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MGGIX vs. IWY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MGGIX vs. IWY - 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 Russell Top 200 Growth ETF (IWY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MGGIX achieves a 7.20% return, which is significantly higher than IWY's 3.10% return. Over the past 10 years, MGGIX has underperformed IWY with an annualized return of 13.97%, while IWY has yielded a comparatively higher 19.53% annualized return.


MGGIX

1D
2.89%
1M
7.41%
YTD
7.20%
6M
7.05%
1Y
-1.42%
3Y*
15.89%
5Y*
3.09%
10Y*
13.97%

IWY

1D
-1.28%
1M
-2.74%
YTD
3.10%
6M
2.67%
1Y
22.20%
3Y*
22.97%
5Y*
14.66%
10Y*
19.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MGGIX vs. IWY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGGIX
Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio
7.20%1.86%27.50%49.70%-41.57%0.22%55.49%35.44%-5.65%49.45%
IWY
iShares Russell Top 200 Growth ETF
3.10%18.19%34.89%46.49%-29.91%31.05%39.01%36.20%-0.72%31.69%

Correlation

The correlation between MGGIX and IWY is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.79

Correlation (5Y)
Calculated over the trailing 5-year period

0.82

Correlation (10Y)
Calculated over the trailing 10-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2009

0.82

The correlation between MGGIX and IWY has been stable across timeframes, ranging from 0.77 to 0.83 - a consistent structural relationship.

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Return for Risk

MGGIX vs. IWY — 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: 33
Sortino Ratio Rank
MGGIX Omega Ratio Rank: 33
Omega Ratio Rank
MGGIX Calmar Ratio Rank: 22
Calmar Ratio Rank
MGGIX Martin Ratio Rank: 22
Martin Ratio Rank

IWY
IWY Risk / Return Rank: 3535
Overall Rank
IWY Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
IWY Sortino Ratio Rank: 3838
Sortino Ratio Rank
IWY Omega Ratio Rank: 3737
Omega Ratio Rank
IWY Calmar Ratio Rank: 2828
Calmar Ratio Rank
IWY Martin Ratio Rank: 3131
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. IWY - 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 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.

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.


MGGIXIWYDifference
Sharpe ratioReturn per unit of total volatility

-1.47

Sortino ratioReturn per unit of downside risk

-1.87

Omega ratioGain probability vs. loss probability

1.01

1.24

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.08

1.34

-1.42

Martin ratioReturn relative to average drawdown

-0.16

4.28

-4.44

MGGIX vs. IWY - Sharpe Ratio Comparison

The current MGGIX Sharpe Ratio is -0.09, which is lower than the IWY Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of MGGIX and IWY, 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

MGGIX vs. IWY - Drawdown Comparison

The maximum MGGIX drawdown since its inception was -59.08%, 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.


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Drawdown Indicators


MGGIXIWYDifference

Max Drawdown

Largest peak-to-trough decline

-59.08%

-32.68%

-26.40%

Max Drawdown (1Y)

Largest decline over 1 year

-27.65%

-16.63%

-11.02%

Max Drawdown (3Y)

Largest decline over 3 years

-27.65%

-23.22%

-4.43%

Max Drawdown (5Y)

Largest decline over 5 years

-51.02%

-32.68%

-18.34%

Max Drawdown (10Y)

Largest decline over 10 years

-51.60%

-32.68%

-18.92%

Current Drawdown

Current decline from peak

-8.70%

-5.58%

-3.12%

Average Drawdown

Average peak-to-trough decline

-11.23%

-4.75%

-6.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.68%

5.20%

+7.48%

Volatility

MGGIX vs. IWY - Volatility Comparison

Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX) has a higher volatility of 9.93% compared to iShares Russell Top 200 Growth ETF (IWY) at 5.90%. 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.


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Volatility by Period


MGGIXIWYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.93%

5.90%

+4.03%

Volatility (6M)

Calculated over the trailing 6-month period

21.02%

12.57%

+8.45%

Volatility (1Y)

Calculated over the trailing 1-year period

23.28%

16.25%

+7.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.30%

21.59%

+4.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.21%

21.04%

+2.17%

MGGIX vs. IWY - Expense Ratio Comparison

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


Dividends

MGGIX vs. IWY - Dividend Comparison

MGGIX has not paid dividends to shareholders, while IWY's dividend yield for the trailing twelve months is around 0.35%.


PositionTTM20252024202320222021202020192018201720162015
IWY
iShares Russell Top 200 Growth ETF
0.35%0.36%0.42%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%
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%

Frequently Asked Questions


MGGIX and IWY have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MGGIX has higher volatility (9.93%) compared to IWY (5.90%). In terms of maximum drawdown, MGGIX dropped -59.08% vs IWY's -32.68%.

IWY currently has the higher Sharpe Ratio (1.37 vs -0.09), 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.

Portfolio Optimizer

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