MGGIX vs. TRBCX
MGGIX (Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio) and TRBCX (T. Rowe Price Blue Chip Growth Fund) are both mutual funds - MGGIX is a Global Equities fund managed by T. Rowe Price, while TRBCX is a Large Cap Growth Equities fund actively managed by T. Rowe Price. Over the past 10 years, MGGIX returned 12.60%/yr vs 16.29%/yr for TRBCX. Their correlation of 0.86 means they have usually moved in the same direction. MGGIX charges 0.95%/yr vs 0.69%/yr for TRBCX.
Performance
MGGIX vs. TRBCX - Performance Comparison
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Returns By Period
In the year-to-date period, MGGIX achieves a -0.11% return, which is significantly higher than TRBCX's -3.32% return. Over the past 10 years, MGGIX has underperformed TRBCX with an annualized return of 12.60%, while TRBCX has yielded a comparatively higher 16.29% 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%
TRBCX
- 1D
- 2.29%
- 1M
- -2.45%
- 6M
- -1.39%
- YTD
- -3.32%
- 1Y
- 5.18%
- 3Y*
- 22.26%
- 5Y*
- 9.76%
- 10Y*
- 16.29%
- ALL TIME*
- 11.96%
Liquidity Comparison
| Position | Avg. 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. TRBCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TRBCX T. Rowe Price Blue Chip Growth Fund | -3.32% | 18.78% | 48.46% | 49.42% | -38.57% | 17.54% | 34.73% | 29.97% | 2.00% | 36.54% |
Correlation
The correlation between MGGIX and TRBCX is 0.77, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.77 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since May 30, 2008 | 0.86 |
The correlation between MGGIX and TRBCX has been stable across timeframes, ranging from 0.77 to 0.86 - a consistent structural relationship.
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Return for Risk
MGGIX vs. TRBCX — Risk / Return Rank
MGGIX
TRBCX
MGGIX vs. TRBCX - 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 Blue Chip Growth Fund (TRBCX). 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.
| MGGIX | TRBCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.05 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 0.22 | -0.61 |
| Martin ratioReturn relative to average drawdown | -0.81 | 0.65 | -1.46 |
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Drawdowns
MGGIX vs. TRBCX - Drawdown Comparison
The maximum MGGIX drawdown since its inception was -59.08%, which is greater than TRBCX's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for MGGIX and TRBCX.
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Drawdown Indicators
| MGGIX | TRBCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.08% | -54.56% | -4.52% |
Max Drawdown (1Y)Largest decline over 1 year | -27.65% | -17.01% | -10.64% |
Max Drawdown (3Y)Largest decline over 3 years | -27.65% | -23.08% | -4.57% |
Max Drawdown (5Y)Largest decline over 5 years | -51.02% | -43.63% | -7.39% |
Max Drawdown (10Y)Largest decline over 10 years | -51.60% | -43.63% | -7.97% |
Current DrawdownCurrent decline from peak | -14.93% | -8.98% | -5.95% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -11.28% | +0.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.29% | 5.65% | +7.64% |
Volatility
MGGIX vs. TRBCX - Volatility Comparison
Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX) has a higher volatility of 6.76% compared to T. Rowe Price Blue Chip Growth Fund (TRBCX) at 5.92%. This indicates that MGGIX's price experiences larger fluctuations and is considered to be riskier than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGGIX | TRBCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.76% | 5.92% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 18.92% | 15.42% | +3.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.22% | 18.58% | +5.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.48% | 24.27% | +2.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.24% | 22.88% | +0.36% |
MGGIX vs. TRBCX - Expense Ratio Comparison
MGGIX has a 0.95% expense ratio, which is higher than TRBCX's 0.69% expense ratio.
Dividends
MGGIX vs. TRBCX - Dividend Comparison
MGGIX has not paid dividends to shareholders, while TRBCX's dividend yield for the trailing twelve months is around 5.43%.
| Position | 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% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 5.43% | 5.25% | 18.16% | 3.49% | 5.87% | 9.38% | 1.19% | 0.36% | 2.44% | 2.94% | 0.67% | 3.26% |
Frequently Asked Questions
MGGIX and TRBCX 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 (6.76%) compared to TRBCX (5.92%). In terms of maximum drawdown, MGGIX dropped -59.08% vs TRBCX's -54.56%.
TRBCX currently has the higher Sharpe Ratio (0.20 vs -0.44), 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.
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