MPEGX vs. VTI
Compare and contrast key facts about Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) and Vanguard Total Stock Market ETF (VTI).
MPEGX is managed by Morgan Stanley. It was launched on Mar 30, 1990. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MPEGX or VTI.
Correlation
The correlation between MPEGX and VTI is 0.80, 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.
Performance
MPEGX vs. VTI - Performance Comparison
Key characteristics
MPEGX:
1.87
VTI:
1.80
MPEGX:
2.49
VTI:
2.41
MPEGX:
1.30
VTI:
1.33
MPEGX:
0.70
VTI:
2.72
MPEGX:
9.46
VTI:
10.93
MPEGX:
5.45%
VTI:
2.13%
MPEGX:
27.52%
VTI:
13.00%
MPEGX:
-81.60%
VTI:
-55.45%
MPEGX:
-59.16%
VTI:
-4.33%
Returns By Period
In the year-to-date period, MPEGX achieves a 1.11% return, which is significantly higher than VTI's -0.48% return. Over the past 10 years, MPEGX has underperformed VTI with an annualized return of -5.58%, while VTI has yielded a comparatively higher 12.70% annualized return.
MPEGX
1.11%
-5.01%
33.56%
54.24%
0.99%
-5.58%
VTI
-0.48%
-3.53%
3.99%
23.27%
13.13%
12.70%
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. VTI - Expense Ratio Comparison
MPEGX has a 0.72% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
MPEGX vs. VTI — Risk-Adjusted Performance Rank
MPEGX
VTI
MPEGX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
MPEGX vs. VTI - Dividend Comparison
MPEGX has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.27%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPEGX Morgan Stanley Institutional Fund Trust Discovery Portfolio | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.23% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
Drawdowns
MPEGX vs. VTI - Drawdown Comparison
The maximum MPEGX drawdown since its inception was -81.60%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for MPEGX and VTI. For additional features, visit the drawdowns tool.
Volatility
MPEGX vs. VTI - Volatility Comparison
Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) has a higher volatility of 8.49% compared to Vanguard Total Stock Market ETF (VTI) at 4.67%. This indicates that MPEGX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.