MPEGX vs. MGOYX
MPEGX (Morgan Stanley Institutional Fund Trust Discovery Portfolio) and MGOYX (Victory Munder Mid-Cap Core Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, MPEGX returned 13.50%/yr vs 11.11%/yr for MGOYX. Their correlation of 0.82 means they have usually moved in the same direction. MPEGX charges 0.72%/yr vs 0.98%/yr for MGOYX.
Performance
MPEGX vs. MGOYX - Performance Comparison
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Returns By Period
In the year-to-date period, MPEGX achieves a -1.99% return, which is significantly lower than MGOYX's 21.00% return. Over the past 10 years, MPEGX has outperformed MGOYX with an annualized return of 13.50%, while MGOYX has yielded a comparatively lower 11.11% annualized return.
MPEGX
- 1D
- -1.91%
- 1M
- -5.60%
- 6M
- 3.88%
- YTD
- -1.99%
- 1Y
- -10.57%
- 3Y*
- 18.58%
- 5Y*
- -5.92%
- 10Y*
- 13.50%
- ALL TIME*
- 12.70%
MGOYX
- 1D
- -0.41%
- 1M
- 0.41%
- 6M
- 14.42%
- YTD
- 21.00%
- 1Y
- 26.53%
- 3Y*
- 15.91%
- 5Y*
- 7.66%
- 10Y*
- 11.11%
- ALL TIME*
- 10.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MPEGX vs. MGOYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MPEGX Morgan Stanley Institutional Fund Trust Discovery Portfolio | -1.99% | 14.05% | 42.38% | 46.66% | -63.39% | -12.37% | 142.68% | 39.73% | 12.19% | 39.39% |
MGOYX Victory Munder Mid-Cap Core Growth Fund | 21.00% | 12.03% | 10.93% | 14.82% | -21.31% | 25.97% | 20.61% | 26.22% | -14.19% | 24.55% |
Correlation
The correlation between MPEGX and MGOYX is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.58 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 1998 | 0.82 |
Over the past year, the correlation between MPEGX and MGOYX has dropped to 0.58 - well below their long-term average of 0.82, suggesting their price drivers have been diverging.
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Return for Risk
MPEGX vs. MGOYX — Risk / Return Rank
MPEGX
MGOYX
MPEGX vs. MGOYX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) and Victory Munder Mid-Cap Core Growth Fund (MGOYX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MPEGX | MGOYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.05 | ||
| Sortino ratioReturn per unit of downside risk | -2.77 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.30 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 3.20 | -3.60 |
| Martin ratioReturn relative to average drawdown | -0.78 | 11.95 | -12.73 |
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Drawdowns
MPEGX vs. MGOYX - Drawdown Comparison
The maximum MPEGX drawdown since its inception was -75.29%, which is greater than MGOYX's maximum drawdown of -57.23%. Use the drawdown chart below to compare losses from any high point for MPEGX and MGOYX.
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Drawdown Indicators
| MPEGX | MGOYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.29% | -57.23% | -18.06% |
Max Drawdown (1Y)Largest decline over 1 year | -27.46% | -7.81% | -19.65% |
Max Drawdown (3Y)Largest decline over 3 years | -28.53% | -26.05% | -2.48% |
Max Drawdown (5Y)Largest decline over 5 years | -72.99% | -40.49% | -32.50% |
Max Drawdown (10Y)Largest decline over 10 years | -75.29% | -40.49% | -34.80% |
Current DrawdownCurrent decline from peak | -39.40% | -1.49% | -37.91% |
Average DrawdownAverage peak-to-trough decline | -21.29% | -10.90% | -10.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.86% | 2.09% | +11.77% |
Volatility
MPEGX vs. MGOYX - Volatility Comparison
Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) has a higher volatility of 6.99% compared to Victory Munder Mid-Cap Core Growth Fund (MGOYX) at 3.62%. This indicates that MPEGX's price experiences larger fluctuations and is considered to be riskier than MGOYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MPEGX | MGOYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 3.62% | +3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 22.19% | 12.02% | +10.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.23% | 14.91% | +14.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.32% | 25.10% | +15.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.65% | 23.23% | +11.42% |
MPEGX vs. MGOYX - Expense Ratio Comparison
MPEGX has a 0.72% expense ratio, which is lower than MGOYX's 0.98% expense ratio.
Dividends
MPEGX vs. MGOYX - Dividend Comparison
MPEGX has not paid dividends to shareholders, while MGOYX's dividend yield for the trailing twelve months is around 12.71%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGOYX Victory Munder Mid-Cap Core Growth Fund | 12.71% | 15.37% | 15.72% | 4.54% | 12.23% | 25.13% | 18.63% | 60.72% | 49.01% | 19.34% | 12.76% | 10.52% |
MPEGX Morgan Stanley Institutional Fund Trust Discovery Portfolio | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 35.82% | 7.63% | 12.05% | 23.88% | 41.11% | 67.79% | 13.20% |
Frequently Asked Questions
MPEGX and MGOYX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MPEGX has higher volatility (6.99%) compared to MGOYX (3.62%). In terms of maximum drawdown, MPEGX dropped -75.29% vs MGOYX's -57.23%.
MGOYX currently has the higher Sharpe Ratio (1.68 vs -0.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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