MEGIX vs. VOO
MEGIX (Morgan Stanley Growth Portfolio) and VOO (Vanguard S&P 500 ETF) are both funds - MEGIX is a Large Cap Growth Equities fund managed by Morgan Stanley, while VOO is a S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, MEGIX returned -1.72%/yr vs 13.12%/yr for VOO. Their 0.69 correlation means they have sometimes moved together and sometimes differently. MEGIX charges 0.57%/yr vs 0.03%/yr for VOO.
Performance
MEGIX vs. VOO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MEGIX achieves a -10.79% return, which is significantly lower than VOO's 11.72% 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%
VOO
- 1D
- 1.42%
- 1M
- 1.69%
- 6M
- 9.53%
- YTD
- 11.72%
- 1Y
- 23.30%
- 3Y*
- 20.85%
- 5Y*
- 13.12%
- 10Y*
- 15.17%
- ALL TIME*
- 14.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $3.97B | $3.80B | $5.49B |
MEGIX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | 11.72% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 19.64% |
Correlation
The correlation between MEGIX and VOO is 0.68, 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. | 0.68 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.69 |
The correlation between MEGIX and VOO has been stable across timeframes, ranging from 0.68 to 0.73 - 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. VOO — Risk / Return Rank
MEGIX
VOO
MEGIX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Growth Portfolio (MEGIX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.15 | ||
| Sortino ratioReturn per unit of downside risk | -2.78 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.33 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.34 | 2.63 | -2.97 |
| Martin ratioReturn relative to average drawdown | -0.65 | 11.23 | -11.88 |
Loading charts...
Drawdowns
MEGIX vs. VOO - Drawdown Comparison
The maximum MEGIX drawdown since its inception was -69.99%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MEGIX and VOO.
Loading charts...
Drawdown Indicators
| MEGIX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.99% | -33.99% | -36.00% |
Max Drawdown (1Y)Largest decline over 1 year | -28.03% | -8.90% | -19.13% |
Max Drawdown (3Y)Largest decline over 3 years | -32.12% | -18.69% | -13.43% |
Max Drawdown (5Y)Largest decline over 5 years | -69.99% | -24.52% | -45.47% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -20.54% | 0.00% | -20.54% |
Average DrawdownAverage peak-to-trough decline | -22.93% | -3.67% | -19.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.69% | 2.08% | +12.61% |
Volatility
MEGIX vs. VOO - Volatility Comparison
Morgan Stanley Growth Portfolio (MEGIX) has a higher volatility of 7.39% compared to Vanguard S&P 500 ETF (VOO) at 3.81%. This indicates that MEGIX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MEGIX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.39% | 3.81% | +3.58% |
Volatility (6M)Calculated over the trailing 6-month period | 23.37% | 10.18% | +13.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.00% | 12.80% | +17.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.01% | 16.95% | +23.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.65% | 18.02% | +16.63% |
MEGIX vs. VOO - Expense Ratio Comparison
MEGIX has a 0.57% expense ratio, which is higher than VOO's 0.03% expense ratio.
Dividends
MEGIX vs. VOO - Dividend Comparison
MEGIX's dividend yield for the trailing twelve months is around 12.65%, more than VOO's 1.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
MEGIX and VOO have a correlation of 0.68, 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 VOO (3.81%). In terms of maximum drawdown, MEGIX dropped -69.99% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.83 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 VOO
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