MEGIX vs. VUG
MEGIX (Morgan Stanley Growth Portfolio) and VUG (Vanguard Growth ETF) are both Large Cap Growth Equities funds. Over the past 5 years, MEGIX returned -2.62%/yr vs 11.54%/yr for VUG. Their 0.78 correlation means they have sometimes moved together and sometimes differently. MEGIX charges 0.57%/yr vs 0.03%/yr for VUG.
Performance
MEGIX vs. VUG - Performance Comparison
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Returns By Period
In the year-to-date period, MEGIX achieves a -11.75% return, which is significantly lower than VUG's 2.77% return.
MEGIX
- 1D
- -0.24%
- 1M
- -5.18%
- 6M
- -9.01%
- YTD
- -11.75%
- 1Y
- -9.95%
- 3Y*
- 23.71%
- 5Y*
- -2.62%
- 10Y*
- —
- ALL TIME*
- 14.97%
VUG
- 1D
- -0.12%
- 1M
- 0.75%
- 6M
- 3.00%
- YTD
- 2.77%
- 1Y
- 10.61%
- 3Y*
- 20.28%
- 5Y*
- 11.54%
- 10Y*
- 17.06%
- ALL TIME*
- 11.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $624.54M | $691.79M | $643.54M |
MEGIX vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEGIX Morgan Stanley Growth Portfolio | -11.75% | 35.72% | 46.59% | 48.66% | -60.94% | -0.20% | 117.49% | 31.82% | 7.73% | 19.35% |
VUG Vanguard Growth ETF | 2.77% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 23.37% |
Correlation
The correlation between MEGIX and VUG is 0.74, 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. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.78 |
The correlation between MEGIX and VUG has been stable across timeframes, ranging from 0.74 to 0.79 - a consistent structural relationship.
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Return for Risk
MEGIX vs. VUG — Risk / Return Rank
MEGIX
VUG
MEGIX vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Growth Portfolio (MEGIX) and Vanguard Growth ETF (VUG). 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 | VUG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.12 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.33 | 0.64 | -0.97 |
| Martin ratioReturn relative to average drawdown | -0.64 | 2.08 | -2.72 |
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Drawdowns
MEGIX vs. VUG - Drawdown Comparison
The maximum MEGIX drawdown since its inception was -69.99%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for MEGIX and VUG.
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Drawdown Indicators
| MEGIX | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.99% | -50.68% | -19.31% |
Max Drawdown (1Y)Largest decline over 1 year | -28.03% | -16.53% | -11.50% |
Max Drawdown (3Y)Largest decline over 3 years | -32.12% | -22.85% | -9.27% |
Max Drawdown (5Y)Largest decline over 5 years | -69.99% | -35.61% | -34.38% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.61% | — |
Current DrawdownCurrent decline from peak | -21.40% | -7.55% | -13.85% |
Average DrawdownAverage peak-to-trough decline | -22.94% | -7.08% | -15.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.43% | 5.12% | +9.31% |
Volatility
MEGIX vs. VUG - Volatility Comparison
Morgan Stanley Growth Portfolio (MEGIX) has a higher volatility of 7.74% compared to Vanguard Growth ETF (VUG) at 5.39%. This indicates that MEGIX's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEGIX | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.74% | 5.39% | +2.35% |
Volatility (6M)Calculated over the trailing 6-month period | 23.12% | 13.93% | +9.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.71% | 17.49% | +12.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.99% | 22.46% | +17.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.66% | 21.54% | +13.12% |
MEGIX vs. VUG - Expense Ratio Comparison
MEGIX has a 0.57% expense ratio, which is higher than VUG's 0.03% expense ratio.
Dividends
MEGIX vs. VUG - Dividend Comparison
MEGIX's dividend yield for the trailing twelve months is around 12.78%, more than VUG's 0.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEGIX Morgan Stanley Growth Portfolio | 12.78% | 0.00% | 0.00% | 0.00% | 163.32% | 34.82% | 7.97% | 5.35% | 24.32% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.41% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Frequently Asked Questions
MEGIX and VUG have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MEGIX has higher volatility (7.74%) compared to VUG (5.39%). In terms of maximum drawdown, MEGIX dropped -69.99% vs VUG's -50.68%.
VUG currently has the higher Sharpe Ratio (0.61 vs -0.31), 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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