MGGIX vs. VMVFX
Compare and contrast key facts about Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX).
MGGIX is managed by T. Rowe Price. It was launched on May 29, 2008. VMVFX is managed by Vanguard. It was launched on Dec 12, 2013.
Performance
MGGIX vs. VMVFX - Performance Comparison
Loading graphics...
MGGIX vs. VMVFX - 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% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 1.71% | 12.74% | 13.38% | 7.82% | -4.48% | 23.74% | -3.99% | 23.28% | -1.79% | 15.93% |
Returns By Period
In the year-to-date period, MGGIX achieves a -14.91% return, which is significantly lower than VMVFX's 1.71% return. Over the past 10 years, MGGIX has outperformed VMVFX with an annualized return of 11.61%, while VMVFX has yielded a comparatively lower 9.02% 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%
VMVFX
- 1D
- 0.25%
- 1M
- -5.81%
- YTD
- 1.71%
- 6M
- 2.90%
- 1Y
- 8.07%
- 3Y*
- 11.40%
- 5Y*
- 9.94%
- 10Y*
- 9.02%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MGGIX vs. VMVFX - Expense Ratio Comparison
MGGIX has a 0.95% expense ratio, which is higher than VMVFX's 0.21% expense ratio.
Return for Risk
MGGIX vs. VMVFX — Risk / Return Rank
MGGIX
VMVFX
MGGIX vs. VMVFX - 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 Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX). 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 | VMVFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.52 | 0.90 | -1.43 |
Sortino ratioReturn per unit of downside risk | -0.56 | 1.30 | -1.86 |
Omega ratioGain probability vs. loss probability | 0.92 | 1.20 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | -0.55 | 1.06 | -1.61 |
Martin ratioReturn relative to average drawdown | -1.49 | 5.20 | -6.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MGGIX | VMVFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.52 | 0.90 | -1.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.93 | -0.95 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.72 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.78 | -0.31 |
Correlation
The correlation between MGGIX and VMVFX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MGGIX vs. VMVFX - Dividend Comparison
MGGIX has not paid dividends to shareholders, while VMVFX's dividend yield for the trailing twelve months is around 9.81%.
| 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% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 9.81% | 9.98% | 3.77% | 3.05% | 4.96% | 12.73% | 2.02% | 5.12% | 7.27% | 2.30% | 2.71% | 3.22% |
Drawdowns
MGGIX vs. VMVFX - Drawdown Comparison
The maximum MGGIX drawdown since its inception was -59.08%, which is greater than VMVFX's maximum drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for MGGIX and VMVFX.
Loading graphics...
Drawdown Indicators
| MGGIX | VMVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.08% | -33.09% | -25.99% |
Max Drawdown (1Y)Largest decline over 1 year | -27.65% | -7.96% | -19.69% |
Max Drawdown (5Y)Largest decline over 5 years | -51.02% | -13.02% | -38.00% |
Max Drawdown (10Y)Largest decline over 10 years | -51.60% | -33.09% | -18.51% |
Current DrawdownCurrent decline from peak | -27.53% | -6.03% | -21.50% |
Average DrawdownAverage peak-to-trough decline | -11.17% | -2.84% | -8.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.18% | 1.63% | +8.55% |
Volatility
MGGIX vs. VMVFX - Volatility Comparison
Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX) has a higher volatility of 7.77% compared to Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) at 2.61%. This indicates that MGGIX's price experiences larger fluctuations and is considered to be riskier than VMVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MGGIX | VMVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.77% | 2.61% | +5.16% |
Volatility (6M)Calculated over the trailing 6-month period | 17.87% | 4.87% | +13.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.52% | 10.02% | +14.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.84% | 10.75% | +15.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.87% | 12.48% | +10.39% |