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MSEGX vs. MACGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, MSEGX achieves a -8.43% return, which is significantly lower than MACGX's -0.24% return. Over the past 10 years, MSEGX has outperformed MACGX with an annualized return of 15.55%, while MACGX has yielded a comparatively lower 13.21% annualized return.


MSEGX

1D
2.07%
1M
-6.01%
6M
-0.09%
YTD
-8.43%
1Y
-2.72%
3Y*
20.20%
5Y*
-2.58%
10Y*
15.55%
ALL TIME*
10.90%

MACGX

1D
2.22%
1M
-3.78%
6M
5.55%
YTD
-0.24%
1Y
-9.12%
3Y*
18.64%
5Y*
-5.86%
10Y*
13.21%
ALL TIME*
9.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

MSEGX vs. MACGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSEGX
Morgan Stanley Institutional Growth Portfolio
-8.43%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
-0.24%13.71%42.06%46.30%-63.51%-12.84%142.01%39.41%11.85%38.99%

Correlation

The correlation between MSEGX and MACGX is 0.95, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.95

Correlation (3Y)
Balances recent behavior with more history.

0.96

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.97

Correlation (10Y)
Provides a long-term view across more market conditions.

0.96

Correlation (All Time)
Calculated using the full available price history since Jan 31, 1997

0.92

The correlation between MSEGX and MACGX has been stable across timeframes, ranging from 0.92 to 0.97 - a consistent structural relationship.

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Return for Risk

MSEGX vs. MACGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MSEGX
MSEGX Risk / Return Rank: 33
Overall Rank
MSEGX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
MSEGX Sortino Ratio Rank: 44
Sortino Ratio Rank
MSEGX Omega Ratio Rank: 44
Omega Ratio Rank
MSEGX Calmar Ratio Rank: 33
Calmar Ratio Rank
MSEGX Martin Ratio Rank: 33
Martin Ratio Rank

MACGX
MACGX Risk / Return Rank: 33
Overall Rank
MACGX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
MACGX Sortino Ratio Rank: 33
Sortino Ratio Rank
MACGX Omega Ratio Rank: 33
Omega Ratio Rank
MACGX Calmar Ratio Rank: 22
Calmar Ratio Rank
MACGX Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.


MSEGXMACGXDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.00

0.98

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.18

-0.29

+0.11

Martin ratioReturn relative to average drawdown

-0.34

-0.58

+0.24

MSEGX vs. MACGX - Sharpe Ratio Comparison

The current MSEGX Sharpe Ratio is -0.17, which is higher than the MACGX Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of MSEGX and MACGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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 (3Y)

Largest decline over 3 years

-32.54%

-28.55%

-3.99%

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

-20.86%

-44.54%

+23.68%

Average Drawdown

Average peak-to-trough decline

-19.50%

-25.74%

+6.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.47%

13.93%

+0.54%

Volatility

MSEGX vs. MACGX - Volatility Comparison

Morgan Stanley Institutional Growth Portfolio (MSEGX) has a higher volatility of 7.40% compared to Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A (MACGX) at 6.99%. This indicates that MSEGX's price experiences larger fluctuations and is considered to be riskier than MACGX based on this measure. 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

7.40%

6.99%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

22.91%

22.22%

+0.69%

Volatility (1Y)

Calculated over the trailing 1-year period

29.66%

29.20%

+0.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.92%

48.41%

-8.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.95%

39.47%

-5.52%

MSEGX vs. MACGX - Expense Ratio Comparison

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


Dividends

MSEGX vs. MACGX - Dividend Comparison

Neither MSEGX nor MACGX has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
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


With a correlation of 0.95, MSEGX and MACGX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

MSEGX has higher volatility (7.40%) compared to MACGX (6.99%). In terms of maximum drawdown, MSEGX dropped -69.57% vs MACGX's -77.61%.

MSEGX currently has the higher Sharpe Ratio (-0.17 vs -0.28), 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.

Portfolio Optimizer

Find the right allocation for MSEGX and MACGX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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