MPEGX vs. VTSAX
Compare and contrast key facts about Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
MPEGX is managed by Morgan Stanley. It was launched on Mar 30, 1990. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MPEGX or VTSAX.
Correlation
The correlation between MPEGX and VTSAX is 0.81, 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. VTSAX - Performance Comparison
Key characteristics
MPEGX:
1.87
VTSAX:
1.79
MPEGX:
2.49
VTSAX:
2.40
MPEGX:
1.30
VTSAX:
1.33
MPEGX:
0.70
VTSAX:
2.72
MPEGX:
9.46
VTSAX:
10.87
MPEGX:
5.45%
VTSAX:
2.14%
MPEGX:
27.52%
VTSAX:
13.06%
MPEGX:
-81.60%
VTSAX:
-55.34%
MPEGX:
-59.16%
VTSAX:
-4.35%
Returns By Period
In the year-to-date period, MPEGX achieves a 1.11% return, which is significantly higher than VTSAX's -0.44% return. Over the past 10 years, MPEGX has underperformed VTSAX with an annualized return of -5.58%, while VTSAX has yielded a comparatively higher 12.68% annualized return.
MPEGX
1.11%
-5.01%
33.56%
54.24%
0.99%
-5.58%
VTSAX
-0.44%
-3.50%
4.01%
23.26%
13.12%
12.68%
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MPEGX vs. VTSAX - Expense Ratio Comparison
MPEGX has a 0.72% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Risk-Adjusted Performance
MPEGX vs. VTSAX — Risk-Adjusted Performance Rank
MPEGX
VTSAX
MPEGX vs. VTSAX - 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 Index Fund Admiral Shares (VTSAX). 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. VTSAX - Dividend Comparison
MPEGX has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.26%.
| 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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.26% | 1.26% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
Drawdowns
MPEGX vs. VTSAX - Drawdown Comparison
The maximum MPEGX drawdown since its inception was -81.60%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for MPEGX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
MPEGX vs. VTSAX - Volatility Comparison
Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) has a higher volatility of 8.49% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.72%. This indicates that MPEGX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.