MPEGX vs. VMGRX
Compare and contrast key facts about Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) and Vanguard Mid-Cap Growth Fund (VMGRX).
MPEGX is managed by Morgan Stanley. It was launched on Mar 30, 1990. VMGRX is managed by Vanguard. It was launched on Dec 31, 1997.
Performance
MPEGX vs. VMGRX - Performance Comparison
Loading graphics...
MPEGX vs. VMGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MPEGX Morgan Stanley Institutional Fund Trust Discovery Portfolio | -15.37% | 14.05% | 42.38% | 46.66% | -63.39% | -12.37% | 142.68% | 39.73% | 12.19% | 39.39% |
VMGRX Vanguard Mid-Cap Growth Fund | -15.94% | 8.80% | 17.73% | 24.15% | -30.13% | 9.21% | 33.40% | 32.06% | -3.52% | 21.60% |
Returns By Period
The year-to-date returns for both stocks are quite close, with MPEGX having a -15.37% return and VMGRX slightly lower at -15.94%. Over the past 10 years, MPEGX has outperformed VMGRX with an annualized return of 12.57%, while VMGRX has yielded a comparatively lower 8.01% annualized return.
MPEGX
- 1D
- -1.33%
- 1M
- -9.56%
- YTD
- -15.37%
- 6M
- -23.20%
- 1Y
- 4.05%
- 3Y*
- 19.96%
- 5Y*
- -7.95%
- 10Y*
- 12.57%
VMGRX
- 1D
- -0.95%
- 1M
- -11.63%
- YTD
- -15.94%
- 6M
- -15.80%
- 1Y
- 1.40%
- 3Y*
- 6.85%
- 5Y*
- 0.27%
- 10Y*
- 8.01%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MPEGX vs. VMGRX - Expense Ratio Comparison
MPEGX has a 0.72% expense ratio, which is higher than VMGRX's 0.33% expense ratio.
Return for Risk
MPEGX vs. VMGRX — Risk / Return Rank
MPEGX
VMGRX
MPEGX vs. VMGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) and Vanguard Mid-Cap Growth Fund (VMGRX). 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.
| MPEGX | VMGRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.10 | 0.04 | +0.06 |
Sortino ratioReturn per unit of downside risk | 0.38 | 0.23 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.03 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | -0.02 | -0.06 | +0.05 |
Martin ratioReturn relative to average drawdown | -0.04 | -0.21 | +0.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MPEGX | VMGRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | 0.04 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | 0.01 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.36 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.33 | +0.14 |
Correlation
The correlation between MPEGX and VMGRX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MPEGX vs. VMGRX - Dividend Comparison
MPEGX has not paid dividends to shareholders, while VMGRX's dividend yield for the trailing twelve months is around 21.11%.
| 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% |
VMGRX Vanguard Mid-Cap Growth Fund | 21.11% | 17.74% | 1.80% | 0.39% | 0.26% | 34.53% | 6.30% | 10.43% | 14.53% | 3.13% | 0.67% | 8.20% |
Drawdowns
MPEGX vs. VMGRX - Drawdown Comparison
The maximum MPEGX drawdown since its inception was -75.29%, roughly equal to the maximum VMGRX drawdown of -71.74%. Use the drawdown chart below to compare losses from any high point for MPEGX and VMGRX.
Loading graphics...
Drawdown Indicators
| MPEGX | VMGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.29% | -71.74% | -3.55% |
Max Drawdown (1Y)Largest decline over 1 year | -27.46% | -19.09% | -8.37% |
Max Drawdown (5Y)Largest decline over 5 years | -72.99% | -39.71% | -33.28% |
Max Drawdown (10Y)Largest decline over 10 years | -75.29% | -39.71% | -35.58% |
Current DrawdownCurrent decline from peak | -47.67% | -19.09% | -28.58% |
Average DrawdownAverage peak-to-trough decline | -21.13% | -24.60% | +3.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.76% | 5.51% | +5.25% |
Volatility
MPEGX vs. VMGRX - Volatility Comparison
Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) has a higher volatility of 8.03% compared to Vanguard Mid-Cap Growth Fund (VMGRX) at 6.95%. This indicates that MPEGX's price experiences larger fluctuations and is considered to be riskier than VMGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MPEGX | VMGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.03% | 6.95% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 21.80% | 14.66% | +7.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.93% | 24.32% | +7.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.32% | 23.18% | +17.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.32% | 22.20% | +12.12% |