX vs. BBLIX - Expense Ratio Comparison
MEGIX has a 0.57% expense ratio, which is lower than BBLIX's 0.70% expense ratio.
Dividends
MEGIX vs. BBLIX - Dividend Comparison
MEGIX's dividend yield for the trailing twelve months is around 12.65%, more than BBLIX's 9.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BBLIX BBH Select Series - Large Cap Fund | 9.39% | 9.54% | 4.20% | 0.28% | 1.45% | 3.27% | 0.34% | 0.04% | 0.00% |
MEGIX Morgan Stanley Growth Portfolio | 12.65% | 0.00% | 0.00% | 0.00% | 163.32% | 34.82% | 7.97% | 5.35% | 24.32% |
Frequently Asked Questions
MEGIX and BBLIX have a correlation of 0.31, 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 BBLIX (0.00%). In terms of maximum drawdown, MEGIX dropped -69.99% vs BBLIX's -33.49%.
BBLIX currently has the higher Sharpe Ratio (0.75 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.
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