MGGIX vs. IQLT

In the year-to-date period, MGGIX achieves a -0.32% return, which is significantly lower than IQLT's -0.22% return. Over the past 10 years, MGGIX has outperformed IQLT with an annualized return of 9.53%, while IQLT has yielded a comparatively lower 6.78% annualized return.

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MGGIX has a 0.95% expense ratio, which is higher than IQLT's 0.30% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX) and iShares MSCI Intl Quality Factor ETF (IQLT). 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.

The current MGGIX Sharpe Ratio is 0.83, which is higher than the IQLT Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of MGGIX and IQLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MGGIX has not paid dividends to shareholders, while IQLT's dividend yield for the trailing twelve months is around 2.88%.

The maximum MGGIX drawdown since its inception was -59.75%, which is greater than IQLT's maximum drawdown of -32.21%. Use the drawdown chart below to compare losses from any high point for MGGIX and IQLT. For additional features, visit the drawdowns tool.

Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX) has a higher volatility of 9.06% compared to iShares MSCI Intl Quality Factor ETF (IQLT) at 3.60%. This indicates that MGGIX's price experiences larger fluctuations and is considered to be riskier than IQLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.