MPEGX vs. MSJIX
MPEGX (Morgan Stanley Institutional Fund Trust Discovery Portfolio) and MSJIX (Morgan Stanley Global Endurance Portfolio) are both mutual funds - MPEGX is a Mid Cap Growth Equities fund managed by Morgan Stanley, while MSJIX is a Global Equities fund managed by Morgan Stanley. Over the past 5 years, MPEGX returned -5.15%/yr vs -6.35%/yr for MSJIX. Their correlation of 0.81 suggests significant overlap in exposure. MPEGX charges 0.72%/yr vs 1.00%/yr for MSJIX.
Performance
MPEGX vs. MSJIX - Performance Comparison
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Returns By Period
In the year-to-date period, MPEGX achieves a 1.18% return, which is significantly lower than MSJIX's 11.43% return.
MPEGX
- 1D
- -2.08%
- 1M
- 2.94%
- 6M
- -4.45%
- YTD
- 1.18%
- 1Y
- -5.36%
- 3Y*
- 20.77%
- 5Y*
- -5.15%
- 10Y*
- 14.00%
MSJIX
- 1D
- -1.87%
- 1M
- 8.04%
- 6M
- 9.37%
- YTD
- 11.43%
- 1Y
- 24.17%
- 3Y*
- 13.05%
- 5Y*
- -6.35%
- 10Y*
- —
MPEGX vs. MSJIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MPEGX Morgan Stanley Institutional Fund Trust Discovery Portfolio | 1.18% | 14.05% | 42.38% | 46.66% | -63.39% | -12.37% | 142.68% | 41.75% |
MSJIX Morgan Stanley Global Endurance Portfolio | 11.43% | 24.62% | 5.99% | 72.54% | -66.23% | 9.69% | 110.10% | 34.61% |
Correlation
The correlation between MPEGX and MSJIX is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.55 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2019 | 0.81 |
Over the past year, the correlation between MPEGX and MSJIX has dropped to 0.55 - well below their long-term average of 0.81, suggesting their price drivers have been diverging.
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Return for Risk
MPEGX vs. MSJIX — Risk / Return Rank
MPEGX
MSJIX
MPEGX vs. MSJIX - 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 Global Endurance Portfolio (MSJIX). 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 | MSJIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.30 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.21 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 2.16 | -2.32 |
| Martin ratioReturn relative to average drawdown | -0.31 | 6.29 | -6.60 |
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Drawdowns
MPEGX vs. MSJIX - Drawdown Comparison
The maximum MPEGX drawdown since its inception was -75.29%, roughly equal to the maximum MSJIX drawdown of -75.26%. Use the drawdown chart below to compare losses from any high point for MPEGX and MSJIX.
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Drawdown Indicators
| MPEGX | MSJIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.29% | -75.26% | -0.03% |
Max Drawdown (1Y)Largest decline over 1 year | -27.46% | -10.91% | -16.55% |
Max Drawdown (3Y)Largest decline over 3 years | -28.53% | -25.89% | -2.64% |
Max Drawdown (5Y)Largest decline over 5 years | -72.99% | -73.58% | +0.59% |
Max Drawdown (10Y)Largest decline over 10 years | -75.29% | — | — |
Current DrawdownCurrent decline from peak | -37.44% | -35.23% | -2.21% |
Average DrawdownAverage peak-to-trough decline | -21.26% | -36.30% | +15.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.44% | 3.75% | +9.69% |
Volatility
MPEGX vs. MSJIX - Volatility Comparison
The current volatility for Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) is 7.11%, while Morgan Stanley Global Endurance Portfolio (MSJIX) has a volatility of 8.24%. This indicates that MPEGX experiences smaller price fluctuations and is considered to be less risky than MSJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MPEGX | MSJIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.11% | 8.24% | -1.13% |
Volatility (6M)Calculated over the trailing 6-month period | 21.95% | 16.98% | +4.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.79% | 20.45% | +8.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.35% | 32.03% | +8.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.62% | 32.56% | +2.06% |
MPEGX vs. MSJIX - Expense Ratio Comparison
MPEGX has a 0.72% expense ratio, which is lower than MSJIX's 1.00% expense ratio.
Dividends
MPEGX vs. MSJIX - Dividend Comparison
MPEGX has not paid dividends to shareholders, while MSJIX's dividend yield for the trailing twelve months is around 0.48%.
| 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% |
MSJIX Morgan Stanley Global Endurance Portfolio | 0.48% | 0.53% | 0.56% | 1.83% | 0.00% | 4.68% | 3.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MPEGX and MSJIX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSJIX has higher volatility (8.24%) compared to MPEGX (7.11%). In terms of maximum drawdown, MPEGX dropped -75.29% vs MSJIX's -75.26%.
MSJIX currently has the higher Sharpe Ratio (1.16 vs -0.15), 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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