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MMGPX vs. MACGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MMGPX vs. MACGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Discovery Portfolio (MMGPX) and Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A (MACGX). The values are adjusted to include any dividend payments, if applicable.

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MMGPX vs. MACGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MMGPX
Morgan Stanley Discovery Portfolio
-14.93%12.58%41.83%44.34%-81.34%-11.55%152.67%40.20%10.89%28.18%
MACGX
Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A
-15.37%13.71%42.06%46.30%-63.51%-12.84%142.01%39.41%11.85%28.96%

Returns By Period

The year-to-date returns for both stocks are quite close, with MMGPX having a -14.93% return and MACGX slightly lower at -15.37%.


MMGPX

1D
-1.27%
1M
-9.08%
YTD
-14.93%
6M
-23.43%
1Y
3.91%
3Y*
19.10%
5Y*
-19.96%
10Y*

MACGX

1D
-1.27%
1M
-9.54%
YTD
-15.37%
6M
-23.28%
1Y
3.77%
3Y*
19.63%
5Y*
-8.24%
10Y*
12.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MMGPX vs. MACGX - Expense Ratio Comparison

MMGPX has a 0.04% expense ratio, which is lower than MACGX's 1.00% expense ratio.


Return for Risk

MMGPX vs. MACGX — Risk / Return Rank

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

MMGPX
MMGPX Risk / Return Rank: 77
Overall Rank
MMGPX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
MMGPX Sortino Ratio Rank: 88
Sortino Ratio Rank
MMGPX Omega Ratio Rank: 88
Omega Ratio Rank
MMGPX Calmar Ratio Rank: 66
Calmar Ratio Rank
MMGPX Martin Ratio Rank: 66
Martin Ratio Rank

MACGX
MACGX Risk / Return Rank: 77
Overall Rank
MACGX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
MACGX Sortino Ratio Rank: 99
Sortino Ratio Rank
MACGX Omega Ratio Rank: 99
Omega Ratio Rank
MACGX Calmar Ratio Rank: 66
Calmar Ratio Rank
MACGX Martin Ratio Rank: 66
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.

MMGPX vs. MACGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Discovery Portfolio (MMGPX) and Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A (MACGX). 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.


MMGPXMACGXDifference

Sharpe ratio

Return per unit of total volatility

0.10

0.10

0.00

Sortino ratio

Return per unit of downside risk

0.38

0.37

+0.01

Omega ratio

Gain probability vs. loss probability

1.05

1.05

0.00

Calmar ratio

Return relative to maximum drawdown

-0.02

-0.02

0.00

Martin ratio

Return relative to average drawdown

-0.05

-0.06

+0.01

MMGPX vs. MACGX - Sharpe Ratio Comparison

The current MMGPX Sharpe Ratio is 0.10, which is comparable to the MACGX Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of MMGPX and MACGX, 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


MMGPXMACGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

0.10

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.44

-0.17

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.30

-0.16

Correlation

The correlation between MMGPX and MACGX is 0.99, 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

MMGPX vs. MACGX - Dividend Comparison

MMGPX's dividend yield for the trailing twelve months is around 0.50%, while MACGX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
MMGPX
Morgan Stanley Discovery Portfolio
0.50%0.43%0.00%0.00%0.00%64.53%7.93%15.63%28.02%0.00%0.00%0.00%
MACGX
Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A
0.00%0.00%0.00%0.00%0.00%52.53%9.95%15.34%29.46%48.48%75.72%14.05%

Drawdowns

MMGPX vs. MACGX - Drawdown Comparison

The maximum MMGPX drawdown since its inception was -87.45%, which is greater than MACGX's maximum drawdown of -77.61%. Use the drawdown chart below to compare losses from any high point for MMGPX and MACGX.


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Drawdown Indicators


MMGPXMACGXDifference

Max Drawdown

Largest peak-to-trough decline

-87.45%

-77.61%

-9.84%

Max Drawdown (1Y)

Largest decline over 1 year

-27.79%

-27.55%

-0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-86.09%

-77.61%

-8.48%

Max Drawdown (10Y)

Largest decline over 10 years

-77.61%

Current Drawdown

Current decline from peak

-74.10%

-52.95%

-21.15%

Average Drawdown

Average peak-to-trough decline

-38.69%

-25.53%

-13.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.11%

10.82%

+0.29%

Volatility

MMGPX vs. MACGX - Volatility Comparison

Morgan Stanley Discovery Portfolio (MMGPX) and Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A (MACGX) have volatilities of 7.90% and 8.06%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MMGPXMACGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.90%

8.06%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

21.47%

21.82%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

31.90%

31.94%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.71%

48.40%

-2.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.03%

39.18%

-0.15%