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MGGIX vs. PRMTX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MGGIX vs. PRMTX - 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 Communications & Technology Fund (PRMTX). 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 -0.11% return, which is significantly higher than PRMTX's -5.92% return. Over the past 10 years, MGGIX has underperformed PRMTX with an annualized return of 12.60%, while PRMTX has yielded a comparatively higher 13.94% annualized return.


MGGIX

1D
2.63%
1M
-4.10%
6M
0.91%
YTD
-0.11%
1Y
-8.62%
3Y*
11.17%
5Y*
1.88%
10Y*
12.60%
ALL TIME*
11.72%

PRMTX

1D
0.85%
1M
-5.00%
6M
-4.16%
YTD
-5.92%
1Y
-6.58%
3Y*
17.24%
5Y*
3.71%
10Y*
13.94%
ALL TIME*
14.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

MGGIX vs. PRMTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGGIX
Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio
-0.11%1.86%27.50%49.70%-41.57%0.22%55.49%35.44%-5.65%49.45%
PRMTX
T. Rowe Price Communications & Technology Fund
-5.92%6.86%48.75%39.30%-40.90%9.81%53.69%35.69%-1.85%33.00%

Correlation

The correlation between MGGIX and PRMTX is 0.84, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.84

Correlation (3Y)
Balances recent behavior with more history.

0.86

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.89

Correlation (10Y)
Provides a long-term view across more market conditions.

0.89

Correlation (All Time)
Calculated using the full available price history since May 30, 2008

0.88

The correlation between MGGIX and PRMTX has been stable across timeframes, ranging from 0.84 to 0.89 - a consistent structural relationship.

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Return for Risk

MGGIX vs. PRMTX — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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: 22
Sortino Ratio Rank
MGGIX Omega Ratio Rank: 22
Omega Ratio Rank
MGGIX Calmar Ratio Rank: 22
Calmar Ratio Rank
MGGIX Martin Ratio Rank: 22
Martin Ratio Rank

PRMTX
PRMTX Risk / Return Rank: 11
Overall Rank
PRMTX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
PRMTX Sortino Ratio Rank: 11
Sortino Ratio Rank
PRMTX Omega Ratio Rank: 22
Omega Ratio Rank
PRMTX Calmar Ratio Rank: 11
Calmar Ratio Rank
PRMTX Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MGGIX vs. PRMTX - 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 Communications & Technology Fund (PRMTX). 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.


MGGIXPRMTXDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

0.94

0.94

0.00

Calmar ratioReturn relative to maximum drawdown

-0.39

-0.43

+0.04

Martin ratioReturn relative to average drawdown

-0.81

-0.92

+0.11

MGGIX vs. PRMTX - Sharpe Ratio Comparison

The current MGGIX Sharpe Ratio is -0.44, which is comparable to the PRMTX Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of MGGIX and PRMTX, 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. PRMTX - Drawdown Comparison

The maximum MGGIX drawdown since its inception was -59.08%, smaller than the maximum PRMTX drawdown of -66.30%. Use the drawdown chart below to compare losses from any high point for MGGIX and PRMTX.


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Drawdown Indicators


MGGIXPRMTXDifference

Max Drawdown

Largest peak-to-trough decline

-59.08%

-66.30%

+7.22%

Max Drawdown (1Y)

Largest decline over 1 year

-27.65%

-17.29%

-10.36%

Max Drawdown (3Y)

Largest decline over 3 years

-27.65%

-20.69%

-6.96%

Max Drawdown (5Y)

Largest decline over 5 years

-51.02%

-47.17%

-3.85%

Max Drawdown (10Y)

Largest decline over 10 years

-51.60%

-47.17%

-4.43%

Current Drawdown

Current decline from peak

-14.93%

-13.34%

-1.59%

Average Drawdown

Average peak-to-trough decline

-11.24%

-13.92%

+2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.29%

8.03%

+5.26%

Volatility

MGGIX vs. PRMTX - Volatility Comparison

Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX) has a higher volatility of 6.76% compared to T. Rowe Price Communications & Technology Fund (PRMTX) at 5.73%. This indicates that MGGIX's price experiences larger fluctuations and is considered to be riskier than PRMTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGGIXPRMTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.76%

5.73%

+1.03%

Volatility (6M)

Calculated over the trailing 6-month period

18.92%

13.46%

+5.46%

Volatility (1Y)

Calculated over the trailing 1-year period

24.22%

16.16%

+8.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.48%

21.79%

+4.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.24%

20.99%

+2.25%

MGGIX vs. PRMTX - Expense Ratio Comparison

MGGIX has a 0.95% expense ratio, which is higher than PRMTX's 0.77% expense ratio.


Dividends

MGGIX vs. PRMTX - Dividend Comparison

MGGIX has not paid dividends to shareholders, while PRMTX's dividend yield for the trailing twelve months is around 26.81%.


PositionTTM20252024202320222021202020192018201720162015
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%
PRMTX
T. Rowe Price Communications & Technology Fund
26.81%25.23%14.78%7.74%17.50%8.35%5.29%2.45%1.28%2.35%2.24%3.20%

Frequently Asked Questions


MGGIX and PRMTX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MGGIX has higher volatility (6.76%) compared to PRMTX (5.73%). In terms of maximum drawdown, MGGIX dropped -59.08% vs PRMTX's -66.30%.

MGGIX currently has the higher Sharpe Ratio (-0.44 vs -0.46), 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

Find the right allocation for MGGIX and PRMTX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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