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MGKQX vs. DINDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MGKQX vs. DINDX - Performance Comparison

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

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MGKQX vs. DINDX - 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%
DINDX
Morgan Stanley Global Fixed Income Opportunities Fund
0.00%8.28%6.76%8.49%-7.06%0.01%5.10%4.81%

Returns By Period


MGKQX

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

DINDX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MGKQX vs. DINDX - Expense Ratio Comparison

MGKQX has a 0.95% expense ratio, which is higher than DINDX's 0.56% expense ratio.


Return for Risk

MGKQX vs. DINDX — 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

DINDX
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. DINDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Global Permanence Portfolio (MGKQX) and Morgan Stanley Global Fixed Income Opportunities Fund (DINDX). 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.


MGKQXDINDXDifference

Sharpe ratio

Return per unit of total volatility

-0.06

Sortino ratio

Return per unit of downside risk

0.10

Omega ratio

Gain probability vs. loss probability

1.02

Calmar ratio

Return relative to maximum drawdown

-0.16

Martin ratio

Return relative to average drawdown

-0.38

MGKQX vs. DINDX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MGKQXDINDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

Correlation

The correlation between MGKQX and DINDX is 0.26, 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. DINDX - Dividend Comparison

Neither MGKQX nor DINDX has paid dividends to shareholders.


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%
DINDX
Morgan Stanley Global Fixed Income Opportunities Fund
3.44%4.69%5.36%4.69%5.82%3.52%2.98%3.43%3.68%3.13%6.24%4.80%

Drawdowns

MGKQX vs. DINDX - Drawdown Comparison


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Volatility

MGKQX vs. DINDX - Volatility Comparison


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Volatility by Period


MGKQXDINDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

Volatility (6M)

Calculated over the trailing 6-month period

24.31%

Volatility (1Y)

Calculated over the trailing 1-year period

27.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.84%