MGKQX vs. VOO
Compare and contrast key facts about Morgan Stanley Global Permanence Portfolio (MGKQX) and Vanguard S&P 500 ETF (VOO).
MGKQX is managed by Morgan Stanley. It was launched on Apr 29, 2019. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
MGKQX vs. VOO - Performance Comparison
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MGKQX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 11.18% |
Returns By Period
In the year-to-date period, MGKQX achieves a -3.40% return, which is significantly higher than VOO's -3.66% return.
MGKQX
- 1D
- 3.56%
- 1M
- -4.75%
- YTD
- -3.40%
- 6M
- -21.98%
- 1Y
- -2.35%
- 3Y*
- 6.27%
- 5Y*
- 4.57%
- 10Y*
- —
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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MGKQX vs. VOO - Expense Ratio Comparison
MGKQX has a 0.95% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
MGKQX vs. VOO — Risk / Return Rank
MGKQX
VOO
MGKQX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Global Permanence Portfolio (MGKQX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.06 | 1.01 | -1.07 |
Sortino ratioReturn per unit of downside risk | 0.10 | 1.53 | -1.43 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.23 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | -0.16 | 1.55 | -1.71 |
Martin ratioReturn relative to average drawdown | -0.38 | 7.31 | -7.69 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.06 | 1.01 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.71 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.83 | -0.47 |
Correlation
The correlation between MGKQX and VOO is 0.84, 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.
Dividends
MGKQX vs. VOO - Dividend Comparison
MGKQX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.18%.
| 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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
MGKQX vs. VOO - Drawdown Comparison
The maximum MGKQX drawdown since its inception was -33.07%, roughly equal to the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MGKQX and VOO.
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Drawdown Indicators
| MGKQX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.07% | -33.99% | +0.92% |
Max Drawdown (1Y)Largest decline over 1 year | -25.97% | -11.98% | -13.99% |
Max Drawdown (5Y)Largest decline over 5 years | -30.96% | -24.52% | -6.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -23.27% | -5.55% | -17.72% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -3.72% | -4.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.84% | 2.55% | +8.29% |
Volatility
MGKQX vs. VOO - Volatility Comparison
Morgan Stanley Global Permanence Portfolio (MGKQX) has a higher volatility of 6.88% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that MGKQX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGKQX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.88% | 5.34% | +1.54% |
Volatility (6M)Calculated over the trailing 6-month period | 24.31% | 9.47% | +14.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.28% | 18.11% | +9.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.62% | 16.82% | +6.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.84% | 17.99% | +5.85% |