MGGPX vs. VT
Compare and contrast key facts about Morgan Stanley Global Opportunity Portfolio Class A (MGGPX) and Vanguard Total World Stock ETF (VT).
MGGPX is a passively managed fund by Morgan Stanley that tracks the performance of the MSCI All Country World Index. It was launched on May 24, 2010. VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008. Both MGGPX and VT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
MGGPX vs. VT - Performance Comparison
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MGGPX vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MGGPX Morgan Stanley Global Opportunity Portfolio Class A | -14.99% | 0.77% | 27.16% | 49.29% | -41.77% | -0.05% | 55.05% | 35.03% | -5.96% | 49.03% |
VT Vanguard Total World Stock ETF | -1.71% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Returns By Period
In the year-to-date period, MGGPX achieves a -14.99% return, which is significantly lower than VT's -1.71% return. Both investments have delivered pretty close results over the past 10 years, with MGGPX having a 11.19% annualized return and VT not far ahead at 11.53%.
MGGPX
- 1D
- 0.14%
- 1M
- -12.56%
- YTD
- -14.99%
- 6M
- -26.48%
- 1Y
- -13.08%
- 3Y*
- 10.50%
- 5Y*
- -0.84%
- 10Y*
- 11.19%
VT
- 1D
- 3.08%
- 1M
- -6.22%
- YTD
- -1.71%
- 6M
- 1.42%
- 1Y
- 21.53%
- 3Y*
- 16.86%
- 5Y*
- 9.22%
- 10Y*
- 11.53%
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MGGPX vs. VT - Expense Ratio Comparison
MGGPX has a 1.25% expense ratio, which is higher than VT's 0.06% expense ratio.
Return for Risk
MGGPX vs. VT — Risk / Return Rank
MGGPX
VT
MGGPX vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Global Opportunity Portfolio Class A (MGGPX) and Vanguard Total World Stock ETF (VT). 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.
| MGGPX | VT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.55 | 1.25 | -1.81 |
Sortino ratioReturn per unit of downside risk | -0.60 | 1.84 | -2.45 |
Omega ratioGain probability vs. loss probability | 0.91 | 1.27 | -0.37 |
Calmar ratioReturn relative to maximum drawdown | -0.57 | 1.83 | -2.40 |
Martin ratioReturn relative to average drawdown | -1.53 | 8.51 | -10.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MGGPX | VT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.55 | 1.25 | -1.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.58 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.67 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.40 | +0.22 |
Correlation
The correlation between MGGPX and VT is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MGGPX vs. VT - Dividend Comparison
MGGPX has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.82%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGGPX Morgan Stanley Global Opportunity Portfolio Class A | 0.00% | 0.00% | 9.95% | 2.27% | 24.31% | 5.14% | 1.20% | 0.00% | 0.82% | 0.40% | 7.23% | 1.29% |
VT Vanguard Total World Stock ETF | 1.82% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Drawdowns
MGGPX vs. VT - Drawdown Comparison
The maximum MGGPX drawdown since its inception was -51.83%, roughly equal to the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for MGGPX and VT.
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Drawdown Indicators
| MGGPX | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.83% | -50.27% | -1.56% |
Max Drawdown (1Y)Largest decline over 1 year | -28.32% | -11.84% | -16.48% |
Max Drawdown (5Y)Largest decline over 5 years | -51.14% | -26.38% | -24.76% |
Max Drawdown (10Y)Largest decline over 10 years | -51.83% | -34.24% | -17.59% |
Current DrawdownCurrent decline from peak | -28.22% | -6.89% | -21.33% |
Average DrawdownAverage peak-to-trough decline | -9.36% | -7.08% | -2.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.55% | 2.55% | +8.00% |
Volatility
MGGPX vs. VT - Volatility Comparison
Morgan Stanley Global Opportunity Portfolio Class A (MGGPX) has a higher volatility of 7.77% compared to Vanguard Total World Stock ETF (VT) at 6.33%. This indicates that MGGPX's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGGPX | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.77% | 6.33% | +1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 18.41% | 9.95% | +8.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.89% | 17.24% | +7.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.92% | 15.98% | +9.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.92% | 17.20% | +5.72% |