MEMEX vs. MSEGX
Compare and contrast key facts about Morgan Stanley Emerging Markets Equity Portfolio (MEMEX) and Morgan Stanley Institutional Growth Portfolio (MSEGX).
MEMEX is managed by Morgan Stanley. It was launched on Apr 30, 2017. MSEGX is an actively managed fund by Morgan Stanley. It was launched on Apr 2, 1991.
Performance
MEMEX vs. MSEGX - Performance Comparison
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MEMEX vs. MSEGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEMEX Morgan Stanley Emerging Markets Equity Portfolio | -0.28% | 32.98% | 7.82% | 11.90% | -25.14% | 2.99% | 14.40% | 19.61% | -17.46% | 26.45% |
MSEGX Morgan Stanley Institutional Growth Portfolio | -15.42% | 24.43% | 46.29% | 49.87% | -60.27% | -0.31% | 115.11% | 38.93% | 5.01% | 30.20% |
Returns By Period
In the year-to-date period, MEMEX achieves a -0.28% return, which is significantly higher than MSEGX's -15.42% return.
MEMEX
- 1D
- -1.30%
- 1M
- -14.33%
- YTD
- -0.28%
- 6M
- 6.89%
- 1Y
- 30.98%
- 3Y*
- 15.93%
- 5Y*
- 3.84%
- 10Y*
- —
MSEGX
- 1D
- 4.54%
- 1M
- -4.32%
- YTD
- -15.42%
- 6M
- -22.09%
- 1Y
- 15.60%
- 3Y*
- 25.22%
- 5Y*
- -1.90%
- 10Y*
- 15.47%
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MEMEX vs. MSEGX - Expense Ratio Comparison
MEMEX has a 1.25% expense ratio, which is higher than MSEGX's 0.87% expense ratio.
Return for Risk
MEMEX vs. MSEGX — Risk / Return Rank
MEMEX
MSEGX
MEMEX vs. MSEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Emerging Markets Equity Portfolio (MEMEX) and Morgan Stanley Institutional Growth Portfolio (MSEGX). 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.
| MEMEX | MSEGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.66 | 0.54 | +1.12 |
Sortino ratioReturn per unit of downside risk | 2.18 | 1.00 | +1.18 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.12 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 0.57 | +1.29 |
Martin ratioReturn relative to average drawdown | 8.39 | 1.50 | +6.89 |
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
| MEMEX | MSEGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.66 | 0.54 | +1.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | -0.05 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.46 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.40 | -0.05 |
Correlation
The correlation between MEMEX and MSEGX is 0.54, 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
MEMEX vs. MSEGX - Dividend Comparison
MEMEX's dividend yield for the trailing twelve months is around 3.36%, while MSEGX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEMEX Morgan Stanley Emerging Markets Equity Portfolio | 3.36% | 3.35% | 1.38% | 3.26% | 13.18% | 0.86% | 2.57% | 7.81% | 0.52% | 0.00% | 0.00% | 0.00% |
MSEGX Morgan Stanley Institutional Growth Portfolio | 0.00% | 0.00% | 0.42% | 0.00% | 18.70% | 26.52% | 10.03% | 22.75% | 5.67% | 22.18% | 13.17% | 7.76% |
Drawdowns
MEMEX vs. MSEGX - Drawdown Comparison
The maximum MEMEX drawdown since its inception was -39.90%, smaller than the maximum MSEGX drawdown of -69.57%. Use the drawdown chart below to compare losses from any high point for MEMEX and MSEGX.
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Drawdown Indicators
| MEMEX | MSEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.90% | -69.57% | +29.67% |
Max Drawdown (1Y)Largest decline over 1 year | -14.99% | -27.83% | +12.84% |
Max Drawdown (5Y)Largest decline over 5 years | -37.30% | -69.57% | +32.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -69.57% | — |
Current DrawdownCurrent decline from peak | -14.99% | -26.90% | +11.91% |
Average DrawdownAverage peak-to-trough decline | -15.29% | -19.49% | +4.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 10.60% | -7.27% |
Volatility
MEMEX vs. MSEGX - Volatility Comparison
Morgan Stanley Emerging Markets Equity Portfolio (MEMEX) and Morgan Stanley Institutional Growth Portfolio (MSEGX) have volatilities of 9.66% and 9.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MEMEX | MSEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.66% | 9.47% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 14.28% | 22.11% | -7.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.54% | 33.40% | -14.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.24% | 39.79% | -22.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 33.63% | -15.60% |