MGGIX vs. YFSNX
MGGIX (Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio) and YFSNX (AMG Yacktman Global Fund Class N) are both Global Equities funds. Over the past 5 years, MGGIX returned 1.88%/yr vs 8.83%/yr for YFSNX. Their 0.60 correlation means they have sometimes moved together and sometimes differently. MGGIX charges 0.95%/yr vs 1.11%/yr for YFSNX.
Performance
MGGIX vs. YFSNX - Performance Comparison
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Returns By Period
In the year-to-date period, MGGIX achieves a -0.11% return, which is significantly lower than YFSNX's 24.78% 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%
YFSNX
- 1D
- 3.07%
- 1M
- 4.24%
- 6M
- 13.98%
- YTD
- 24.78%
- 1Y
- 22.21%
- 3Y*
- 14.84%
- 5Y*
- 8.83%
- 10Y*
- —
- ALL TIME*
- 12.65%
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. YFSNX - 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% |
YFSNX AMG Yacktman Global Fund Class N | 24.78% | 14.79% | -0.47% | 16.48% | -9.39% | 13.00% | 18.32% | 24.48% | 2.18% | 20.95% |
Correlation
The correlation between MGGIX and YFSNX 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. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2017 | 0.60 |
The correlation between MGGIX and YFSNX has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.
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Return for Risk
MGGIX vs. YFSNX — Risk / Return Rank
MGGIX
YFSNX
MGGIX vs. YFSNX - 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 Class N (YFSNX). 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 | YFSNX | 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 | 1.42 | -1.81 |
| Martin ratioReturn relative to average drawdown | -0.81 | 4.11 | -4.91 |
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Drawdowns
MGGIX vs. YFSNX - Drawdown Comparison
The maximum MGGIX drawdown since its inception was -59.08%, which is greater than YFSNX's maximum drawdown of -35.14%. Use the drawdown chart below to compare losses from any high point for MGGIX and YFSNX.
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Drawdown Indicators
| MGGIX | YFSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.08% | -35.14% | -23.94% |
Max Drawdown (1Y)Largest decline over 1 year | -27.65% | -14.09% | -13.56% |
Max Drawdown (3Y)Largest decline over 3 years | -27.65% | -14.29% | -13.36% |
Max Drawdown (5Y)Largest decline over 5 years | -51.02% | -25.26% | -25.76% |
Max Drawdown (10Y)Largest decline over 10 years | -51.60% | — | — |
Current DrawdownCurrent decline from peak | -14.93% | -2.61% | -12.32% |
Average DrawdownAverage peak-to-trough decline | -11.24% | -4.94% | -6.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.29% | 4.84% | +8.45% |
Volatility
MGGIX vs. YFSNX - Volatility Comparison
Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX) has a higher volatility of 6.76% compared to AMG Yacktman Global Fund Class N (YFSNX) at 5.71%. This indicates that MGGIX's price experiences larger fluctuations and is considered to be riskier than YFSNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGGIX | YFSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.76% | 5.71% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 18.92% | 15.88% | +3.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.22% | 22.56% | +1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.48% | 15.76% | +10.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.24% | 16.35% | +6.89% |
MGGIX vs. YFSNX - Expense Ratio Comparison
MGGIX has a 0.95% expense ratio, which is lower than YFSNX's 1.11% expense ratio.
Dividends
MGGIX vs. YFSNX - Dividend Comparison
Neither MGGIX nor YFSNX 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% |
YFSNX AMG Yacktman Global Fund Class N | 0.00% | 0.00% | 8.40% | 7.86% | 4.33% | 8.06% | 4.71% | 6.59% | 0.71% | 2.63% | 0.00% | 0.00% |
Frequently Asked Questions
MGGIX and YFSNX 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 YFSNX (5.71%). In terms of maximum drawdown, MGGIX dropped -59.08% vs YFSNX's -35.14%.
YFSNX currently has the higher Sharpe Ratio (0.89 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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