MGGIX vs. LISIX

In the year-to-date period, MGGIX achieves a -0.32% return, which is significantly higher than LISIX's -0.37% return. Over the past 10 years, MGGIX has outperformed LISIX with an annualized return of 9.53%, while LISIX has yielded a comparatively lower 1.49% annualized return.

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MGGIX has a 0.95% expense ratio, which is higher than LISIX's 0.80% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX) and Lazard International Strategic Equity Portfolio R6 (LISIX). 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 LISIX Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of MGGIX and LISIX, 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 LISIX's dividend yield for the trailing twelve months is around 0.19%.

The maximum MGGIX drawdown since its inception was -59.75%, roughly equal to the maximum LISIX drawdown of -58.85%. Use the drawdown chart below to compare losses from any high point for MGGIX and LISIX. For additional features, visit the drawdowns tool.

The current volatility for Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX) is 9.06%, while Lazard International Strategic Equity Portfolio R6 (LISIX) has a volatility of 12.98%. This indicates that MGGIX experiences smaller price fluctuations and is considered to be less risky than LISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.