MPEGX vs. SPY

In the year-to-date period, MPEGX achieves a -1.76% return, which is significantly higher than SPY's -5.76% return. Over the past 10 years, MPEGX has underperformed SPY with an annualized return of -6.48%, while SPY has yielded a comparatively higher 12.04% annualized return.

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MPEGX has a 0.72% expense ratio, which is higher than SPY's 0.09% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) and SPDR S&P 500 ETF (SPY). 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 1.28, which is higher than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of MPEGX and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MPEGX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.30%.

The maximum MPEGX drawdown since its inception was -81.60%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for MPEGX and SPY. For additional features, visit the drawdowns tool.

Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) has a higher volatility of 19.13% compared to SPDR S&P 500 ETF (SPY) at 15.12%. This indicates that MPEGX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.