MPEGX vs. RPMGX

In the year-to-date period, MPEGX achieves a 10.80% return, which is significantly higher than RPMGX's -1.04% return. Over the past 10 years, MPEGX has underperformed RPMGX with an annualized return of -5.24%, while RPMGX has yielded a comparatively higher 10.27% annualized return.

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Both MPEGX and RPMGX have an expense ratio of 0.72%.

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) and T. Rowe Price Mid-Cap Growth Fund (RPMGX). 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.

The current MPEGX Sharpe Ratio is 1.72, which is higher than the RPMGX Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of MPEGX and RPMGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither MPEGX nor RPMGX has paid dividends to shareholders.

The maximum MPEGX drawdown since its inception was -81.60%, which is greater than RPMGX's maximum drawdown of -54.66%. Use the drawdown chart below to compare losses from any high point for MPEGX and RPMGX. For additional features, visit the drawdowns tool.

Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) has a higher volatility of 8.70% compared to T. Rowe Price Mid-Cap Growth Fund (RPMGX) at 5.77%. This indicates that MPEGX's price experiences larger fluctuations and is considered to be riskier than RPMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.