MSEGX vs. WSTAX
Compare and contrast key facts about Morgan Stanley Institutional Growth Portfolio (MSEGX) and Nomura Science and Technology Fund Class A (WSTAX).
MSEGX is an actively managed fund by Morgan Stanley. It was launched on Apr 2, 1991. WSTAX is managed by Nomura.
Performance
MSEGX vs. WSTAX - Performance Comparison
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MSEGX vs. WSTAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
MSEGX
WSTAX
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.
| MSEGX | WSTAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.33 | 1.27 | -0.94 |
Sortino ratioReturn per unit of downside risk | 0.71 | 1.82 | -1.10 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.26 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.25 | 1.98 | -1.73 |
Martin ratioReturn relative to average drawdown | 0.66 | 6.93 | -6.27 |
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 | WSTAX | Difference | |
|---|---|---|---|
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%.
| 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% |
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
| MSEGX | WSTAX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -30.07% | -16.73% | -13.34% |
Average DrawdownAverage peak-to-trough decline | -19.49% | -15.03% | -4.46% |
Ulcer IndexDepth 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
| MSEGX | WSTAX | Difference | |
|---|---|---|---|
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% |