MGKQX vs. MSYIX

Last updated Apr 2, 2026

Compare and contrast key facts about Morgan Stanley Global Permanence Portfolio (MGKQX) and Morgan Stanley Institutional Fund Trust High Yield Portfolio (MSYIX).

MGKQX is managed by Morgan Stanley. It was launched on Apr 29, 2019. MSYIX is managed by Morgan Stanley. It was launched on Feb 7, 2012.

Performance

MGKQX vs. MSYIX - Performance Comparison

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

MGKQX vs. MSYIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
MGKQX Morgan Stanley Global Permanence Portfolio	-3.40%	5.52%	10.81%	20.89%	-19.81%	19.55%	27.09%	6.40%
MSYIX Morgan Stanley Institutional Fund Trust High Yield Portfolio	0.47%	7.94%	8.78%	13.52%	-11.56%	5.57%	3.26%	4.86%

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*: —

MSYIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MGKQX vs. MSYIX - Expense Ratio Comparison

MGKQX has a 0.95% expense ratio, which is higher than MSYIX's 0.65% expense ratio.

MGKQX

Morgan Stanley Global Permanence Portfolio

MSYIX

Morgan Stanley Institutional Fund Trust High Yield Portfolio

Return for Risk

MGKQX vs. MSYIX — Risk / Return Rank

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

MGKQX

MGKQX Risk / Return Rank: 4
MGKQX Sharpe Ratio Rank: 4
MGKQX Sortino Ratio Rank: 4
MGKQX Omega Ratio Rank: 4
MGKQX Calmar Ratio Rank: 4
MGKQX Martin Ratio Rank: 4

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. MSYIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Global Permanence Portfolio (MGKQX) and Morgan Stanley Institutional Fund Trust High Yield Portfolio (MSYIX). 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	MSYIX	Difference
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	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	MGKQX	MSYIX	Difference
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 MSYIX is 0.52, 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. MSYIX - Dividend Comparison

MGKQX has not paid dividends to shareholders, while MSYIX's dividend yield for the trailing twelve months is around 5.84%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
MSYIX Morgan Stanley Institutional Fund Trust High Yield Portfolio	5.84%	7.03%	7.25%	6.71%	6.29%	5.57%	5.90%	6.20%	6.27%	5.75%	6.22%	6.77%

Drawdowns

Drawdown Indicators

	MGKQX	MSYIX	Difference
Max Drawdown Largest peak-to-trough decline	-33.07%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-25.97%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-30.96%	—	—
Current Drawdown Current decline from peak	-23.27%	—	—
Average Drawdown Average peak-to-trough decline	-8.25%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	10.84%	—	—

Volatility

Volatility by Period

	MGKQX	MSYIX	Difference
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%	—	—