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MGGPX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between MGGPX and ^GSPC 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.


-0.50.00.51.00.8

Performance

MGGPX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Global Opportunity Portfolio Class A (MGGPX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
2.43%
3.10%
MGGPX
^GSPC

Key characteristics

Sharpe Ratio

MGGPX:

0.76

^GSPC:

1.74

Sortino Ratio

MGGPX:

1.08

^GSPC:

2.35

Omega Ratio

MGGPX:

1.15

^GSPC:

1.32

Calmar Ratio

MGGPX:

0.34

^GSPC:

2.62

Martin Ratio

MGGPX:

3.37

^GSPC:

10.82

Ulcer Index

MGGPX:

4.17%

^GSPC:

2.05%

Daily Std Dev

MGGPX:

18.40%

^GSPC:

12.77%

Max Drawdown

MGGPX:

-60.49%

^GSPC:

-56.78%

Current Drawdown

MGGPX:

-32.12%

^GSPC:

-4.06%

Returns By Period

In the year-to-date period, MGGPX achieves a -0.34% return, which is significantly higher than ^GSPC's -0.66% return. Over the past 10 years, MGGPX has underperformed ^GSPC with an annualized return of 8.94%, while ^GSPC has yielded a comparatively higher 11.24% annualized return.


MGGPX

YTD

-0.34%

1M

-12.60%

6M

2.43%

1Y

13.72%

5Y*

1.77%

10Y*

8.94%

^GSPC

YTD

-0.66%

1M

-3.44%

6M

3.10%

1Y

22.14%

5Y*

12.04%

10Y*

11.24%

*Annualized

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Risk-Adjusted Performance

MGGPX vs. ^GSPC — 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 5353
Overall Rank
The Sharpe Ratio Rank of MGGPX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of MGGPX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of MGGPX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of MGGPX is 4242
Calmar Ratio Rank
The Martin Ratio Rank of MGGPX is 5757
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 9090
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8787
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 9090
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9393
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. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Global Opportunity Portfolio Class A (MGGPX) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for MGGPX, currently valued at 0.76, compared to the broader market-1.000.001.002.003.004.000.761.74
The chart of Sortino ratio for MGGPX, currently valued at 1.08, compared to the broader market0.002.004.006.008.0010.001.082.35
The chart of Omega ratio for MGGPX, currently valued at 1.15, compared to the broader market1.002.003.001.151.32
The chart of Calmar ratio for MGGPX, currently valued at 0.34, compared to the broader market0.005.0010.0015.000.342.62
The chart of Martin ratio for MGGPX, currently valued at 3.37, compared to the broader market0.0020.0040.0060.003.3710.82
MGGPX
^GSPC

The current MGGPX Sharpe Ratio is 0.76, which is lower than the ^GSPC Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of MGGPX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
0.76
1.74
MGGPX
^GSPC

Drawdowns

MGGPX vs. ^GSPC - Drawdown Comparison

The maximum MGGPX drawdown since its inception was -60.49%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for MGGPX and ^GSPC. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-32.12%
-4.06%
MGGPX
^GSPC

Volatility

MGGPX vs. ^GSPC - Volatility Comparison

Morgan Stanley Global Opportunity Portfolio Class A (MGGPX) has a higher volatility of 9.59% compared to S&P 500 (^GSPC) at 4.57%. This indicates that MGGPX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
9.59%
4.57%
MGGPX
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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