MGGPX vs. ACWI

In the year-to-date period, MGGPX achieves a 12.70% return, which is significantly higher than ACWI's 5.90% return. Both investments have delivered pretty close results over the past 10 years, with MGGPX having a 8.82% annualized return and ACWI not far ahead at 9.25%.

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MGGPX has a 1.25% expense ratio, which is higher than ACWI's 0.32% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Global Opportunity Portfolio Class A (MGGPX) and iShares MSCI ACWI ETF (ACWI). 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.

The current MGGPX Sharpe Ratio is 0.73, which is comparable to the ACWI Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of MGGPX and ACWI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MGGPX has not paid dividends to shareholders, while ACWI's dividend yield for the trailing twelve months is around 1.61%.

The maximum MGGPX drawdown since its inception was -60.49%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for MGGPX and ACWI. For additional features, visit the drawdowns tool.

Morgan Stanley Global Opportunity Portfolio Class A (MGGPX) has a higher volatility of 5.76% compared to iShares MSCI ACWI ETF (ACWI) at 4.26%. This indicates that MGGPX's price experiences larger fluctuations and is considered to be riskier than ACWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.