MSEGX vs. DINDX

Last updated Apr 2, 2026

Compare and contrast key facts about Morgan Stanley Institutional Growth Portfolio (MSEGX) and Morgan Stanley Global Fixed Income Opportunities Fund (DINDX).

MSEGX is an actively managed fund by Morgan Stanley. It was launched on Apr 2, 1991. DINDX is an actively managed fund by Morgan Stanley. It was launched on Jul 27, 1997.

Performance

MSEGX vs. DINDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Institutional Growth Portfolio (MSEGX) and Morgan Stanley Global Fixed Income Opportunities Fund (DINDX). The values are adjusted to include any dividend payments, if applicable.

MSEGX vs. DINDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MSEGX Morgan Stanley Institutional Growth Portfolio	-15.42%	24.43%	46.29%	49.87%	-60.27%	-0.31%	115.11%	38.93%	5.01%	43.53%
DINDX Morgan Stanley Global Fixed Income Opportunities Fund	0.00%	8.28%	6.76%	8.49%	-7.06%	0.01%	5.10%	9.59%	-1.28%	7.54%

Returns By Period

MSEGX

• 1D: 4.54%
• 1M: -4.32%
• YTD: -15.42%
• 6M: -22.09%
• 1Y: 15.60%
• 3Y*: 25.22%
• 5Y*: -1.90%
• 10Y*: 15.47%

DINDX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MSEGX vs. DINDX - Expense Ratio Comparison

MSEGX has a 0.87% expense ratio, which is higher than DINDX's 0.56% expense ratio.

MSEGX

Morgan Stanley Institutional Growth Portfolio

DINDX

Morgan Stanley Global Fixed Income Opportunities Fund

Return for Risk

MSEGX vs. DINDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MSEGX

MSEGX Risk / Return Rank: 17
MSEGX Sharpe Ratio Rank: 17
MSEGX Sortino Ratio Rank: 22
MSEGX Omega Ratio Rank: 18
MSEGX Calmar Ratio Rank: 16
MSEGX Martin Ratio Rank: 13

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MSEGX vs. DINDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Growth Portfolio (MSEGX) and Morgan Stanley Global Fixed Income Opportunities Fund (DINDX). 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.

	MSEGX	DINDX	Difference
Sharpe ratio Return per unit of total volatility	0.54	—	—
Sortino ratio Return per unit of downside risk	1.00	—	—
Omega ratio Gain probability vs. loss probability	1.12	—	—
Calmar ratio Return relative to maximum drawdown	0.57	—	—
Martin ratio Return relative to average drawdown	1.50	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	MSEGX	DINDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.54	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.05	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	—	—

Correlation

The correlation between MSEGX and DINDX is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

MSEGX vs. DINDX - Dividend Comparison

Neither MSEGX nor DINDX has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
DINDX Morgan Stanley Global Fixed Income Opportunities Fund	3.44%	4.69%	5.36%	4.69%	5.82%	3.52%	2.98%	3.43%	3.68%	3.13%	6.24%	4.80%

Drawdowns

Volatility

Volatility by Period

	MSEGX	DINDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.47%	—	—
Volatility (6M) Calculated over the trailing 6-month period	22.11%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	33.40%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.79%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.63%	—	—