MEGIX vs. VGT
MEGIX (Morgan Stanley Growth Portfolio) and VGT (Vanguard Information Technology ETF) are both funds - MEGIX is a Large Cap Growth Equities fund managed by Morgan Stanley, while VGT is a Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 5 years, MEGIX returned -1.29%/yr vs 17.81%/yr for VGT. Their 0.76 correlation means they have sometimes moved together and sometimes differently. MEGIX charges 0.57%/yr vs 0.09%/yr for VGT.
Performance
MEGIX vs. VGT - Performance Comparison
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Returns By Period
In the year-to-date period, MEGIX achieves a -8.81% return, which is significantly lower than VGT's 20.36% return.
MEGIX
- 1D
- 2.07%
- 1M
- -6.09%
- 6M
- -0.33%
- YTD
- -8.81%
- 1Y
- -3.97%
- 3Y*
- 23.52%
- 5Y*
- -1.29%
- 10Y*
- —
- ALL TIME*
- 15.34%
VGT
- 1D
- -0.38%
- 1M
- -1.30%
- 6M
- 21.30%
- YTD
- 20.36%
- 1Y
- 34.81%
- 3Y*
- 26.48%
- 5Y*
- 17.81%
- 10Y*
- 24.06%
- ALL TIME*
- 14.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $440.89M | $515.41M | $573.34M |
MEGIX vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEGIX Morgan Stanley Growth Portfolio | -8.81% | 35.72% | 46.59% | 48.66% | -60.94% | -0.20% | 117.49% | 31.82% | 7.73% | 19.35% |
VGT Vanguard Information Technology ETF | 20.36% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 31.42% |
Correlation
The correlation between MEGIX and VGT is 0.69, 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. | 0.69 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.76 |
The correlation between MEGIX and VGT has been stable across timeframes, ranging from 0.69 to 0.76 - a consistent structural relationship.
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Return for Risk
MEGIX vs. VGT — Risk / Return Rank
MEGIX
VGT
MEGIX vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Growth Portfolio (MEGIX) and Vanguard Information Technology ETF (VGT). 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 | VGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.53 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.23 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.23 | 1.94 | -2.17 |
| Martin ratioReturn relative to average drawdown | -0.44 | 5.23 | -5.67 |
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Drawdowns
MEGIX vs. VGT - Drawdown Comparison
The maximum MEGIX drawdown since its inception was -69.99%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for MEGIX and VGT.
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Drawdown Indicators
| MEGIX | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.99% | -54.63% | -15.36% |
Max Drawdown (1Y)Largest decline over 1 year | -28.03% | -16.40% | -11.63% |
Max Drawdown (3Y)Largest decline over 3 years | -32.12% | -27.23% | -4.89% |
Max Drawdown (5Y)Largest decline over 5 years | -69.99% | -35.07% | -34.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.07% | — |
Current DrawdownCurrent decline from peak | -18.78% | -9.93% | -8.85% |
Average DrawdownAverage peak-to-trough decline | -22.93% | -7.95% | -14.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.64% | 6.07% | +8.57% |
Volatility
MEGIX vs. VGT - Volatility Comparison
The current volatility for Morgan Stanley Growth Portfolio (MEGIX) is 7.40%, while Vanguard Information Technology ETF (VGT) has a volatility of 8.42%. This indicates that MEGIX experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEGIX | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.40% | 8.42% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 23.32% | 20.14% | +3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.92% | 24.28% | +5.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.01% | 25.83% | +14.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.65% | 24.89% | +9.76% |
MEGIX vs. VGT - Expense Ratio Comparison
MEGIX has a 0.57% expense ratio, which is higher than VGT's 0.09% expense ratio.
Dividends
MEGIX vs. VGT - Dividend Comparison
MEGIX's dividend yield for the trailing twelve months is around 12.37%, more than VGT's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEGIX Morgan Stanley Growth Portfolio | 12.37% | 0.00% | 0.00% | 0.00% | 163.32% | 34.82% | 7.97% | 5.35% | 24.32% | 0.00% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.38% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Frequently Asked Questions
MEGIX and VGT have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VGT has higher volatility (8.42%) compared to MEGIX (7.40%). In terms of maximum drawdown, MEGIX dropped -69.99% vs VGT's -54.63%.
VGT currently has the higher Sharpe Ratio (1.31 vs -0.22), 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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