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MSEGX vs. WSTAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSEGX vs. WSTAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Institutional Growth Portfolio (MSEGX) and Nomura Science and Technology Fund Class A (WSTAX). The values are adjusted to include any dividend payments, if applicable.

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MSEGX vs. WSTAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSEGX
Morgan Stanley Institutional Growth Portfolio
-19.09%24.43%46.29%49.87%-60.27%-0.31%115.11%38.93%5.01%43.53%
WSTAX
Nomura Science and Technology Fund Class A
-6.53%33.91%59.64%40.44%-32.50%14.19%36.12%50.35%-5.23%32.77%

Returns By Period

In the year-to-date period, MSEGX achieves a -19.09% return, which is significantly lower than WSTAX's -6.53% return. Over the past 10 years, MSEGX has underperformed WSTAX with an annualized return of 14.96%, while WSTAX has yielded a comparatively higher 19.82% annualized return.


MSEGX

1D
-0.67%
1M
-8.78%
YTD
-19.09%
6M
-25.14%
1Y
12.68%
3Y*
23.39%
5Y*
-2.29%
10Y*
14.96%

WSTAX

1D
-1.89%
1M
-11.47%
YTD
-6.53%
6M
-3.97%
1Y
37.90%
3Y*
34.43%
5Y*
15.99%
10Y*
19.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSEGX vs. WSTAX - Expense Ratio Comparison

MSEGX has a 0.87% expense ratio, which is lower than WSTAX's 1.17% expense ratio.


Return for Risk

MSEGX vs. WSTAX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MSEGX
MSEGX Risk / Return Rank: 1313
Overall Rank
MSEGX Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
MSEGX Sortino Ratio Rank: 1616
Sortino Ratio Rank
MSEGX Omega Ratio Rank: 1414
Omega Ratio Rank
MSEGX Calmar Ratio Rank: 1111
Calmar Ratio Rank
MSEGX Martin Ratio Rank: 1010
Martin Ratio Rank

WSTAX
WSTAX Risk / Return Rank: 7474
Overall Rank
WSTAX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
WSTAX Sortino Ratio Rank: 7373
Sortino Ratio Rank
WSTAX Omega Ratio Rank: 6969
Omega Ratio Rank
WSTAX Calmar Ratio Rank: 8282
Calmar Ratio Rank
WSTAX Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MSEGX vs. WSTAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Growth Portfolio (MSEGX) and Nomura Science and Technology Fund Class A (WSTAX). 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.


MSEGXWSTAXDifference

Sharpe ratio

Return per unit of total volatility

0.33

1.27

-0.94

Sortino ratio

Return per unit of downside risk

0.71

1.82

-1.10

Omega ratio

Gain probability vs. loss probability

1.09

1.26

-0.17

Calmar ratio

Return relative to maximum drawdown

0.25

1.98

-1.73

Martin ratio

Return relative to average drawdown

0.66

6.93

-6.27

MSEGX vs. WSTAX - Sharpe Ratio Comparison

The current MSEGX Sharpe Ratio is 0.33, which is lower than the WSTAX Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of MSEGX and WSTAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MSEGXWSTAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

1.27

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.44

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.65

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.46

-0.06

Correlation

The correlation between MSEGX and WSTAX is 0.82, 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. WSTAX - Dividend Comparison

MSEGX has not paid dividends to shareholders, while WSTAX's dividend yield for the trailing twelve months is around 19.60%.


TTM20252024202320222021202020192018201720162015
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%
WSTAX
Nomura Science and Technology Fund Class A
19.60%18.32%36.08%11.62%33.72%42.99%8.89%11.48%13.99%6.95%0.00%2.50%

Drawdowns

MSEGX vs. WSTAX - Drawdown Comparison

The maximum MSEGX drawdown since its inception was -69.57%, which is greater than WSTAX's maximum drawdown of -55.39%. Use the drawdown chart below to compare losses from any high point for MSEGX and WSTAX.


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Drawdown Indicators


MSEGXWSTAXDifference

Max Drawdown

Largest peak-to-trough decline

-69.57%

-55.39%

-14.18%

Max Drawdown (1Y)

Largest decline over 1 year

-27.83%

-16.73%

-11.10%

Max Drawdown (5Y)

Largest decline over 5 years

-69.57%

-55.39%

-14.18%

Max Drawdown (10Y)

Largest decline over 10 years

-69.57%

-55.39%

-14.18%

Current Drawdown

Current decline from peak

-30.07%

-16.73%

-13.34%

Average Drawdown

Average peak-to-trough decline

-19.49%

-15.03%

-4.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.49%

4.78%

+5.71%

Volatility

MSEGX vs. WSTAX - Volatility Comparison

The current volatility for Morgan Stanley Institutional Growth Portfolio (MSEGX) is 8.12%, while Nomura Science and Technology Fund Class A (WSTAX) has a volatility of 8.82%. This indicates that MSEGX experiences smaller price fluctuations and is considered to be less risky than WSTAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSEGXWSTAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.12%

8.82%

-0.70%

Volatility (6M)

Calculated over the trailing 6-month period

21.71%

18.86%

+2.85%

Volatility (1Y)

Calculated over the trailing 1-year period

33.16%

29.32%

+3.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.77%

36.75%

+3.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.60%

30.55%

+3.05%