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MEGIX vs. DINDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MEGIX vs. DINDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Growth Portfolio (MEGIX) and Morgan Stanley Global Fixed Income Opportunities Fund (DINDX). The values are adjusted to include any dividend payments, if applicable.

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MEGIX vs. DINDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
DINDX
Morgan Stanley Global Fixed Income Opportunities Fund
0.00%8.28%6.76%8.49%-7.06%0.01%5.10%9.59%-1.28%6.66%

Returns By Period


MEGIX

1D
-0.69%
1M
-8.64%
YTD
-19.20%
6M
-25.33%
1Y
11.54%
3Y*
26.82%
5Y*
-16.52%
10Y*

DINDX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MEGIX vs. DINDX - Expense Ratio Comparison

MEGIX has a 0.57% expense ratio, which is higher than DINDX's 0.56% expense ratio.


Return for Risk

MEGIX vs. DINDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MEGIX
MEGIX Risk / Return Rank: 1212
Overall Rank
MEGIX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
MEGIX Sortino Ratio Rank: 1515
Sortino Ratio Rank
MEGIX Omega Ratio Rank: 1414
Omega Ratio Rank
MEGIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
MEGIX Martin Ratio Rank: 99
Martin Ratio Rank

DINDX
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MEGIX vs. DINDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Growth Portfolio (MEGIX) and Morgan Stanley Global Fixed Income Opportunities Fund (DINDX). 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.


MEGIXDINDXDifference

Sharpe ratio

Return per unit of total volatility

0.30

Sortino ratio

Return per unit of downside risk

0.67

Omega ratio

Gain probability vs. loss probability

1.08

Calmar ratio

Return relative to maximum drawdown

0.21

Martin ratio

Return relative to average drawdown

0.57

MEGIX vs. DINDX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MEGIXDINDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.11

Correlation

The correlation between MEGIX and DINDX is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MEGIX vs. DINDX - Dividend Comparison

Neither MEGIX nor DINDX has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
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%
DINDX
Morgan Stanley Global Fixed Income Opportunities Fund
3.44%4.69%5.36%4.69%5.82%3.52%2.98%3.43%3.68%3.13%6.24%4.80%

Drawdowns

MEGIX vs. DINDX - Drawdown Comparison


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Volatility

MEGIX vs. DINDX - Volatility Comparison


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Volatility by Period


MEGIXDINDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.33%

Volatility (6M)

Calculated over the trailing 6-month period

21.83%

Volatility (1Y)

Calculated over the trailing 1-year period

33.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.86%