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MSIF vs. MSSGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSIF vs. MSSGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MSC Income Fund, Inc. (MSIF) and Morgan Stanley Institutional Fund, Inc. Inception Portfolio (MSSGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MSIF achieves a -11.31% return, which is significantly lower than MSSGX's 4.24% return.


MSIF

1D
-4.15%
1M
-4.15%
YTD
-11.31%
6M
-11.08%
1Y
-27.26%
3Y*
5Y*
10Y*

MSSGX

1D
2.52%
1M
-0.18%
YTD
4.24%
6M
-1.76%
1Y
6.44%
3Y*
14.26%
5Y*
-8.91%
10Y*
15.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSIF vs. MSSGX - Yearly Performance Comparison


Correlation

The correlation between MSIF and MSSGX is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2025

0.38

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Return for Risk

MSIF vs. MSSGX — Risk / Return Rank

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

MSIF
MSIF Risk / Return Rank: 55
Overall Rank
MSIF Sharpe Ratio Rank: 55
Sharpe Ratio Rank
MSIF Sortino Ratio Rank: 66
Sortino Ratio Rank
MSIF Omega Ratio Rank: 99
Omega Ratio Rank
MSIF Calmar Ratio Rank: 00
Calmar Ratio Rank
MSIF Martin Ratio Rank: 44
Martin Ratio Rank

MSSGX
MSSGX Risk / Return Rank: 44
Overall Rank
MSSGX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
MSSGX Sortino Ratio Rank: 55
Sortino Ratio Rank
MSSGX Omega Ratio Rank: 44
Omega Ratio Rank
MSSGX Calmar Ratio Rank: 44
Calmar Ratio Rank
MSSGX Martin Ratio Rank: 44
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.

MSIF vs. MSSGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MSC Income Fund, Inc. (MSIF) and Morgan Stanley Institutional Fund, Inc. Inception Portfolio (MSSGX). 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.


MSIFMSSGXDifference
Sharpe ratioReturn per unit of total volatility

-1.22

Sortino ratioReturn per unit of downside risk

-1.96

Omega ratioGain probability vs. loss probability

0.84

1.06

-0.22

Calmar ratioReturn relative to maximum drawdown

-1.02

0.19

-1.21

Martin ratioReturn relative to average drawdown

-1.58

0.41

-1.99

MSIF vs. MSSGX - Sharpe Ratio Comparison

The current MSIF Sharpe Ratio is -1.01, which is lower than the MSSGX Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of MSIF and MSSGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MSIF vs. MSSGX - Drawdown Comparison

The maximum MSIF drawdown since its inception was -30.63%, smaller than the maximum MSSGX drawdown of -76.01%. Use the drawdown chart below to compare losses from any high point for MSIF and MSSGX.


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Drawdown Indicators


MSIFMSSGXDifference

Max Drawdown

Largest peak-to-trough decline

-30.63%

-76.01%

+45.38%

Max Drawdown (1Y)

Largest decline over 1 year

-26.92%

-32.84%

+5.92%

Max Drawdown (3Y)

Largest decline over 3 years

-32.84%

Max Drawdown (5Y)

Largest decline over 5 years

-73.07%

Max Drawdown (10Y)

Largest decline over 10 years

-76.01%

Current Drawdown

Current decline from peak

-30.01%

-47.01%

+17.00%

Average Drawdown

Average peak-to-trough decline

-16.70%

-22.21%

+5.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.30%

15.71%

+2.59%

Volatility

MSIF vs. MSSGX - Volatility Comparison

The current volatility for MSC Income Fund, Inc. (MSIF) is 8.29%, while Morgan Stanley Institutional Fund, Inc. Inception Portfolio (MSSGX) has a volatility of 10.82%. This indicates that MSIF experiences smaller price fluctuations and is considered to be less risky than MSSGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSIFMSSGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.29%

10.82%

-2.53%

Volatility (6M)

Calculated over the trailing 6-month period

18.76%

23.24%

-4.48%

Volatility (1Y)

Calculated over the trailing 1-year period

27.04%

30.68%

-3.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.50%

37.99%

-8.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.50%

33.80%

-4.30%

Dividends

MSIF vs. MSSGX - Dividend Comparison

MSIF's dividend yield for the trailing twelve months is around 12.73%, while MSSGX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
MSIF
MSC Income Fund, Inc.
12.73%10.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSSGX
Morgan Stanley Institutional Fund, Inc. Inception Portfolio
0.00%0.00%0.99%0.00%0.39%24.63%9.61%34.65%14.40%47.33%3.32%8.67%

Frequently Asked Questions


MSIF and MSSGX have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSSGX has higher volatility (10.82%) compared to MSIF (8.29%). In terms of maximum drawdown, MSIF dropped -30.63% vs MSSGX's -76.01%.

MSSGX currently has the higher Sharpe Ratio (0.21 vs -1.01), 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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