MPFDX vs. MSEGX
MPFDX (Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio) and MSEGX (Morgan Stanley Institutional Growth Portfolio) are both mutual funds - MPFDX is a Corporate Bonds fund managed by Morgan Stanley, while MSEGX is a Large Cap Growth Equities fund actively managed by Morgan Stanley. Over the past 10 years, MPFDX returned 2.73%/yr vs 15.47%/yr for MSEGX. Their -0.01 correlation means they have often moved in opposite directions in the past. MPFDX charges 0.70%/yr vs 0.87%/yr for MSEGX.
Performance
MPFDX vs. MSEGX - Performance Comparison
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Returns By Period
In the year-to-date period, MPFDX achieves a -0.83% return, which is significantly higher than MSEGX's -11.38% return. Over the past 10 years, MPFDX has underperformed MSEGX with an annualized return of 2.73%, while MSEGX has yielded a comparatively higher 15.47% annualized return.
MPFDX
- 1D
- 0.10%
- 1M
- -1.96%
- 6M
- -1.38%
- YTD
- -0.83%
- 1Y
- 2.47%
- 3Y*
- 4.98%
- 5Y*
- -0.02%
- 10Y*
- 2.73%
- ALL TIME*
- 5.72%
MSEGX
- 1D
- -0.23%
- 1M
- -5.10%
- 6M
- -8.69%
- YTD
- -11.38%
- 1Y
- -8.48%
- 3Y*
- 20.37%
- 5Y*
- -3.88%
- 10Y*
- 15.47%
- ALL TIME*
- 10.79%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MPFDX vs. MSEGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MPFDX Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio | -0.83% | 7.75% | 2.69% | 10.05% | -16.28% | -1.92% | 10.32% | 15.73% | -3.87% | 6.91% |
MSEGX Morgan Stanley Institutional Growth Portfolio | -11.38% | 24.43% | 46.29% | 49.87% | -60.27% | -0.31% | 115.11% | 38.93% | 5.01% | 43.53% |
Correlation
The correlation between MPFDX and MSEGX is 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.30 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.24 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 1995 | -0.01 |
The correlation between MPFDX and MSEGX shifts across timeframes, from -0.01 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
MPFDX vs. MSEGX — Risk / Return Rank
MPFDX
MSEGX
MPFDX vs. MSEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio (MPFDX) and Morgan Stanley Institutional Growth Portfolio (MSEGX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MPFDX | MSEGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.98 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | -0.28 | +1.18 |
| Martin ratioReturn relative to average drawdown | 2.64 | -0.54 | +3.17 |
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Drawdowns
MPFDX vs. MSEGX - Drawdown Comparison
The maximum MPFDX drawdown since its inception was -25.17%, smaller than the maximum MSEGX drawdown of -69.57%. Use the drawdown chart below to compare losses from any high point for MPFDX and MSEGX.
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Drawdown Indicators
| MPFDX | MSEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.17% | -69.57% | +44.40% |
Max Drawdown (1Y)Largest decline over 1 year | -3.06% | -27.83% | +24.77% |
Max Drawdown (3Y)Largest decline over 3 years | -6.10% | -32.54% | +26.44% |
Max Drawdown (5Y)Largest decline over 5 years | -22.81% | -69.57% | +46.76% |
Max Drawdown (10Y)Largest decline over 10 years | -25.17% | -69.57% | +44.40% |
Current DrawdownCurrent decline from peak | -3.72% | -23.41% | +19.69% |
Average DrawdownAverage peak-to-trough decline | -3.13% | -19.49% | +16.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 14.27% | -13.22% |
Volatility
MPFDX vs. MSEGX - Volatility Comparison
The current volatility for Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio (MPFDX) is 1.05%, while Morgan Stanley Institutional Growth Portfolio (MSEGX) has a volatility of 7.71%. This indicates that MPFDX experiences smaller price fluctuations and is considered to be less risky than MSEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MPFDX | MSEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | 7.71% | -6.66% |
Volatility (6M)Calculated over the trailing 6-month period | 3.16% | 22.70% | -19.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.11% | 29.45% | -25.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.46% | 39.90% | -33.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.17% | 33.94% | -27.77% |
MPFDX vs. MSEGX - Expense Ratio Comparison
MPFDX has a 0.70% expense ratio, which is lower than MSEGX's 0.87% expense ratio.
Dividends
MPFDX vs. MSEGX - Dividend Comparison
MPFDX's dividend yield for the trailing twelve months is around 4.66%, while MSEGX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPFDX Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio | 4.66% | 4.58% | 5.40% | 4.41% | 3.17% | 4.74% | 5.79% | 2.98% | 3.04% | 2.92% | 3.05% | 3.12% |
MSEGX Morgan Stanley Institutional Growth Portfolio | 0.00% | 0.00% | 0.42% | 0.00% | 18.70% | 26.52% | 10.03% | 22.75% | 5.67% | 22.18% | 13.17% | 7.76% |
Frequently Asked Questions
MPFDX and MSEGX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSEGX has higher volatility (7.71%) compared to MPFDX (1.05%). In terms of maximum drawdown, MPFDX dropped -25.17% vs MSEGX's -69.57%.
MPFDX currently has the higher Sharpe Ratio (0.68 vs -0.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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