MGGIX vs. YFSIX
MGGIX (Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio) and YFSIX (AMG Yacktman Global Fund) are both Global Equities funds. Over the past 5 years, MGGIX returned 1.88%/yr vs 9.02%/yr for YFSIX. Their 0.60 correlation means they have sometimes moved together and sometimes differently. Both charge a 0.95% expense ratio.
Performance
MGGIX vs. YFSIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MGGIX achieves a -0.11% return, which is significantly lower than YFSIX's 24.97% 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%
YFSIX
- 1D
- 3.06%
- 1M
- 4.28%
- 6M
- 14.11%
- YTD
- 24.97%
- 1Y
- 22.32%
- 3Y*
- 15.02%
- 5Y*
- 9.02%
- 10Y*
- —
- ALL TIME*
- 12.76%
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. YFSIX - 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% | 40.85% |
YFSIX AMG Yacktman Global Fund | 24.97% | 14.91% | -0.34% | 16.64% | -9.15% | 13.13% | 18.46% | 24.40% | 2.18% | 20.95% |
Correlation
The correlation between MGGIX and YFSIX is 0.52, 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. | 0.52 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.61 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2017 | 0.60 |
The correlation between MGGIX and YFSIX has been stable across timeframes, ranging from 0.52 to 0.61 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MGGIX vs. YFSIX — Risk / Return Rank
MGGIX
YFSIX
MGGIX vs. YFSIX - 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 AMG Yacktman Global Fund (YFSIX). 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 | YFSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.22 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 1.41 | -1.80 |
| Martin ratioReturn relative to average drawdown | -0.81 | 4.10 | -4.91 |
Loading charts...
Drawdowns
MGGIX vs. YFSIX - Drawdown Comparison
The maximum MGGIX drawdown since its inception was -59.08%, which is greater than YFSIX's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for MGGIX and YFSIX.
Loading charts...
Drawdown Indicators
| MGGIX | YFSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.08% | -35.10% | -23.98% |
Max Drawdown (1Y)Largest decline over 1 year | -27.65% | -14.20% | -13.45% |
Max Drawdown (3Y)Largest decline over 3 years | -27.65% | -14.20% | -13.45% |
Max Drawdown (5Y)Largest decline over 5 years | -51.02% | -25.14% | -25.88% |
Max Drawdown (10Y)Largest decline over 10 years | -51.60% | — | — |
Current DrawdownCurrent decline from peak | -14.93% | -2.55% | -12.38% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -4.89% | -6.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.29% | 4.86% | +8.43% |
Volatility
MGGIX vs. YFSIX - Volatility Comparison
Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX) has a higher volatility of 6.76% compared to AMG Yacktman Global Fund (YFSIX) at 5.69%. This indicates that MGGIX's price experiences larger fluctuations and is considered to be riskier than YFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MGGIX | YFSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.76% | 5.69% | +1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 18.92% | 15.90% | +3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.22% | 22.66% | +1.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.48% | 15.78% | +10.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.24% | 16.36% | +6.88% |
MGGIX vs. YFSIX - Expense Ratio Comparison
Both MGGIX and YFSIX have an expense ratio of 0.95%.
Dividends
MGGIX vs. YFSIX - Dividend Comparison
Neither MGGIX nor YFSIX has paid dividends to shareholders.
| 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% |
YFSIX AMG Yacktman Global Fund | 0.00% | 0.00% | 8.68% | 8.02% | 4.32% | 8.18% | 4.76% | 6.59% | 0.71% | 2.63% | 0.00% | 0.00% |
Frequently Asked Questions
MGGIX and YFSIX have a correlation of 0.52, 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 YFSIX (5.69%). In terms of maximum drawdown, MGGIX dropped -59.08% vs YFSIX's -35.10%.
YFSIX currently has the higher Sharpe Ratio (0.88 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.
Find the right allocation for MGGIX and YFSIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer