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MGGIX vs. PREIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MGGIX vs. PREIX - 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 T. Rowe Price Equity Index 500 Fund (PREIX). The values are adjusted to include any dividend payments, if applicable.

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MGGIX vs. PREIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGGIX
Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio
-14.91%1.86%27.50%49.70%-41.57%0.22%55.49%35.44%-5.65%49.45%
PREIX
T. Rowe Price Equity Index 500 Fund
-7.11%19.24%24.78%26.07%-18.27%28.48%18.17%31.47%-4.59%21.01%

Returns By Period

In the year-to-date period, MGGIX achieves a -14.91% return, which is significantly lower than PREIX's -7.11% return. Over the past 10 years, MGGIX has underperformed PREIX with an annualized return of 11.61%, while PREIX has yielded a comparatively higher 13.66% annualized return.


MGGIX

1D
0.17%
1M
-12.52%
YTD
-14.91%
6M
-25.77%
1Y
-12.12%
3Y*
11.13%
5Y*
-0.39%
10Y*
11.61%

PREIX

1D
-0.39%
1M
-7.70%
YTD
-7.11%
6M
-3.40%
1Y
15.76%
3Y*
17.48%
5Y*
11.51%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MGGIX vs. PREIX - Expense Ratio Comparison

MGGIX has a 0.95% expense ratio, which is higher than PREIX's 0.15% expense ratio.


Return for Risk

MGGIX vs. PREIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MGGIX
MGGIX Risk / Return Rank: 11
Overall Rank
MGGIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MGGIX Sortino Ratio Rank: 22
Sortino Ratio Rank
MGGIX Omega Ratio Rank: 11
Omega Ratio Rank
MGGIX Calmar Ratio Rank: 11
Calmar Ratio Rank
MGGIX Martin Ratio Rank: 11
Martin Ratio Rank

PREIX
PREIX Risk / Return Rank: 5252
Overall Rank
PREIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PREIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
PREIX Omega Ratio Rank: 5656
Omega Ratio Rank
PREIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
PREIX Martin Ratio Rank: 5959
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. PREIX - 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 T. Rowe Price Equity Index 500 Fund (PREIX). 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.


MGGIXPREIXDifference

Sharpe ratio

Return per unit of total volatility

-0.52

0.91

-1.43

Sortino ratio

Return per unit of downside risk

-0.56

1.40

-1.96

Omega ratio

Gain probability vs. loss probability

0.92

1.22

-0.30

Calmar ratio

Return relative to maximum drawdown

-0.55

1.16

-1.71

Martin ratio

Return relative to average drawdown

-1.49

5.66

-7.15

MGGIX vs. PREIX - Sharpe Ratio Comparison

The current MGGIX Sharpe Ratio is -0.52, which is lower than the PREIX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of MGGIX and PREIX, 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


MGGIXPREIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.52

0.91

-1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.68

-0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.76

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.59

-0.11

Correlation

The correlation between MGGIX and PREIX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MGGIX vs. PREIX - Dividend Comparison

MGGIX has not paid dividends to shareholders, while PREIX's dividend yield for the trailing twelve months is around 3.97%.


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%
PREIX
T. Rowe Price Equity Index 500 Fund
3.97%3.66%1.17%1.32%1.50%1.56%1.97%2.13%2.60%1.30%2.03%2.02%

Drawdowns

MGGIX vs. PREIX - Drawdown Comparison

The maximum MGGIX drawdown since its inception was -59.08%, which is greater than PREIX's maximum drawdown of -55.32%. Use the drawdown chart below to compare losses from any high point for MGGIX and PREIX.


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Drawdown Indicators


MGGIXPREIXDifference

Max Drawdown

Largest peak-to-trough decline

-59.08%

-55.32%

-3.76%

Max Drawdown (1Y)

Largest decline over 1 year

-27.65%

-12.12%

-15.53%

Max Drawdown (5Y)

Largest decline over 5 years

-51.02%

-24.60%

-26.42%

Max Drawdown (10Y)

Largest decline over 10 years

-51.60%

-33.81%

-17.79%

Current Drawdown

Current decline from peak

-27.53%

-8.93%

-18.60%

Average Drawdown

Average peak-to-trough decline

-11.17%

-8.76%

-2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.18%

2.49%

+7.69%

Volatility

MGGIX vs. PREIX - Volatility Comparison

Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX) has a higher volatility of 7.77% compared to T. Rowe Price Equity Index 500 Fund (PREIX) at 4.25%. This indicates that MGGIX's price experiences larger fluctuations and is considered to be riskier than PREIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGGIXPREIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.77%

4.25%

+3.52%

Volatility (6M)

Calculated over the trailing 6-month period

17.87%

9.03%

+8.84%

Volatility (1Y)

Calculated over the trailing 1-year period

24.52%

18.09%

+6.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.84%

16.95%

+8.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.87%

18.06%

+4.81%