MSEGX vs. IOLZX
Compare and contrast key facts about Morgan Stanley Institutional Growth Portfolio (MSEGX) and ICON Equity Fund (IOLZX).
MSEGX is an actively managed fund by Morgan Stanley. It was launched on Apr 2, 1991. IOLZX is managed by ICON Funds. It was launched on Oct 17, 2002.
Performance
MSEGX vs. IOLZX - Performance Comparison
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MSEGX vs. IOLZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSEGX Morgan Stanley Institutional Growth Portfolio | -15.47% | 24.43% | 46.29% | 49.87% | -60.27% | -0.31% | 115.11% | 38.93% | 5.01% | 43.53% |
IOLZX ICON Equity Fund | 2.04% | 15.81% | 16.87% | 12.13% | -17.78% | 26.72% | 16.00% | 38.22% | -16.69% | 26.78% |
Returns By Period
In the year-to-date period, MSEGX achieves a -15.47% return, which is significantly lower than IOLZX's 2.04% return. Over the past 10 years, MSEGX has outperformed IOLZX with an annualized return of 15.47%, while IOLZX has yielded a comparatively lower 12.17% annualized return.
MSEGX
- 1D
- -0.06%
- 1M
- -3.12%
- YTD
- -15.47%
- 6M
- -23.58%
- 1Y
- 12.62%
- 3Y*
- 25.20%
- 5Y*
- -1.91%
- 10Y*
- 15.47%
IOLZX
- 1D
- 3.78%
- 1M
- -4.73%
- YTD
- 2.04%
- 6M
- 4.94%
- 1Y
- 23.81%
- 3Y*
- 15.83%
- 5Y*
- 7.18%
- 10Y*
- 12.17%
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MSEGX vs. IOLZX - Expense Ratio Comparison
MSEGX has a 0.87% expense ratio, which is lower than IOLZX's 1.04% expense ratio.
Return for Risk
MSEGX vs. IOLZX — Risk / Return Rank
MSEGX
IOLZX
MSEGX vs. IOLZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Growth Portfolio (MSEGX) and ICON Equity Fund (IOLZX). 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 | IOLZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.47 | 1.02 | -0.55 |
Sortino ratioReturn per unit of downside risk | 0.91 | 1.52 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.21 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.64 | 1.54 | -0.90 |
Martin ratioReturn relative to average drawdown | 1.65 | 5.07 | -3.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSEGX | IOLZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.47 | 1.02 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.34 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.55 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.36 | +0.05 |
Correlation
The correlation between MSEGX and IOLZX is 0.71, 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.
Dividends
MSEGX vs. IOLZX - Dividend Comparison
MSEGX has not paid dividends to shareholders, while IOLZX's dividend yield for the trailing twelve months is around 10.48%.
| 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% |
IOLZX ICON Equity Fund | 10.48% | 10.69% | 22.21% | 4.75% | 18.57% | 14.12% | 0.00% | 3.46% | 1.60% | 0.00% | 0.00% | 0.00% |
Drawdowns
MSEGX vs. IOLZX - Drawdown Comparison
The maximum MSEGX drawdown since its inception was -69.57%, which is greater than IOLZX's maximum drawdown of -56.03%. Use the drawdown chart below to compare losses from any high point for MSEGX and IOLZX.
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Drawdown Indicators
| MSEGX | IOLZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.57% | -56.03% | -13.54% |
Max Drawdown (1Y)Largest decline over 1 year | -27.83% | -15.69% | -12.14% |
Max Drawdown (5Y)Largest decline over 5 years | -69.57% | -27.77% | -41.80% |
Max Drawdown (10Y)Largest decline over 10 years | -69.57% | -41.04% | -28.53% |
Current DrawdownCurrent decline from peak | -26.94% | -10.48% | -16.46% |
Average DrawdownAverage peak-to-trough decline | -19.50% | -12.71% | -6.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.71% | 4.76% | +5.95% |
Volatility
MSEGX vs. IOLZX - Volatility Comparison
Morgan Stanley Institutional Growth Portfolio (MSEGX) has a higher volatility of 9.40% compared to ICON Equity Fund (IOLZX) at 7.90%. This indicates that MSEGX's price experiences larger fluctuations and is considered to be riskier than IOLZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSEGX | IOLZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.40% | 7.90% | +1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 22.08% | 14.56% | +7.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.36% | 23.81% | +9.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.78% | 21.38% | +18.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.62% | 22.28% | +11.34% |