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MGGIX vs. IWFQ.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

MGGIX vs. IWFQ.L

Last updated Apr 2, 2026

Compare and contrast key facts about Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX) and iShares MSCI World Quality Factor UCITS (IWFQ.L).

MGGIX is managed by T. Rowe Price. It was launched on May 29, 2008. IWFQ.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 3, 2014.

Performance

MGGIX vs. IWFQ.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX) and iShares MSCI World Quality Factor UCITS (IWFQ.L). The values are adjusted to include any dividend payments, if applicable.

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MGGIX vs. IWFQ.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MGGIX
Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio		-11.67%1.86%27.50%49.70%-41.57%0.22%55.49%35.44%-5.65%49.45%
IWFQ.L
iShares MSCI World Quality Factor UCITS		-1.37%15.51%16.94%25.44%-19.22%24.04%14.33%30.91%-7.87%23.17%
Different Trading Currencies

MGGIX is traded in USD, while IWFQ.L is traded in GBp. To make them comparable, the IWFQ.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, MGGIX achieves a -11.67% return, which is significantly lower than IWFQ.L's -1.37% return. Both investments have delivered pretty close results over the past 10 years, with MGGIX having a 12.03% annualized return and IWFQ.L not far behind at 11.47%.

MGGIX

1D
3.80%
1M
-8.59%
YTD
-11.67%
6M
-22.68%
1Y
-9.14%
3Y*
12.52%
5Y*
-0.10%
10Y*
12.03%

IWFQ.L

1D
2.42%
1M
-4.79%
YTD
-1.37%
6M
2.06%
1Y
16.14%
3Y*
16.30%
5Y*
9.67%
10Y*
11.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio

iShares MSCI World Quality Factor UCITS

Often compared with MGGIX:
MGGIX vs. LISIXMGGIX vs. RGGYXMGGIX vs. FCNTXMGGIX vs. IWYMGGIX vs. SPGMMGGIX vs. FBGRXMGGIX vs. VOO
Often compared with IWFQ.L:
IWFQ.L vs. IUQF.LIWFQ.L vs. SWDA.LIWFQ.L vs. GGRA.LIWFQ.L vs. GERD.DEIWFQ.L vs. GOGB.LIWFQ.L vs. URTHIWFQ.L vs. MWMIX

MGGIX vs. IWFQ.L - Expense Ratio Comparison

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

MGGIX
Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio
IWFQ.L
iShares MSCI World Quality Factor UCITS

Return for Risk

MGGIX vs. IWFQ.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MGGIX
MGGIX Risk / Return Rank: 22
Overall Rank
MGGIX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
MGGIX Sortino Ratio Rank: 22
Sortino Ratio Rank
MGGIX Omega Ratio Rank: 22
Omega Ratio Rank
MGGIX Calmar Ratio Rank: 22
Calmar Ratio Rank
MGGIX Martin Ratio Rank: 22
Martin Ratio Rank
IWFQ.L
IWFQ.L Risk / Return Rank: 5656
Overall Rank
IWFQ.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
IWFQ.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
IWFQ.L Omega Ratio Rank: 4949
Omega Ratio Rank
IWFQ.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
IWFQ.L Martin Ratio Rank: 6767
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.

MGGIX vs. IWFQ.L - Risk-Adjusted Trends Comparison

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

MGGIXIWFQ.LDifference

Sharpe ratio

Return per unit of total volatility

-0.36

1.06

-1.42

Sortino ratio

Return per unit of downside risk

-0.33

1.54

-1.87

Omega ratio

Gain probability vs. loss probability

0.95

1.22

-0.26

Calmar ratio

Return relative to maximum drawdown

-0.43

1.73

-2.17

Martin ratio

Return relative to average drawdown

-1.17

7.10

-8.27

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MGGIX vs. IWFQ.L - Sharpe Ratio Comparison

The current MGGIX Sharpe Ratio is -0.36, which is lower than the IWFQ.L Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of MGGIX and IWFQ.L, 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

MGGIXIWFQ.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

1.06

-1.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.63

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.74

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.67

-0.19

Correlation

The correlation between MGGIX and IWFQ.L is 0.57, 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

MGGIX vs. IWFQ.L - Dividend Comparison

Neither MGGIX nor IWFQ.L has paid dividends to shareholders.

TTM20252024202320222021202020192018201720162015
MGGIX
Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio		0.00%0.00%9.27%2.13%22.94%4.92%1.16%0.00%0.79%0.39%7.04%1.26%
IWFQ.L
iShares MSCI World Quality Factor UCITS		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MGGIX vs. IWFQ.L - Drawdown Comparison

The maximum MGGIX drawdown since its inception was -59.08%, which is greater than IWFQ.L's maximum drawdown of -32.13%. Use the drawdown chart below to compare losses from any high point for MGGIX and IWFQ.L.

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Drawdown Indicators

MGGIXIWFQ.LDifference

Max Drawdown

Largest peak-to-trough decline

-59.08%

-23.91%

-35.17%

Max Drawdown (1Y)

Largest decline over 1 year

-27.65%

-9.89%

-17.76%

Max Drawdown (5Y)

Largest decline over 5 years

-51.02%

-17.96%

-33.06%

Max Drawdown (10Y)

Largest decline over 10 years

-51.60%

-23.91%

-27.69%

Current Drawdown

Current decline from peak

-24.77%

-4.30%

-20.47%

Average Drawdown

Average peak-to-trough decline

-11.18%

-3.66%

-7.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.24%

1.79%

+8.45%

Volatility

MGGIX vs. IWFQ.L - Volatility Comparison

Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX) has a higher volatility of 8.91% compared to iShares MSCI World Quality Factor UCITS (IWFQ.L) at 4.92%. This indicates that MGGIX's price experiences larger fluctuations and is considered to be riskier than IWFQ.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

MGGIXIWFQ.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.91%

4.92%

+3.99%

Volatility (6M)

Calculated over the trailing 6-month period

18.30%

8.43%

+9.87%

Volatility (1Y)

Calculated over the trailing 1-year period

24.78%

15.20%

+9.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.90%

15.32%

+10.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.90%

15.45%

+7.45%