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MIGIX vs. GWOAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIGIX vs. GWOAX - 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 GMO Global Developed Equity Allocation Fund (GWOAX). The values are adjusted to include any dividend payments, if applicable.

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MIGIX vs. GWOAX - 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%
GWOAX
GMO Global Developed Equity Allocation Fund
0.36%28.37%6.14%22.49%-14.10%18.53%10.53%26.56%-12.95%25.63%

Returns By Period

In the year-to-date period, MIGIX achieves a -16.87% return, which is significantly lower than GWOAX's 0.36% return. Both investments have delivered pretty close results over the past 10 years, with MIGIX having a 11.28% annualized return and GWOAX not far behind at 10.74%.


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%

GWOAX

1D
-0.13%
1M
-8.51%
YTD
0.36%
6M
7.28%
1Y
25.54%
3Y*
16.14%
5Y*
9.19%
10Y*
10.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MIGIX vs. GWOAX - Expense Ratio Comparison

MIGIX has a 1.00% expense ratio, which is higher than GWOAX's 0.01% expense ratio.


Return for Risk

MIGIX vs. GWOAX — 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

GWOAX
GWOAX Risk / Return Rank: 8484
Overall Rank
GWOAX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
GWOAX Sortino Ratio Rank: 8585
Sortino Ratio Rank
GWOAX Omega Ratio Rank: 8383
Omega Ratio Rank
GWOAX Calmar Ratio Rank: 8383
Calmar Ratio Rank
GWOAX Martin Ratio Rank: 8787
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. GWOAX - 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 GMO Global Developed Equity Allocation Fund (GWOAX). 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.


MIGIXGWOAXDifference

Sharpe ratio

Return per unit of total volatility

0.14

1.62

-1.48

Sortino ratio

Return per unit of downside risk

0.46

2.24

-1.79

Omega ratio

Gain probability vs. loss probability

1.06

1.33

-0.28

Calmar ratio

Return relative to maximum drawdown

0.03

2.07

-2.04

Martin ratio

Return relative to average drawdown

0.09

9.35

-9.27

MIGIX vs. GWOAX - Sharpe Ratio Comparison

The current MIGIX Sharpe Ratio is 0.14, which is lower than the GWOAX Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of MIGIX and GWOAX, 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


MIGIXGWOAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.14

1.62

-1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.61

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

0.65

-0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.43

-0.11

Correlation

The correlation between MIGIX and GWOAX is 0.71, 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. GWOAX - Dividend Comparison

MIGIX has not paid dividends to shareholders, while GWOAX's dividend yield for the trailing twelve months is around 4.45%.


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%
GWOAX
GMO Global Developed Equity Allocation Fund
4.45%4.46%0.60%6.10%7.27%12.75%3.85%4.33%3.02%3.05%6.43%12.47%

Drawdowns

MIGIX vs. GWOAX - Drawdown Comparison

The maximum MIGIX drawdown since its inception was -73.54%, which is greater than GWOAX's maximum drawdown of -49.84%. Use the drawdown chart below to compare losses from any high point for MIGIX and GWOAX.


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Drawdown Indicators


MIGIXGWOAXDifference

Max Drawdown

Largest peak-to-trough decline

-73.54%

-49.84%

-23.70%

Max Drawdown (1Y)

Largest decline over 1 year

-28.44%

-11.43%

-17.01%

Max Drawdown (5Y)

Largest decline over 5 years

-73.54%

-26.21%

-47.33%

Max Drawdown (10Y)

Largest decline over 10 years

-73.54%

-35.28%

-38.26%

Current Drawdown

Current decline from peak

-40.80%

-8.78%

-32.02%

Average Drawdown

Average peak-to-trough decline

-17.84%

-9.06%

-8.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.22%

2.53%

+8.69%

Volatility

MIGIX vs. GWOAX - Volatility Comparison

Morgan Stanley Institutional Fund. Inc. Global Insight Portfolio (MIGIX) has a higher volatility of 8.59% compared to GMO Global Developed Equity Allocation Fund (GWOAX) at 5.02%. This indicates that MIGIX's price experiences larger fluctuations and is considered to be riskier than GWOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIGIXGWOAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.59%

5.02%

+3.57%

Volatility (6M)

Calculated over the trailing 6-month period

22.31%

9.33%

+12.98%

Volatility (1Y)

Calculated over the trailing 1-year period

33.78%

15.73%

+18.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.49%

15.16%

+35.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.97%

16.46%

+22.51%