MSEGX vs. MPEGX
MSEGX (Morgan Stanley Institutional Growth Portfolio) and MPEGX (Morgan Stanley Institutional Fund Trust Discovery Portfolio) are both mutual funds - MSEGX is a Large Cap Growth Equities fund actively managed by Morgan Stanley, while MPEGX is a Mid Cap Growth Equities fund managed by Morgan Stanley. Over the past 10 years, MSEGX returned 15.45%/yr vs 13.54%/yr for MPEGX. Their correlation of 0.92 means they have usually moved in the same direction. MSEGX charges 0.87%/yr vs 0.72%/yr for MPEGX.
Performance
MSEGX vs. MPEGX - 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 MPEGX's -0.12% return. Over the past 10 years, MSEGX has outperformed MPEGX with an annualized return of 15.45%, while MPEGX has yielded a comparatively lower 13.54% 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%
MPEGX
- 1D
- 1.91%
- 1M
- -3.80%
- 6M
- 7.72%
- YTD
- -0.12%
- 1Y
- -11.01%
- 3Y*
- 21.38%
- 5Y*
- -5.64%
- 10Y*
- 13.54%
- ALL TIME*
- 12.76%
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. MPEGX - 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% |
MPEGX Morgan Stanley Institutional Fund Trust Discovery Portfolio | -0.12% | 14.05% | 42.38% | 46.66% | -63.39% | -12.37% | 142.68% | 39.73% | 12.19% | 39.39% |
Correlation
The correlation between MSEGX and MPEGX is 0.95 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| 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 Dec 29, 1995 | 0.92 |
The correlation between MSEGX and MPEGX 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. MPEGX — Risk / Return Rank
MSEGX
MPEGX
MSEGX vs. MPEGX - 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 (MPEGX). 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 | MPEGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.97 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | -0.32 | +0.22 |
| Martin ratioReturn relative to average drawdown | -0.20 | -0.64 | +0.44 |
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Drawdowns
MSEGX vs. MPEGX - Drawdown Comparison
The maximum MSEGX drawdown since its inception was -69.57%, smaller than the maximum MPEGX drawdown of -75.29%. Use the drawdown chart below to compare losses from any high point for MSEGX and MPEGX.
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Drawdown Indicators
| MSEGX | MPEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.57% | -75.29% | +5.72% |
Max Drawdown (1Y)Largest decline over 1 year | -27.83% | -27.46% | -0.37% |
Max Drawdown (3Y)Largest decline over 3 years | -32.54% | -28.53% | -4.01% |
Max Drawdown (5Y)Largest decline over 5 years | -69.57% | -72.99% | +3.42% |
Max Drawdown (10Y)Largest decline over 10 years | -69.57% | -75.29% | +5.72% |
Current DrawdownCurrent decline from peak | -20.97% | -38.25% | +17.28% |
Average DrawdownAverage peak-to-trough decline | -19.50% | -21.29% | +1.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.57% | 13.89% | +0.68% |
Volatility
MSEGX vs. MPEGX - Volatility Comparison
Morgan Stanley Institutional Growth Portfolio (MSEGX) has a higher volatility of 7.72% compared to Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) at 7.32%. This indicates that MSEGX's price experiences larger fluctuations and is considered to be riskier than MPEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSEGX | MPEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 7.32% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 22.82% | 22.10% | +0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.63% | 29.32% | +0.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.95% | 40.35% | -0.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.98% | 34.67% | -0.69% |
MSEGX vs. MPEGX - Expense Ratio Comparison
MSEGX has a 0.87% expense ratio, which is higher than MPEGX's 0.72% expense ratio.
Dividends
MSEGX vs. MPEGX - Dividend Comparison
Neither MSEGX nor MPEGX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPEGX Morgan Stanley Institutional Fund Trust Discovery Portfolio | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 35.82% | 7.63% | 12.05% | 23.88% | 41.11% | 67.79% | 13.20% |
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 MPEGX 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 (7.72%) compared to MPEGX (7.32%). In terms of maximum drawdown, MSEGX dropped -69.57% vs MPEGX's -75.29%.
MSEGX currently has the higher Sharpe Ratio (-0.10 vs -0.30), 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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