MPEGX vs. MSEGX
MPEGX (Morgan Stanley Institutional Fund Trust Discovery Portfolio) and MSEGX (Morgan Stanley Institutional Growth Portfolio) are both mutual funds - MPEGX is a Mid Cap Growth Equities fund managed by Morgan Stanley, while MSEGX is a Large Cap Growth Equities fund actively managed by Morgan Stanley. Over the past 10 years, MPEGX returned 13.50%/yr vs 15.43%/yr for MSEGX. Their correlation of 0.92 means they have usually moved in the same direction. MPEGX charges 0.72%/yr vs 0.87%/yr for MSEGX.
Performance
MPEGX vs. MSEGX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, MPEGX achieves a -1.99% return, which is significantly higher than MSEGX's -10.37% return. Over the past 10 years, MPEGX has underperformed MSEGX with an annualized return of 13.50%, while MSEGX has yielded a comparatively higher 15.43% 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%
MSEGX
- 1D
- -2.12%
- 1M
- -8.00%
- 6M
- -2.25%
- YTD
- -10.37%
- 1Y
- -4.78%
- 3Y*
- 19.93%
- 5Y*
- -3.00%
- 10Y*
- 15.43%
- ALL TIME*
- 10.82%
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. MSEGX - 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% |
MSEGX Morgan Stanley Institutional Growth Portfolio | -10.37% | 24.43% | 46.29% | 49.87% | -60.27% | -0.31% | 115.11% | 38.93% | 5.01% | 43.53% |
Correlation
The correlation between MPEGX and MSEGX is 0.95, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.95 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 1995 | 0.92 |
The correlation between MPEGX and MSEGX has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MPEGX vs. MSEGX — Risk / Return Rank
MPEGX
MSEGX
MPEGX vs. MSEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) and Morgan Stanley Institutional Growth Portfolio (MSEGX). 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 | MSEGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.98 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | -0.29 | -0.10 |
| Martin ratioReturn relative to average drawdown | -0.78 | -0.56 | -0.22 |
Loading charts...
Drawdowns
MPEGX vs. MSEGX - Drawdown Comparison
The maximum MPEGX drawdown since its inception was -75.29%, which is greater than MSEGX's maximum drawdown of -69.57%. Use the drawdown chart below to compare losses from any high point for MPEGX and MSEGX.
Loading charts...
Drawdown Indicators
| MPEGX | MSEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.29% | -69.57% | -5.72% |
Max Drawdown (1Y)Largest decline over 1 year | -27.46% | -27.83% | +0.37% |
Max Drawdown (3Y)Largest decline over 3 years | -28.53% | -32.54% | +4.01% |
Max Drawdown (5Y)Largest decline over 5 years | -72.99% | -69.57% | -3.42% |
Max Drawdown (10Y)Largest decline over 10 years | -75.29% | -69.57% | -5.72% |
Current DrawdownCurrent decline from peak | -39.40% | -22.53% | -16.87% |
Average DrawdownAverage peak-to-trough decline | -21.29% | -19.50% | -1.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.86% | 14.53% | -0.67% |
Volatility
MPEGX vs. MSEGX - Volatility Comparison
The current volatility for Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) is 6.99%, while Morgan Stanley Institutional Growth Portfolio (MSEGX) has a volatility of 7.39%. This indicates that MPEGX experiences smaller price fluctuations and is considered to be less risky than MSEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| MPEGX | MSEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 7.39% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 22.19% | 22.95% | -0.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.23% | 29.73% | -0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.32% | 39.92% | +0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.65% | 33.96% | +0.69% |
MPEGX vs. MSEGX - Expense Ratio Comparison
MPEGX has a 0.72% expense ratio, which is lower than MSEGX's 0.87% expense ratio.
Dividends
MPEGX vs. MSEGX - Dividend Comparison
Neither MPEGX nor MSEGX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MSEGX Morgan Stanley Institutional Growth Portfolio | 0.00% | 0.00% | 0.42% | 0.00% | 18.70% | 26.52% | 10.03% | 22.75% | 5.67% | 22.18% | 13.17% | 7.76% |
Frequently Asked Questions
With a correlation of 0.95, MPEGX and MSEGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
MSEGX has higher volatility (7.39%) compared to MPEGX (6.99%). In terms of maximum drawdown, MPEGX dropped -75.29% vs MSEGX's -69.57%.
MSEGX currently has the higher Sharpe Ratio (-0.27 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.
Find the right allocation for MPEGX and MSEGX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer