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MIGIX vs. CAEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIGIX vs. CAEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Institutional Fund. Inc. Global Insight Portfolio (MIGIX) and Calvert Global Energy Solutions Fund (CAEIX). The values are adjusted to include any dividend payments, if applicable.

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MIGIX vs. CAEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MIGIX
Morgan Stanley Institutional Fund. Inc. Global Insight Portfolio
-16.87%16.07%48.18%50.84%-57.66%-13.31%95.07%34.53%-5.73%41.70%
CAEIX
Calvert Global Energy Solutions Fund
4.22%32.61%-7.13%5.67%-17.43%6.73%61.52%33.48%-19.26%29.65%

Returns By Period

In the year-to-date period, MIGIX achieves a -16.87% return, which is significantly lower than CAEIX's 4.22% return. Over the past 10 years, MIGIX has outperformed CAEIX with an annualized return of 11.28%, while CAEIX has yielded a comparatively lower 9.93% annualized return.


MIGIX

1D
-0.66%
1M
-7.51%
YTD
-16.87%
6M
-25.46%
1Y
6.45%
3Y*
21.36%
5Y*
-3.62%
10Y*
11.28%

CAEIX

1D
-0.48%
1M
-7.32%
YTD
4.22%
6M
8.40%
1Y
41.40%
3Y*
7.69%
5Y*
3.40%
10Y*
9.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MIGIX vs. CAEIX - Expense Ratio Comparison

MIGIX has a 1.00% expense ratio, which is higher than CAEIX's 0.99% expense ratio.


Return for Risk

MIGIX vs. CAEIX — Risk / Return Rank

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

MIGIX
MIGIX Risk / Return Rank: 88
Overall Rank
MIGIX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
MIGIX Sortino Ratio Rank: 1010
Sortino Ratio Rank
MIGIX Omega Ratio Rank: 99
Omega Ratio Rank
MIGIX Calmar Ratio Rank: 77
Calmar Ratio Rank
MIGIX Martin Ratio Rank: 77
Martin Ratio Rank

CAEIX
CAEIX Risk / Return Rank: 9494
Overall Rank
CAEIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CAEIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
CAEIX Omega Ratio Rank: 8989
Omega Ratio Rank
CAEIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
CAEIX Martin Ratio Rank: 9696
Martin Ratio Rank
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.

MIGIX vs. CAEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund. Inc. Global Insight Portfolio (MIGIX) and Calvert Global Energy Solutions Fund (CAEIX). 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.


MIGIXCAEIXDifference

Sharpe ratio

Return per unit of total volatility

0.14

2.20

-2.05

Sortino ratio

Return per unit of downside risk

0.46

2.90

-2.44

Omega ratio

Gain probability vs. loss probability

1.06

1.40

-0.34

Calmar ratio

Return relative to maximum drawdown

0.03

3.39

-3.36

Martin ratio

Return relative to average drawdown

0.09

14.41

-14.32

MIGIX vs. CAEIX - Sharpe Ratio Comparison

The current MIGIX Sharpe Ratio is 0.14, which is lower than the CAEIX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of MIGIX and CAEIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MIGIXCAEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

2.20

-2.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.18

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.51

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.03

+0.29

Correlation

The correlation between MIGIX and CAEIX is 0.69, 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

MIGIX vs. CAEIX - Dividend Comparison

MIGIX has not paid dividends to shareholders, while CAEIX's dividend yield for the trailing twelve months is around 0.69%.


TTM20252024202320222021202020192018201720162015
MIGIX
Morgan Stanley Institutional Fund. Inc. Global Insight Portfolio
0.00%0.00%1.34%0.00%0.10%56.85%3.48%4.37%4.58%11.22%2.16%7.15%
CAEIX
Calvert Global Energy Solutions Fund
0.69%0.72%1.17%1.07%0.86%0.49%0.82%1.23%2.00%1.40%1.79%0.72%

Drawdowns

MIGIX vs. CAEIX - Drawdown Comparison

The maximum MIGIX drawdown since its inception was -73.54%, roughly equal to the maximum CAEIX drawdown of -75.81%. Use the drawdown chart below to compare losses from any high point for MIGIX and CAEIX.


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Drawdown Indicators


MIGIXCAEIXDifference

Max Drawdown

Largest peak-to-trough decline

-73.54%

-75.81%

+2.27%

Max Drawdown (1Y)

Largest decline over 1 year

-28.44%

-11.07%

-17.37%

Max Drawdown (5Y)

Largest decline over 5 years

-73.54%

-32.58%

-40.96%

Max Drawdown (10Y)

Largest decline over 10 years

-73.54%

-37.54%

-36.00%

Current Drawdown

Current decline from peak

-40.80%

-13.12%

-27.68%

Average Drawdown

Average peak-to-trough decline

-17.84%

-49.06%

+31.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.22%

2.62%

+8.60%

Volatility

MIGIX vs. CAEIX - Volatility Comparison

Morgan Stanley Institutional Fund. Inc. Global Insight Portfolio (MIGIX) has a higher volatility of 8.59% compared to Calvert Global Energy Solutions Fund (CAEIX) at 6.88%. This indicates that MIGIX's price experiences larger fluctuations and is considered to be riskier than CAEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIGIXCAEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.59%

6.88%

+1.71%

Volatility (6M)

Calculated over the trailing 6-month period

22.31%

12.14%

+10.17%

Volatility (1Y)

Calculated over the trailing 1-year period

33.78%

18.28%

+15.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.49%

19.08%

+31.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.97%

19.61%

+19.36%