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MGEMX vs. PRSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MGEMX vs. PRSCX - 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 T. Rowe Price Science And Technology Fund (PRSCX). The values are adjusted to include any dividend payments, if applicable.

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MGEMX vs. PRSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGEMX
Morgan Stanley Institutional Fund, Inc. Emerging Markets Portfolio
0.28%-34.08%8.07%12.16%-25.07%3.53%14.59%37.21%-17.34%34.98%
PRSCX
T. Rowe Price Science And Technology Fund
-11.17%24.28%40.49%53.77%-35.40%5.83%45.94%53.80%-7.52%39.38%

Returns By Period

In the year-to-date period, MGEMX achieves a 0.28% return, which is significantly higher than PRSCX's -11.17% return. Over the past 10 years, MGEMX has underperformed PRSCX with an annualized return of 1.13%, while PRSCX has yielded a comparatively higher 18.39% annualized return.


MGEMX

1D
-1.26%
1M
-14.36%
YTD
0.28%
6M
-47.13%
1Y
-35.09%
3Y*
-7.95%
5Y*
-9.50%
10Y*
1.13%

PRSCX

1D
-2.31%
1M
-13.60%
YTD
-11.17%
6M
-8.13%
1Y
30.89%
3Y*
23.42%
5Y*
8.65%
10Y*
18.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MGEMX vs. PRSCX - Expense Ratio Comparison

MGEMX has a 1.05% expense ratio, which is higher than PRSCX's 0.84% expense ratio.


Return for Risk

MGEMX vs. PRSCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments 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

PRSCX
PRSCX Risk / Return Rank: 6565
Overall Rank
PRSCX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
PRSCX Sortino Ratio Rank: 7171
Sortino Ratio Rank
PRSCX Omega Ratio Rank: 6565
Omega Ratio Rank
PRSCX Calmar Ratio Rank: 6868
Calmar Ratio Rank
PRSCX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MGEMX vs. PRSCX - 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 T. Rowe Price Science And Technology Fund (PRSCX). 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.


MGEMXPRSCXDifference

Sharpe ratio

Return per unit of total volatility

-0.65

1.18

-1.83

Sortino ratio

Return per unit of downside risk

-0.41

1.73

-2.14

Omega ratio

Gain probability vs. loss probability

0.84

1.24

-0.40

Calmar ratio

Return relative to maximum drawdown

-0.69

1.53

-2.22

Martin ratio

Return relative to average drawdown

-1.47

5.13

-6.59

MGEMX vs. PRSCX - Sharpe Ratio Comparison

The current MGEMX Sharpe Ratio is -0.65, which is lower than the PRSCX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of MGEMX and PRSCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MGEMXPRSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.65

1.18

-1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

0.32

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

0.76

-0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.48

-0.20

Correlation

The correlation between MGEMX and PRSCX is 0.55, 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

MGEMX vs. PRSCX - Dividend Comparison

MGEMX has not paid dividends to shareholders, while PRSCX's dividend yield for the trailing twelve months is around 12.97%.


TTM20252024202320222021202020192018201720162015
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%
PRSCX
T. Rowe Price Science And Technology Fund
12.97%11.53%9.43%0.00%7.83%33.69%13.90%10.91%36.03%13.21%3.68%18.51%

Drawdowns

MGEMX vs. PRSCX - Drawdown Comparison

The maximum MGEMX drawdown since its inception was -64.93%, smaller than the maximum PRSCX drawdown of -85.26%. Use the drawdown chart below to compare losses from any high point for MGEMX and PRSCX.


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Drawdown Indicators


MGEMXPRSCXDifference

Max Drawdown

Largest peak-to-trough decline

-64.93%

-85.26%

+20.33%

Max Drawdown (1Y)

Largest decline over 1 year

-52.50%

-17.99%

-34.51%

Max Drawdown (5Y)

Largest decline over 5 years

-52.50%

-46.19%

-6.31%

Max Drawdown (10Y)

Largest decline over 10 years

-52.50%

-46.19%

-6.31%

Current Drawdown

Current decline from peak

-50.09%

-17.99%

-32.10%

Average Drawdown

Average peak-to-trough decline

-19.71%

-30.02%

+10.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.73%

5.37%

+19.36%

Volatility

MGEMX vs. PRSCX - Volatility Comparison

Morgan Stanley Institutional Fund, Inc. Emerging Markets Portfolio (MGEMX) has a higher volatility of 9.62% compared to T. Rowe Price Science And Technology Fund (PRSCX) at 8.82%. This indicates that MGEMX's price experiences larger fluctuations and is considered to be riskier than PRSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGEMXPRSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.62%

8.82%

+0.80%

Volatility (6M)

Calculated over the trailing 6-month period

72.78%

17.49%

+55.29%

Volatility (1Y)

Calculated over the trailing 1-year period

54.61%

27.29%

+27.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.63%

27.36%

+1.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.46%

24.50%

-0.04%