MSEGX vs. MEIFX
MSEGX (Morgan Stanley Institutional Growth Portfolio) and MEIFX (Meridian Enhanced Equity Fund) are both Large Cap Growth Equities funds. Over the past 10 years, MSEGX returned 15.45%/yr vs 13.76%/yr for MEIFX. Their 0.71 correlation means they have sometimes moved together and sometimes differently. MSEGX charges 0.87%/yr vs 1.20%/yr for MEIFX.
Performance
MSEGX vs. MEIFX - Performance Comparison
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Returns By Period
In the year-to-date period, MSEGX achieves a -8.56% return, which is significantly lower than MEIFX's 8.48% return. Over the past 10 years, MSEGX has outperformed MEIFX with an annualized return of 15.45%, while MEIFX has yielded a comparatively lower 13.76% annualized return.
MSEGX
- 1D
- 2.02%
- 1M
- -6.14%
- 6M
- 2.08%
- YTD
- -8.56%
- 1Y
- -6.44%
- 3Y*
- 22.63%
- 5Y*
- -3.06%
- 10Y*
- 15.45%
- ALL TIME*
- 10.89%
MEIFX
- 1D
- 0.78%
- 1M
- 3.12%
- 6M
- 7.74%
- YTD
- 8.48%
- 1Y
- 9.32%
- 3Y*
- 11.54%
- 5Y*
- 6.13%
- 10Y*
- 13.76%
- ALL TIME*
- 9.72%
Liquidity Comparison
| Position | Avg. 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. MEIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSEGX Morgan Stanley Institutional Growth Portfolio | -8.56% | 24.43% | 46.29% | 49.87% | -60.27% | -0.31% | 115.11% | 38.93% | 5.01% | 43.53% |
MEIFX Meridian Enhanced Equity Fund | 8.48% | 6.51% | 13.19% | 18.96% | -16.43% | 15.15% | 26.18% | 44.95% | -0.51% | 27.94% |
Correlation
The correlation between MSEGX and MEIFX is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.51 |
Correlation (3Y) Balances recent behavior with more history. | 0.51 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.64 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2005 | 0.71 |
Over the past year, the correlation between MSEGX and MEIFX has dropped to 0.51 - well below their long-term average of 0.71, suggesting their price drivers have been diverging.
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Return for Risk
MSEGX vs. MEIFX — Risk / Return Rank
MSEGX
MEIFX
MSEGX vs. MEIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Growth Portfolio (MSEGX) and Meridian Enhanced Equity Fund (MEIFX). 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.
| MSEGX | MEIFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.17 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 2.06 | -2.16 |
| Martin ratioReturn relative to average drawdown | -0.20 | 6.38 | -6.58 |
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Drawdowns
MSEGX vs. MEIFX - Drawdown Comparison
The maximum MSEGX drawdown since its inception was -69.57%, which is greater than MEIFX's maximum drawdown of -54.37%. Use the drawdown chart below to compare losses from any high point for MSEGX and MEIFX.
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Drawdown Indicators
| MSEGX | MEIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.57% | -54.37% | -15.20% |
Max Drawdown (1Y)Largest decline over 1 year | -27.83% | -4.80% | -23.03% |
Max Drawdown (3Y)Largest decline over 3 years | -32.54% | -19.30% | -13.24% |
Max Drawdown (5Y)Largest decline over 5 years | -69.57% | -23.54% | -46.03% |
Max Drawdown (10Y)Largest decline over 10 years | -69.57% | -28.67% | -40.90% |
Current DrawdownCurrent decline from peak | -20.97% | 0.00% | -20.97% |
Average DrawdownAverage peak-to-trough decline | -19.50% | -7.67% | -11.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.57% | 1.55% | +13.02% |
Volatility
MSEGX vs. MEIFX - Volatility Comparison
Morgan Stanley Institutional Growth Portfolio (MSEGX) has a higher volatility of 7.72% compared to Meridian Enhanced Equity Fund (MEIFX) at 3.38%. This indicates that MSEGX's price experiences larger fluctuations and is considered to be riskier than MEIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSEGX | MEIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 3.38% | +4.34% |
Volatility (6M)Calculated over the trailing 6-month period | 22.82% | 7.46% | +15.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.63% | 9.98% | +19.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.95% | 15.99% | +23.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.98% | 17.96% | +16.02% |
MSEGX vs. MEIFX - Expense Ratio Comparison
MSEGX has a 0.87% expense ratio, which is lower than MEIFX's 1.20% expense ratio.
Dividends
MSEGX vs. MEIFX - Dividend Comparison
MSEGX has not paid dividends to shareholders, while MEIFX's dividend yield for the trailing twelve months is around 6.68%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEIFX Meridian Enhanced Equity Fund | 6.68% | 7.25% | 14.61% | 0.61% | 9.28% | 25.44% | 13.26% | 40.49% | 11.67% | 1.18% | 0.78% | 4.24% |
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
MSEGX and MEIFX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSEGX has higher volatility (7.72%) compared to MEIFX (3.38%). In terms of maximum drawdown, MSEGX dropped -69.57% vs MEIFX's -54.37%.
MEIFX currently has the higher Sharpe Ratio (0.99 vs -0.10), 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.
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