MGKQX vs. MDOEX
Compare and contrast key facts about Morgan Stanley Global Permanence Portfolio (MGKQX) and Morgan Stanley Developing Opportunity Portfolio (MDOEX).
MGKQX is managed by Morgan Stanley. It was launched on Apr 29, 2019. MDOEX is managed by Morgan Stanley. It was launched on Feb 13, 2020.
Performance
MGKQX vs. MDOEX - Performance Comparison
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MGKQX vs. MDOEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MGKQX Morgan Stanley Global Permanence Portfolio | -3.40% | 5.52% | 10.81% | 20.89% | -19.81% | 19.55% | 21.28% |
MDOEX Morgan Stanley Developing Opportunity Portfolio | -9.93% | 8.28% | 16.79% | 5.36% | -30.36% | -18.69% | 45.00% |
Returns By Period
In the year-to-date period, MGKQX achieves a -3.40% return, which is significantly higher than MDOEX's -9.93% return.
MGKQX
- 1D
- 3.56%
- 1M
- -4.75%
- YTD
- -3.40%
- 6M
- -21.98%
- 1Y
- -2.35%
- 3Y*
- 6.27%
- 5Y*
- 4.57%
- 10Y*
- —
MDOEX
- 1D
- 3.41%
- 1M
- -11.57%
- YTD
- -9.93%
- 6M
- -17.45%
- 1Y
- -5.12%
- 3Y*
- 4.27%
- 5Y*
- -7.50%
- 10Y*
- —
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MGKQX vs. MDOEX - Expense Ratio Comparison
MGKQX has a 0.95% expense ratio, which is lower than MDOEX's 1.15% expense ratio.
Return for Risk
MGKQX vs. MDOEX — Risk / Return Rank
MGKQX
MDOEX
MGKQX vs. MDOEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Global Permanence Portfolio (MGKQX) and Morgan Stanley Developing Opportunity Portfolio (MDOEX). 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.
| MGKQX | MDOEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.06 | -0.25 | +0.19 |
Sortino ratioReturn per unit of downside risk | 0.10 | -0.21 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.02 | 0.97 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | -0.16 | -0.27 | +0.11 |
Martin ratioReturn relative to average drawdown | -0.38 | -0.82 | +0.44 |
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
| MGKQX | MDOEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.06 | -0.25 | +0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | -0.33 | +0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | -0.01 | +0.37 |
Correlation
The correlation between MGKQX and MDOEX is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MGKQX vs. MDOEX - Dividend Comparison
MGKQX has not paid dividends to shareholders, while MDOEX's dividend yield for the trailing twelve months is around 0.82%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MGKQX Morgan Stanley Global Permanence Portfolio | 0.00% | 0.00% | 21.29% | 5.29% | 1.80% | 16.33% | 0.74% |
MDOEX Morgan Stanley Developing Opportunity Portfolio | 0.82% | 0.74% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MGKQX vs. MDOEX - Drawdown Comparison
The maximum MGKQX drawdown since its inception was -33.07%, smaller than the maximum MDOEX drawdown of -59.92%. Use the drawdown chart below to compare losses from any high point for MGKQX and MDOEX.
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Drawdown Indicators
| MGKQX | MDOEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.07% | -59.92% | +26.85% |
Max Drawdown (1Y)Largest decline over 1 year | -25.97% | -21.82% | -4.15% |
Max Drawdown (5Y)Largest decline over 5 years | -30.96% | -53.14% | +22.18% |
Current DrawdownCurrent decline from peak | -23.27% | -43.01% | +19.74% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -35.08% | +26.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.84% | 7.22% | +3.62% |
Volatility
MGKQX vs. MDOEX - Volatility Comparison
The current volatility for Morgan Stanley Global Permanence Portfolio (MGKQX) is 6.88%, while Morgan Stanley Developing Opportunity Portfolio (MDOEX) has a volatility of 11.01%. This indicates that MGKQX experiences smaller price fluctuations and is considered to be less risky than MDOEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGKQX | MDOEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.88% | 11.01% | -4.13% |
Volatility (6M)Calculated over the trailing 6-month period | 24.31% | 15.50% | +8.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.28% | 19.99% | +7.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.62% | 23.04% | +0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.84% | 24.55% | -0.71% |