MRJIX vs. VGWLX
Compare and contrast key facts about Morgan Stanley Multi-Asset Real Return Portfolio (MRJIX) and Vanguard Global Wellington Fund Investor Shares (VGWLX).
MRJIX is managed by Morgan Stanley. It was launched on Jun 17, 2018. VGWLX is managed by Vanguard. It was launched on Nov 2, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MRJIX or VGWLX.
Correlation
The correlation between MRJIX and VGWLX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
MRJIX vs. VGWLX - Performance Comparison
Key characteristics
MRJIX:
1.21
VGWLX:
0.15
MRJIX:
1.69
VGWLX:
0.31
MRJIX:
1.22
VGWLX:
1.05
MRJIX:
1.57
VGWLX:
0.19
MRJIX:
4.70
VGWLX:
0.53
MRJIX:
2.08%
VGWLX:
3.79%
MRJIX:
8.27%
VGWLX:
10.64%
MRJIX:
-28.39%
VGWLX:
-25.28%
MRJIX:
-1.02%
VGWLX:
-4.40%
Returns By Period
In the year-to-date period, MRJIX achieves a 8.80% return, which is significantly higher than VGWLX's 3.55% return.
MRJIX
8.80%
4.83%
4.99%
9.98%
8.25%
N/A
VGWLX
3.55%
6.90%
-3.30%
1.64%
7.61%
N/A
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MRJIX vs. VGWLX - Expense Ratio Comparison
MRJIX has a 0.76% expense ratio, which is higher than VGWLX's 0.42% expense ratio.
Risk-Adjusted Performance
MRJIX vs. VGWLX — Risk-Adjusted Performance Rank
MRJIX
VGWLX
MRJIX vs. VGWLX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Multi-Asset Real Return Portfolio (MRJIX) and Vanguard Global Wellington Fund Investor Shares (VGWLX). 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
MRJIX vs. VGWLX - Dividend Comparison
MRJIX's dividend yield for the trailing twelve months is around 10.44%, more than VGWLX's 7.17% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|
MRJIX Morgan Stanley Multi-Asset Real Return Portfolio | 10.44% | 11.36% | 4.80% | 4.31% | 15.56% | 1.94% | 1.93% | 3.11% | 0.00% |
VGWLX Vanguard Global Wellington Fund Investor Shares | 7.17% | 7.34% | 2.54% | 4.36% | 3.23% | 1.54% | 1.99% | 2.52% | 0.22% |
Drawdowns
MRJIX vs. VGWLX - Drawdown Comparison
The maximum MRJIX drawdown since its inception was -28.39%, which is greater than VGWLX's maximum drawdown of -25.28%. Use the drawdown chart below to compare losses from any high point for MRJIX and VGWLX. For additional features, visit the drawdowns tool.
Volatility
MRJIX vs. VGWLX - Volatility Comparison
The current volatility for Morgan Stanley Multi-Asset Real Return Portfolio (MRJIX) is 3.61%, while Vanguard Global Wellington Fund Investor Shares (VGWLX) has a volatility of 4.51%. This indicates that MRJIX experiences smaller price fluctuations and is considered to be less risky than VGWLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.