MGQIX vs. GOOD.L
Compare and contrast key facts about Morgan Stanley Institutional Fund, Inc. Global Sustain Portfolio (MGQIX) and Good Energy Group plc (GOOD.L).
MGQIX is managed by T. Rowe Price. It was launched on Aug 29, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MGQIX or GOOD.L.
Performance
MGQIX vs. GOOD.L - Performance Comparison
Returns By Period
In the year-to-date period, MGQIX achieves a 16.46% return, which is significantly higher than GOOD.L's -0.59% return. Over the past 10 years, MGQIX has outperformed GOOD.L with an annualized return of 7.62%, while GOOD.L has yielded a comparatively lower 5.51% annualized return.
MGQIX
16.46%
0.47%
8.94%
22.53%
9.90%
7.62%
GOOD.L
-0.59%
34.58%
41.68%
7.30%
20.68%
5.51%
Key characteristics
| MGQIX | GOOD.L | |
|---|---|---|
| Sharpe Ratio | 2.08 | 0.11 |
| Sortino Ratio | 2.84 | 0.63 |
| Omega Ratio | 1.37 | 1.09 |
| Calmar Ratio | 2.62 | 0.17 |
| Martin Ratio | 11.49 | 0.23 |
| Ulcer Index | 2.04% | 31.33% |
| Daily Std Dev | 11.29% | 65.45% |
| Max Drawdown | -29.68% | -67.88% |
| Current Drawdown | -1.65% | -11.45% |
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Correlation
The correlation between MGQIX and GOOD.L is 0.11, 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.
Risk-Adjusted Performance
MGQIX vs. GOOD.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund, Inc. Global Sustain Portfolio (MGQIX) and Good Energy Group plc (GOOD.L). 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.
Dividends
MGQIX vs. GOOD.L - Dividend Comparison
MGQIX's dividend yield for the trailing twelve months is around 0.40%, less than GOOD.L's 0.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGQIX Morgan Stanley Institutional Fund, Inc. Global Sustain Portfolio | 0.40% | 0.47% | 0.36% | 0.37% | 5.46% | 0.56% | 0.60% | 1.01% | 1.87% | 1.58% | 1.12% | 0.00% |
GOOD.L Good Energy Group plc | 0.93% | 0.82% | 1.42% | 0.31% | 0.00% | 1.71% | 3.53% | 1.81% | 1.20% | 2.73% | 1.56% | 1.31% |
Drawdowns
MGQIX vs. GOOD.L - Drawdown Comparison
The maximum MGQIX drawdown since its inception was -29.68%, smaller than the maximum GOOD.L drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for MGQIX and GOOD.L. For additional features, visit the drawdowns tool.
Volatility
MGQIX vs. GOOD.L - Volatility Comparison
The current volatility for Morgan Stanley Institutional Fund, Inc. Global Sustain Portfolio (MGQIX) is 3.40%, while Good Energy Group plc (GOOD.L) has a volatility of 23.89%. This indicates that MGQIX experiences smaller price fluctuations and is considered to be less risky than GOOD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.