MSEGX vs. MGGPX
Compare and contrast key facts about Morgan Stanley Institutional Growth Portfolio (MSEGX) and Morgan Stanley Global Opportunity Portfolio Class A (MGGPX).
MSEGX is an actively managed fund by Morgan Stanley. It was launched on Apr 2, 1991. MGGPX is a passively managed fund by Morgan Stanley that tracks the performance of the MSCI All Country World Index. It was launched on May 24, 2010.
Performance
MSEGX vs. MGGPX - Performance Comparison
Loading graphics...
MSEGX vs. MGGPX - 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% |
MGGPX Morgan Stanley Global Opportunity Portfolio Class A | -11.72% | 0.77% | 27.16% | 49.29% | -41.77% | -0.05% | 55.05% | 35.03% | -5.96% | 49.03% |
Returns By Period
In the year-to-date period, MSEGX achieves a -15.42% return, which is significantly lower than MGGPX's -11.72% return. Over the past 10 years, MSEGX has outperformed MGGPX with an annualized return of 15.47%, while MGGPX has yielded a comparatively lower 11.61% 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%
MGGPX
- 1D
- 3.84%
- 1M
- -8.60%
- YTD
- -11.72%
- 6M
- -23.37%
- 1Y
- -10.07%
- 3Y*
- 11.90%
- 5Y*
- -0.55%
- 10Y*
- 11.61%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MSEGX vs. MGGPX - Expense Ratio Comparison
MSEGX has a 0.87% expense ratio, which is lower than MGGPX's 1.25% expense ratio.
Return for Risk
MSEGX vs. MGGPX — Risk / Return Rank
MSEGX
MGGPX
MSEGX vs. MGGPX - 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 Opportunity Portfolio Class A (MGGPX). 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 | MGGPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | -0.39 | +0.93 |
Sortino ratioReturn per unit of downside risk | 1.00 | -0.37 | +1.37 |
Omega ratioGain probability vs. loss probability | 1.12 | 0.94 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.57 | -0.46 | +1.03 |
Martin ratioReturn relative to average drawdown | 1.50 | -1.22 | +2.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MSEGX | MGGPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | -0.39 | +0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | -0.02 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.51 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.63 | -0.23 |
Correlation
The correlation between MSEGX and MGGPX is 0.84, 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. MGGPX - Dividend Comparison
Neither MSEGX nor MGGPX 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% |
MGGPX Morgan Stanley Global Opportunity Portfolio Class A | 0.00% | 0.00% | 9.95% | 2.27% | 24.31% | 5.14% | 1.20% | 0.00% | 0.82% | 0.40% | 7.23% | 1.29% |
Drawdowns
MSEGX vs. MGGPX - Drawdown Comparison
The maximum MSEGX drawdown since its inception was -69.57%, which is greater than MGGPX's maximum drawdown of -51.83%. Use the drawdown chart below to compare losses from any high point for MSEGX and MGGPX.
Loading graphics...
Drawdown Indicators
| MSEGX | MGGPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.57% | -51.83% | -17.74% |
Max Drawdown (1Y)Largest decline over 1 year | -27.83% | -28.32% | +0.49% |
Max Drawdown (5Y)Largest decline over 5 years | -69.57% | -51.14% | -18.43% |
Max Drawdown (10Y)Largest decline over 10 years | -69.57% | -51.83% | -17.74% |
Current DrawdownCurrent decline from peak | -26.90% | -25.46% | -1.44% |
Average DrawdownAverage peak-to-trough decline | -19.49% | -9.36% | -10.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.60% | 10.61% | -0.01% |
Volatility
MSEGX vs. MGGPX - Volatility Comparison
Morgan Stanley Institutional Growth Portfolio (MSEGX) has a higher volatility of 9.47% compared to Morgan Stanley Global Opportunity Portfolio Class A (MGGPX) at 8.93%. This indicates that MSEGX's price experiences larger fluctuations and is considered to be riskier than MGGPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MSEGX | MGGPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.47% | 8.93% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 22.11% | 18.84% | +3.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.40% | 25.14% | +8.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.79% | 25.97% | +13.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.63% | 22.95% | +10.68% |