PortfoliosLab logo
MGGPX vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MGGPX and VT is 0.79, 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.


Performance

MGGPX vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Global Opportunity Portfolio Class A (MGGPX) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

MGGPX:

0.70

VT:

0.69

Sortino Ratio

MGGPX:

1.08

VT:

1.11

Omega Ratio

MGGPX:

1.16

VT:

1.16

Calmar Ratio

MGGPX:

0.43

VT:

0.76

Martin Ratio

MGGPX:

2.19

VT:

3.33

Ulcer Index

MGGPX:

7.72%

VT:

3.77%

Daily Std Dev

MGGPX:

23.74%

VT:

17.74%

Max Drawdown

MGGPX:

-60.49%

VT:

-50.27%

Current Drawdown

MGGPX:

-23.65%

VT:

-0.10%

Returns By Period

In the year-to-date period, MGGPX achieves a 12.09% return, which is significantly higher than VT's 5.75% return. Both investments have delivered pretty close results over the past 10 years, with MGGPX having a 8.76% annualized return and VT not far ahead at 9.14%.


MGGPX

YTD

12.09%

1M

16.61%

6M

1.31%

1Y

16.50%

3Y*

13.17%

5Y*

4.27%

10Y*

8.76%

VT

YTD

5.75%

1M

11.38%

6M

4.71%

1Y

12.17%

3Y*

13.91%

5Y*

14.23%

10Y*

9.14%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MGGPX vs. VT - Expense Ratio Comparison

MGGPX has a 1.25% expense ratio, which is higher than VT's 0.07% expense ratio.


Risk-Adjusted Performance

MGGPX vs. VT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MGGPX
The Risk-Adjusted Performance Rank of MGGPX is 6565
Overall Rank
The Sharpe Ratio Rank of MGGPX is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of MGGPX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of MGGPX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of MGGPX is 5656
Calmar Ratio Rank
The Martin Ratio Rank of MGGPX is 6161
Martin Ratio Rank

VT
The Risk-Adjusted Performance Rank of VT is 7070
Overall Rank
The Sharpe Ratio Rank of VT is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VT is 7070
Omega Ratio Rank
The Calmar Ratio Rank of VT is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VT is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MGGPX vs. VT - Risk-Adjusted Performance 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.


The current MGGPX Sharpe Ratio is 0.70, which is comparable to the VT Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of MGGPX and VT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

MGGPX vs. VT - Dividend Comparison

MGGPX's dividend yield for the trailing twelve months is around 8.88%, more than VT's 1.82% yield.


TTM20242023202220212020201920182017201620152014
MGGPX
Morgan Stanley Global Opportunity Portfolio Class A
8.88%9.95%2.27%24.31%5.14%1.20%0.00%0.82%0.40%7.23%1.29%6.31%
VT
Vanguard Total World Stock ETF
1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%

Drawdowns

MGGPX vs. VT - Drawdown Comparison

The maximum MGGPX drawdown since its inception was -60.49%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for MGGPX and VT. For additional features, visit the drawdowns tool.


Loading data...

Volatility

MGGPX vs. VT - Volatility Comparison

Morgan Stanley Global Opportunity Portfolio Class A (MGGPX) has a higher volatility of 5.29% compared to Vanguard Total World Stock ETF (VT) at 3.70%. 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.


Loading data...