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MGEMX vs. GSIYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MGEMX vs. GSIYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Institutional Fund, Inc. Emerging Markets Portfolio (MGEMX) and Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MGEMX achieves a 20.58% return, which is significantly higher than GSIYX's 8.15% return.


MGEMX

1D
4.70%
1M
-4.89%
6M
11.31%
YTD
20.58%
1Y
-29.87%
3Y*
-4.77%
5Y*
-6.38%
10Y*
2.22%
ALL TIME*
6.60%

GSIYX

1D
0.62%
1M
2.02%
6M
4.43%
YTD
8.15%
1Y
15.65%
3Y*
15.48%
5Y*
9.23%
10Y*
ALL TIME*
12.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

MGEMX vs. GSIYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGEMX
Morgan Stanley Institutional Fund, Inc. Emerging Markets Portfolio
20.58%-34.08%8.07%12.16%-25.07%3.53%14.59%37.21%-17.34%34.98%
GSIYX
Goldman Sachs GQG Partners International Opportunities Fund Class R6
8.15%20.89%9.69%22.07%-10.99%12.47%15.86%27.59%-6.02%29.91%

Correlation

The correlation between MGEMX and GSIYX is 0.20, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.20

Correlation (3Y)
Balances recent behavior with more history.

0.51

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.64

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2017

0.70

Over the past year, the correlation between MGEMX and GSIYX has dropped to 0.20 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.

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Return for Risk

MGEMX vs. GSIYX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MGEMX
MGEMX Risk / Return Rank: 11
Overall Rank
MGEMX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MGEMX Sortino Ratio Rank: 22
Sortino Ratio Rank
MGEMX Omega Ratio Rank: 11
Omega Ratio Rank
MGEMX Calmar Ratio Rank: 11
Calmar Ratio Rank
MGEMX Martin Ratio Rank: 11
Martin Ratio Rank

GSIYX
GSIYX Risk / Return Rank: 5656
Overall Rank
GSIYX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
GSIYX Sortino Ratio Rank: 6060
Sortino Ratio Rank
GSIYX Omega Ratio Rank: 6565
Omega Ratio Rank
GSIYX Calmar Ratio Rank: 5454
Calmar Ratio Rank
GSIYX Martin Ratio Rank: 3636
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MGEMX vs. GSIYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund, Inc. Emerging Markets Portfolio (MGEMX) and Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX). 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.


MGEMXGSIYXDifference
Sharpe ratioReturn per unit of total volatility

-2.14

Sortino ratioReturn per unit of downside risk

-2.45

Omega ratioGain probability vs. loss probability

0.92

1.29

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.60

2.01

-2.61

Martin ratioReturn relative to average drawdown

-0.94

5.51

-6.45

MGEMX vs. GSIYX - Sharpe Ratio Comparison

The current MGEMX Sharpe Ratio is -0.55, which is lower than the GSIYX Sharpe Ratio of 1.60. The chart below compares the historical Sharpe Ratios of MGEMX and GSIYX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MGEMX vs. GSIYX - Drawdown Comparison

The maximum MGEMX drawdown since its inception was -64.93%, which is greater than GSIYX's maximum drawdown of -28.79%. Use the drawdown chart below to compare losses from any high point for MGEMX and GSIYX.


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Drawdown Indicators


MGEMXGSIYXDifference

Max Drawdown

Largest peak-to-trough decline

-64.93%

-28.79%

-36.14%

Max Drawdown (1Y)

Largest decline over 1 year

-52.50%

-7.81%

-44.69%

Max Drawdown (3Y)

Largest decline over 3 years

-52.50%

-10.30%

-42.20%

Max Drawdown (5Y)

Largest decline over 5 years

-52.50%

-25.36%

-27.14%

Max Drawdown (10Y)

Largest decline over 10 years

-52.50%

Current Drawdown

Current decline from peak

-39.99%

-2.17%

-37.82%

Average Drawdown

Average peak-to-trough decline

-19.89%

-4.80%

-15.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.18%

2.85%

+30.33%

Volatility

MGEMX vs. GSIYX - Volatility Comparison

Morgan Stanley Institutional Fund, Inc. Emerging Markets Portfolio (MGEMX) has a higher volatility of 11.14% compared to Goldman Sachs GQG Partners International Opportunities Fund Class R6 (GSIYX) at 2.75%. This indicates that MGEMX's price experiences larger fluctuations and is considered to be riskier than GSIYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGEMXGSIYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.14%

2.75%

+8.39%

Volatility (6M)

Calculated over the trailing 6-month period

23.76%

8.20%

+15.56%

Volatility (1Y)

Calculated over the trailing 1-year period

57.26%

9.88%

+47.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.83%

14.27%

+15.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.16%

15.62%

+9.54%

MGEMX vs. GSIYX - Expense Ratio Comparison

MGEMX has a 1.05% expense ratio, which is higher than GSIYX's 0.75% expense ratio.


Dividends

MGEMX vs. GSIYX - Dividend Comparison

MGEMX has not paid dividends to shareholders, while GSIYX's dividend yield for the trailing twelve months is around 4.76%.


PositionTTM20252024202320222021202020192018201720162015
GSIYX
Goldman Sachs GQG Partners International Opportunities Fund Class R6
4.76%5.14%11.21%2.38%4.91%2.25%0.19%0.67%0.55%0.16%0.00%0.00%
MGEMX
Morgan Stanley Institutional Fund, Inc. Emerging Markets Portfolio
0.00%0.00%1.27%2.48%4.48%9.05%1.07%26.00%2.46%0.60%0.82%0.87%

Frequently Asked Questions


MGEMX and GSIYX have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MGEMX has higher volatility (11.14%) compared to GSIYX (2.75%). In terms of maximum drawdown, MGEMX dropped -64.93% vs GSIYX's -28.79%.

GSIYX currently has the higher Sharpe Ratio (1.60 vs -0.55), 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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