MEGIX vs. BLUEX
Compare and contrast key facts about Morgan Stanley Growth Portfolio (MEGIX) and AMG Veritas Global Real Return Fund (BLUEX).
MEGIX is managed by Morgan Stanley. It was launched on Apr 30, 2017. BLUEX is managed by AMG. It was launched on Jan 10, 1991.
Performance
MEGIX vs. BLUEX - Performance Comparison
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MEGIX vs. BLUEX - 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% |
BLUEX AMG Veritas Global Real Return Fund | -9.67% | 4.45% | 7.24% | 14.35% | -14.30% | 3.22% | 34.74% | 35.34% | -4.91% | 21.31% |
Returns By Period
In the year-to-date period, MEGIX achieves a -19.20% return, which is significantly lower than BLUEX's -9.67% return.
MEGIX
- 1D
- -0.69%
- 1M
- -8.64%
- YTD
- -19.20%
- 6M
- -25.33%
- 1Y
- 11.54%
- 3Y*
- 26.82%
- 5Y*
- -16.52%
- 10Y*
- —
BLUEX
- 1D
- 0.72%
- 1M
- -7.41%
- YTD
- -9.67%
- 6M
- -9.53%
- 1Y
- -8.25%
- 3Y*
- 2.35%
- 5Y*
- 0.57%
- 10Y*
- 9.23%
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MEGIX vs. BLUEX - Expense Ratio Comparison
MEGIX has a 0.57% expense ratio, which is lower than BLUEX's 1.15% expense ratio.
Return for Risk
MEGIX vs. BLUEX — Risk / Return Rank
MEGIX
BLUEX
MEGIX vs. BLUEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Growth Portfolio (MEGIX) and AMG Veritas Global Real Return Fund (BLUEX). 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 | BLUEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.30 | -0.79 | +1.09 |
Sortino ratioReturn per unit of downside risk | 0.67 | -1.07 | +1.74 |
Omega ratioGain probability vs. loss probability | 1.08 | 0.87 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 0.21 | -0.76 | +0.97 |
Martin ratioReturn relative to average drawdown | 0.57 | -2.67 | +3.23 |
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
| MEGIX | BLUEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.30 | -0.79 | +1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | 0.05 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.49 | -0.38 |
Correlation
The correlation between MEGIX and BLUEX 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. BLUEX - Dividend Comparison
MEGIX has not paid dividends to shareholders, while BLUEX's dividend yield for the trailing twelve months is around 0.34%.
| 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% |
BLUEX AMG Veritas Global Real Return Fund | 0.34% | 0.31% | 0.29% | 0.03% | 11.84% | 27.20% | 25.43% | 13.71% | 13.40% | 0.00% | 0.00% | 0.24% |
Drawdowns
MEGIX vs. BLUEX - Drawdown Comparison
The maximum MEGIX drawdown since its inception was -87.16%, which is greater than BLUEX's maximum drawdown of -54.27%. Use the drawdown chart below to compare losses from any high point for MEGIX and BLUEX.
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Drawdown Indicators
| MEGIX | BLUEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.16% | -54.27% | -32.89% |
Max Drawdown (1Y)Largest decline over 1 year | -28.03% | -12.19% | -15.84% |
Max Drawdown (5Y)Largest decline over 5 years | -87.16% | -21.87% | -65.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.06% | — |
Current DrawdownCurrent decline from peak | -68.03% | -11.55% | -56.48% |
Average DrawdownAverage peak-to-trough decline | -36.32% | -13.39% | -22.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.56% | 3.48% | +7.08% |
Volatility
MEGIX vs. BLUEX - Volatility Comparison
Morgan Stanley Growth Portfolio (MEGIX) has a higher volatility of 8.33% compared to AMG Veritas Global Real Return Fund (BLUEX) at 3.41%. This indicates that MEGIX's price experiences larger fluctuations and is considered to be riskier than BLUEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEGIX | BLUEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.33% | 3.41% | +4.92% |
Volatility (6M)Calculated over the trailing 6-month period | 21.83% | 7.23% | +14.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.07% | 10.98% | +22.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.74% | 10.49% | +37.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.86% | 16.57% | +23.29% |