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MGKQX vs. CAF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MGKQX vs. CAF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Global Permanence Portfolio (MGKQX) and Morgan Stanley China A Share Fund (CAF). The values are adjusted to include any dividend payments, if applicable.

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MGKQX vs. CAF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MGKQX
Morgan Stanley Global Permanence Portfolio
-3.40%5.52%10.81%20.89%-19.81%19.55%27.09%6.40%
CAF
Morgan Stanley China A Share Fund
-0.35%41.51%0.34%-9.39%-30.41%-1.77%12.74%-2.79%

Returns By Period

In the year-to-date period, MGKQX achieves a -3.40% return, which is significantly lower than CAF's -0.35% return.


MGKQX

1D
3.56%
1M
-4.75%
YTD
-3.40%
6M
-21.98%
1Y
-2.35%
3Y*
6.27%
5Y*
4.57%
10Y*

CAF

1D
-1.14%
1M
-4.89%
YTD
-0.35%
6M
3.42%
1Y
35.06%
3Y*
8.23%
5Y*
-3.25%
10Y*
4.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MGKQX vs. CAF - Expense Ratio Comparison

MGKQX has a 0.95% expense ratio, which is lower than CAF's 1.67% expense ratio.


Return for Risk

MGKQX vs. CAF — Risk / Return Rank

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

MGKQX
MGKQX Risk / Return Rank: 44
Overall Rank
MGKQX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
MGKQX Sortino Ratio Rank: 44
Sortino Ratio Rank
MGKQX Omega Ratio Rank: 44
Omega Ratio Rank
MGKQX Calmar Ratio Rank: 44
Calmar Ratio Rank
MGKQX Martin Ratio Rank: 44
Martin Ratio Rank

CAF
CAF Risk / Return Rank: 8686
Overall Rank
CAF Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CAF Sortino Ratio Rank: 8686
Sortino Ratio Rank
CAF Omega Ratio Rank: 8080
Omega Ratio Rank
CAF Calmar Ratio Rank: 9292
Calmar Ratio Rank
CAF Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MGKQX vs. CAF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Global Permanence Portfolio (MGKQX) and Morgan Stanley China A Share Fund (CAF). 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.


MGKQXCAFDifference

Sharpe ratio

Return per unit of total volatility

-0.06

1.78

-1.85

Sortino ratio

Return per unit of downside risk

0.10

2.44

-2.34

Omega ratio

Gain probability vs. loss probability

1.02

1.34

-0.32

Calmar ratio

Return relative to maximum drawdown

-0.16

3.00

-3.16

Martin ratio

Return relative to average drawdown

-0.38

9.93

-10.31

MGKQX vs. CAF - Sharpe Ratio Comparison

The current MGKQX Sharpe Ratio is -0.06, which is lower than the CAF Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of MGKQX and CAF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MGKQXCAFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

1.78

-1.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

-0.15

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.26

+0.10

Correlation

The correlation between MGKQX and CAF is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MGKQX vs. CAF - Dividend Comparison

MGKQX has not paid dividends to shareholders, while CAF's dividend yield for the trailing twelve months is around 1.52%.


TTM20252024202320222021202020192018201720162015
MGKQX
Morgan Stanley Global Permanence Portfolio
0.00%0.00%21.29%5.29%1.80%16.33%0.74%0.00%0.00%0.00%0.00%0.00%
CAF
Morgan Stanley China A Share Fund
1.52%1.51%2.63%0.96%0.02%6.57%10.40%3.78%9.48%5.20%4.69%67.03%

Drawdowns

MGKQX vs. CAF - Drawdown Comparison

The maximum MGKQX drawdown since its inception was -33.07%, smaller than the maximum CAF drawdown of -65.88%. Use the drawdown chart below to compare losses from any high point for MGKQX and CAF.


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Drawdown Indicators


MGKQXCAFDifference

Max Drawdown

Largest peak-to-trough decline

-33.07%

-65.88%

+32.81%

Max Drawdown (1Y)

Largest decline over 1 year

-25.97%

-11.38%

-14.59%

Max Drawdown (5Y)

Largest decline over 5 years

-30.96%

-49.01%

+18.05%

Max Drawdown (10Y)

Largest decline over 10 years

-49.01%

Current Drawdown

Current decline from peak

-23.27%

-18.37%

-4.90%

Average Drawdown

Average peak-to-trough decline

-8.25%

-26.04%

+17.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.84%

3.46%

+7.38%

Volatility

MGKQX vs. CAF - Volatility Comparison

Morgan Stanley Global Permanence Portfolio (MGKQX) has a higher volatility of 6.88% compared to Morgan Stanley China A Share Fund (CAF) at 6.42%. This indicates that MGKQX's price experiences larger fluctuations and is considered to be riskier than CAF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGKQXCAFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

6.42%

+0.46%

Volatility (6M)

Calculated over the trailing 6-month period

24.31%

13.89%

+10.42%

Volatility (1Y)

Calculated over the trailing 1-year period

27.28%

19.77%

+7.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.62%

21.19%

+2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.84%

21.90%

+1.94%