MSJIX vs. MACGX
Compare and contrast key facts about Morgan Stanley Global Endurance Portfolio (MSJIX) and Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A (MACGX).
MSJIX is managed by Morgan Stanley. It was launched on Dec 30, 2018. MACGX is managed by Morgan Stanley. It was launched on Mar 30, 1990.
Performance
MSJIX vs. MACGX - Performance Comparison
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MSJIX vs. MACGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MSJIX Morgan Stanley Global Endurance Portfolio | -4.68% | 24.62% | 5.99% | 72.54% | -66.23% | 9.69% | 110.10% | 34.61% |
MACGX Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A | -11.39% | 13.71% | 42.06% | 46.30% | -63.51% | -12.84% | 142.01% | 46.94% |
Returns By Period
In the year-to-date period, MSJIX achieves a -4.68% return, which is significantly higher than MACGX's -11.39% return.
MSJIX
- 1D
- 3.73%
- 1M
- -4.63%
- YTD
- -4.68%
- 6M
- -1.37%
- 1Y
- 23.75%
- 3Y*
- 18.38%
- 5Y*
- -8.42%
- 10Y*
- —
MACGX
- 1D
- 4.70%
- 1M
- -4.98%
- YTD
- -11.39%
- 6M
- -20.28%
- 1Y
- 6.83%
- 3Y*
- 21.48%
- 5Y*
- -7.74%
- 10Y*
- 12.76%
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MSJIX vs. MACGX - Expense Ratio Comparison
Both MSJIX and MACGX have an expense ratio of 1.00%.
Return for Risk
MSJIX vs. MACGX — Risk / Return Rank
MSJIX
MACGX
MSJIX vs. MACGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Global Endurance Portfolio (MSJIX) and Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A (MACGX). 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.
| MSJIX | MACGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.27 | +0.74 |
Sortino ratioReturn per unit of downside risk | 1.55 | 0.62 | +0.93 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.08 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 0.29 | +1.34 |
Martin ratioReturn relative to average drawdown | 5.59 | 0.73 | +4.86 |
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
| MSJIX | MACGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.27 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.27 | -0.16 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.33 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.31 | +0.06 |
Correlation
The correlation between MSJIX and MACGX 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
MSJIX vs. MACGX - Dividend Comparison
MSJIX's dividend yield for the trailing twelve months is around 0.56%, while MACGX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSJIX Morgan Stanley Global Endurance Portfolio | 0.56% | 0.53% | 0.56% | 1.83% | 0.00% | 4.68% | 3.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MACGX Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 52.53% | 9.95% | 15.34% | 29.46% | 48.48% | 75.72% | 14.05% |
Drawdowns
MSJIX vs. MACGX - Drawdown Comparison
The maximum MSJIX drawdown since its inception was -75.26%, roughly equal to the maximum MACGX drawdown of -77.61%. Use the drawdown chart below to compare losses from any high point for MSJIX and MACGX.
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Drawdown Indicators
| MSJIX | MACGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.26% | -77.61% | +2.35% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -27.55% | +15.23% |
Max Drawdown (5Y)Largest decline over 5 years | -74.10% | -77.61% | +3.51% |
Max Drawdown (10Y)Largest decline over 10 years | — | -77.61% | — |
Current DrawdownCurrent decline from peak | -44.59% | -50.74% | +6.15% |
Average DrawdownAverage peak-to-trough decline | -36.15% | -25.53% | -10.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 10.93% | -7.35% |
Volatility
MSJIX vs. MACGX - Volatility Comparison
The current volatility for Morgan Stanley Global Endurance Portfolio (MSJIX) is 7.47%, while Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A (MACGX) has a volatility of 9.52%. This indicates that MSJIX experiences smaller price fluctuations and is considered to be less risky than MACGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSJIX | MACGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.47% | 9.52% | -2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 13.09% | 22.32% | -9.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.37% | 32.22% | -9.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.82% | 48.42% | -16.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.82% | 39.21% | -6.39% |