MGGIX vs. PRGSX
Compare and contrast key facts about Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX) and T. Rowe Price Global Stock Fund (PRGSX).
MGGIX is managed by T. Rowe Price. It was launched on May 29, 2008. PRGSX is managed by T. Rowe Price. It was launched on Dec 28, 1995.
Performance
MGGIX vs. PRGSX - Performance Comparison
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MGGIX vs. PRGSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
PRGSX T. Rowe Price Global Stock Fund | -6.43% | 21.42% | 16.80% | 25.70% | -28.01% | 9.81% | 52.29% | 35.84% | -4.51% | 32.64% |
Returns By Period
In the year-to-date period, MGGIX achieves a -14.91% return, which is significantly lower than PRGSX's -6.43% return. Over the past 10 years, MGGIX has underperformed PRGSX with an annualized return of 11.61%, while PRGSX has yielded a comparatively higher 14.22% 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%
PRGSX
- 1D
- -1.26%
- 1M
- -11.35%
- YTD
- -6.43%
- 6M
- -2.35%
- 1Y
- 17.79%
- 3Y*
- 15.41%
- 5Y*
- 5.04%
- 10Y*
- 14.22%
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MGGIX vs. PRGSX - Expense Ratio Comparison
MGGIX has a 0.95% expense ratio, which is higher than PRGSX's 0.82% expense ratio.
Return for Risk
MGGIX vs. PRGSX — Risk / Return Rank
MGGIX
PRGSX
MGGIX vs. PRGSX - 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 Global Stock Fund (PRGSX). 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.
| MGGIX | PRGSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.52 | 0.83 | -1.35 |
Sortino ratioReturn per unit of downside risk | -0.56 | 1.25 | -1.81 |
Omega ratioGain probability vs. loss probability | 0.92 | 1.18 | -0.26 |
Calmar ratioReturn relative to maximum drawdown | -0.55 | 1.19 | -1.74 |
Martin ratioReturn relative to average drawdown | -1.49 | 4.56 | -6.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MGGIX | PRGSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.52 | 0.83 | -1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.26 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.73 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.48 | 0.00 |
Correlation
The correlation between MGGIX and PRGSX is 0.88, 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. PRGSX - Dividend Comparison
MGGIX has not paid dividends to shareholders, while PRGSX's dividend yield for the trailing twelve months is around 10.26%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PRGSX T. Rowe Price Global Stock Fund | 10.26% | 9.60% | 6.73% | 0.27% | 0.00% | 13.67% | 5.67% | 2.21% | 5.81% | 0.03% | 0.63% | 0.33% |
Drawdowns
MGGIX vs. PRGSX - Drawdown Comparison
The maximum MGGIX drawdown since its inception was -59.08%, smaller than the maximum PRGSX drawdown of -64.06%. Use the drawdown chart below to compare losses from any high point for MGGIX and PRGSX.
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Drawdown Indicators
| MGGIX | PRGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.08% | -64.06% | +4.98% |
Max Drawdown (1Y)Largest decline over 1 year | -27.65% | -12.85% | -14.80% |
Max Drawdown (5Y)Largest decline over 5 years | -51.02% | -38.11% | -12.91% |
Max Drawdown (10Y)Largest decline over 10 years | -51.60% | -38.11% | -13.49% |
Current DrawdownCurrent decline from peak | -27.53% | -12.77% | -14.76% |
Average DrawdownAverage peak-to-trough decline | -11.17% | -13.55% | +2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.18% | 3.35% | +6.83% |
Volatility
MGGIX vs. PRGSX - Volatility Comparison
Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX) and T. Rowe Price Global Stock Fund (PRGSX) have volatilities of 7.77% and 7.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGGIX | PRGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.77% | 7.68% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 17.87% | 14.04% | +3.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.52% | 21.04% | +3.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.84% | 19.42% | +6.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.87% | 19.61% | +3.26% |