MIGIX vs. GAOAX
Compare and contrast key facts about Morgan Stanley Institutional Fund. Inc. Global Insight Portfolio (MIGIX) and JPMorgan Global Allocation Fund A (GAOAX).
MIGIX is managed by T. Rowe Price. It was launched on Dec 27, 2010. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
MIGIX vs. GAOAX - Performance Comparison
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MIGIX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GAOAX JPMorgan Global Allocation Fund A | -5.28% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Returns By Period
In the year-to-date period, MIGIX achieves a -16.87% return, which is significantly lower than GAOAX's -5.28% return. Over the past 10 years, MIGIX has outperformed GAOAX with an annualized return of 11.28%, while GAOAX has yielded a comparatively lower 5.59% 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%
GAOAX
- 1D
- -0.10%
- 1M
- -8.53%
- YTD
- -5.28%
- 6M
- -3.90%
- 1Y
- 8.28%
- 3Y*
- 7.88%
- 5Y*
- 1.78%
- 10Y*
- 5.59%
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MIGIX vs. GAOAX - Expense Ratio Comparison
MIGIX has a 1.00% expense ratio, which is lower than GAOAX's 1.04% expense ratio.
Return for Risk
MIGIX vs. GAOAX — Risk / Return Rank
MIGIX
GAOAX
MIGIX vs. GAOAX - 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 JPMorgan Global Allocation Fund A (GAOAX). 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.
| MIGIX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.14 | 0.72 | -0.58 |
Sortino ratioReturn per unit of downside risk | 0.46 | 1.06 | -0.60 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.15 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.03 | 0.82 | -0.79 |
Martin ratioReturn relative to average drawdown | 0.09 | 3.42 | -3.33 |
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
| MIGIX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 0.72 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | 0.16 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.52 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.53 | -0.21 |
Correlation
The correlation between MIGIX and GAOAX is 0.73, 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
MIGIX vs. GAOAX - Dividend Comparison
MIGIX has not paid dividends to shareholders, while GAOAX's dividend yield for the trailing twelve months is around 10.19%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GAOAX JPMorgan Global Allocation Fund A | 10.19% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
MIGIX vs. GAOAX - Drawdown Comparison
The maximum MIGIX drawdown since its inception was -73.54%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for MIGIX and GAOAX.
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Drawdown Indicators
| MIGIX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.54% | -29.02% | -44.52% |
Max Drawdown (1Y)Largest decline over 1 year | -28.44% | -8.95% | -19.49% |
Max Drawdown (5Y)Largest decline over 5 years | -73.54% | -29.02% | -44.52% |
Max Drawdown (10Y)Largest decline over 10 years | -73.54% | -29.02% | -44.52% |
Current DrawdownCurrent decline from peak | -40.80% | -8.95% | -31.85% |
Average DrawdownAverage peak-to-trough decline | -17.84% | -6.01% | -11.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.22% | 2.15% | +9.07% |
Volatility
MIGIX vs. GAOAX - Volatility Comparison
Morgan Stanley Institutional Fund. Inc. Global Insight Portfolio (MIGIX) has a higher volatility of 8.59% compared to JPMorgan Global Allocation Fund A (GAOAX) at 4.64%. This indicates that MIGIX's price experiences larger fluctuations and is considered to be riskier than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MIGIX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.59% | 4.64% | +3.95% |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | 7.42% | +14.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.78% | 11.46% | +22.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.49% | 11.02% | +39.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.97% | 10.80% | +28.17% |