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MSEGX vs. MACGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSEGX vs. MACGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Institutional Growth Portfolio (MSEGX) and Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A (MACGX). The values are adjusted to include any dividend payments, if applicable.

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MSEGX vs. MACGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MACGX
Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A
-11.39%13.71%42.06%46.30%-63.51%-12.84%142.01%39.41%11.85%38.99%

Returns By Period

In the year-to-date period, MSEGX achieves a -15.42% return, which is significantly lower than MACGX's -11.39% return. Over the past 10 years, MSEGX has outperformed MACGX with an annualized return of 15.47%, while MACGX has yielded a comparatively lower 12.76% annualized return.


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%

MACGX

1D
4.70%
1M
-4.98%
YTD
-11.39%
6M
-20.28%
1Y
6.83%
3Y*
21.48%
5Y*
-7.74%
10Y*
12.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSEGX vs. MACGX - Expense Ratio Comparison

MSEGX has a 0.87% expense ratio, which is lower than MACGX's 1.00% expense ratio.


Return for Risk

MSEGX vs. MACGX — Risk / Return Rank

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

MSEGX
MSEGX Risk / Return Rank: 1717
Overall Rank
MSEGX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
MSEGX Sortino Ratio Rank: 2222
Sortino Ratio Rank
MSEGX Omega Ratio Rank: 1818
Omega Ratio Rank
MSEGX Calmar Ratio Rank: 1616
Calmar Ratio Rank
MSEGX Martin Ratio Rank: 1313
Martin Ratio Rank

MACGX
MACGX Risk / Return Rank: 1111
Overall Rank
MACGX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MACGX Sortino Ratio Rank: 1212
Sortino Ratio Rank
MACGX Omega Ratio Rank: 1111
Omega Ratio Rank
MACGX Calmar Ratio Rank: 1111
Calmar Ratio Rank
MACGX Martin Ratio Rank: 1010
Martin Ratio Rank
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. MACGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Growth Portfolio (MSEGX) and Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A (MACGX). 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.


MSEGXMACGXDifference

Sharpe ratio

Return per unit of total volatility

0.54

0.27

+0.27

Sortino ratio

Return per unit of downside risk

1.00

0.62

+0.38

Omega ratio

Gain probability vs. loss probability

1.12

1.08

+0.05

Calmar ratio

Return relative to maximum drawdown

0.57

0.29

+0.28

Martin ratio

Return relative to average drawdown

1.50

0.73

+0.77

MSEGX vs. MACGX - Sharpe Ratio Comparison

The current MSEGX Sharpe Ratio is 0.54, which is higher than the MACGX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of MSEGX and MACGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MSEGXMACGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

0.27

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

-0.16

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.33

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.31

+0.10

Correlation

The correlation between MSEGX and MACGX is 0.92, 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. MACGX - Dividend Comparison

Neither MSEGX nor MACGX has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
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%
MACGX
Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A
0.00%0.00%0.00%0.00%0.00%52.53%9.95%15.34%29.46%48.48%75.72%14.05%

Drawdowns

MSEGX vs. MACGX - Drawdown Comparison

The maximum MSEGX drawdown since its inception was -69.57%, smaller than the maximum MACGX drawdown of -77.61%. Use the drawdown chart below to compare losses from any high point for MSEGX and MACGX.


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Drawdown Indicators


MSEGXMACGXDifference

Max Drawdown

Largest peak-to-trough decline

-69.57%

-77.61%

+8.04%

Max Drawdown (1Y)

Largest decline over 1 year

-27.83%

-27.55%

-0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-69.57%

-77.61%

+8.04%

Max Drawdown (10Y)

Largest decline over 10 years

-69.57%

-77.61%

+8.04%

Current Drawdown

Current decline from peak

-26.90%

-50.74%

+23.84%

Average Drawdown

Average peak-to-trough decline

-19.49%

-25.53%

+6.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.60%

10.93%

-0.33%

Volatility

MSEGX vs. MACGX - Volatility Comparison

Morgan Stanley Institutional Growth Portfolio (MSEGX) and Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A (MACGX) have volatilities of 9.47% and 9.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSEGXMACGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.47%

9.52%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

22.11%

22.32%

-0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

33.40%

32.22%

+1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.79%

48.42%

-8.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.63%

39.21%

-5.58%