MGGIX vs. IWY

In the year-to-date period, MGGIX achieves a -0.32% return, which is significantly higher than IWY's -2.01% return. Over the past 10 years, MGGIX has underperformed IWY with an annualized return of 9.53%, while IWY has yielded a comparatively higher 17.85% annualized return.

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MGGIX has a 0.95% expense ratio, which is higher than IWY's 0.20% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX) and iShares Russell Top 200 Growth ETF (IWY). 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 lower than the IWY Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of MGGIX and IWY, 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 IWY's dividend yield for the trailing twelve months is around 0.43%.

The maximum MGGIX drawdown since its inception was -59.75%, which is greater than IWY's maximum drawdown of -32.68%. Use the drawdown chart below to compare losses from any high point for MGGIX and IWY. 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 Russell Top 200 Growth ETF (IWY) at 5.82%. This indicates that MGGIX's price experiences larger fluctuations and is considered to be riskier than IWY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.