MSEGX vs. VTMGX
Compare and contrast key facts about Morgan Stanley Institutional Growth Portfolio (MSEGX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX).
MSEGX is an actively managed fund by Morgan Stanley. It was launched on Apr 2, 1991. VTMGX is managed by Vanguard. It was launched on Aug 17, 1999.
Performance
MSEGX vs. VTMGX - Performance Comparison
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MSEGX vs. VTMGX - 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% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.46% | 35.17% | 3.03% | 17.65% | -15.33% | 11.39% | 10.25% | 22.04% | -14.48% | 26.39% |
Returns By Period
In the year-to-date period, MSEGX achieves a -15.42% return, which is significantly lower than VTMGX's 2.46% return. Over the past 10 years, MSEGX has outperformed VTMGX with an annualized return of 15.47%, while VTMGX has yielded a comparatively lower 9.31% 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%
VTMGX
- 1D
- 2.96%
- 1M
- -7.62%
- YTD
- 2.46%
- 6M
- 7.79%
- 1Y
- 29.28%
- 3Y*
- 15.95%
- 5Y*
- 8.51%
- 10Y*
- 9.31%
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MSEGX vs. VTMGX - Expense Ratio Comparison
MSEGX has a 0.87% expense ratio, which is higher than VTMGX's 0.07% expense ratio.
Return for Risk
MSEGX vs. VTMGX — Risk / Return Rank
MSEGX
VTMGX
MSEGX vs. VTMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Growth Portfolio (MSEGX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX). 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 | VTMGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 1.79 | -1.25 |
Sortino ratioReturn per unit of downside risk | 1.00 | 2.35 | -1.35 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.35 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | 0.57 | 2.44 | -1.86 |
Martin ratioReturn relative to average drawdown | 1.50 | 9.56 | -8.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSEGX | VTMGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 1.79 | -1.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.55 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.57 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.29 | +0.12 |
Correlation
The correlation between MSEGX and VTMGX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MSEGX vs. VTMGX - Dividend Comparison
MSEGX has not paid dividends to shareholders, while VTMGX's dividend yield for the trailing twelve months is around 2.92%.
| 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% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.92% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
Drawdowns
MSEGX vs. VTMGX - Drawdown Comparison
The maximum MSEGX drawdown since its inception was -69.57%, which is greater than VTMGX's maximum drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for MSEGX and VTMGX.
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Drawdown Indicators
| MSEGX | VTMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.57% | -60.58% | -8.99% |
Max Drawdown (1Y)Largest decline over 1 year | -27.83% | -11.67% | -16.16% |
Max Drawdown (5Y)Largest decline over 5 years | -69.57% | -29.71% | -39.86% |
Max Drawdown (10Y)Largest decline over 10 years | -69.57% | -35.68% | -33.89% |
Current DrawdownCurrent decline from peak | -26.90% | -9.01% | -17.89% |
Average DrawdownAverage peak-to-trough decline | -19.49% | -14.74% | -4.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.60% | 2.97% | +7.63% |
Volatility
MSEGX vs. VTMGX - Volatility Comparison
Morgan Stanley Institutional Growth Portfolio (MSEGX) has a higher volatility of 9.47% compared to Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) at 7.83%. This indicates that MSEGX's price experiences larger fluctuations and is considered to be riskier than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSEGX | VTMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.47% | 7.83% | +1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 22.11% | 11.28% | +10.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.40% | 16.68% | +16.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.79% | 15.65% | +24.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.63% | 16.45% | +17.18% |