MSJIX vs. MEGIX

Last updated Apr 1, 2026

Compare and contrast key facts about Morgan Stanley Global Endurance Portfolio (MSJIX) and Morgan Stanley Growth Portfolio (MEGIX).

MSJIX is managed by Morgan Stanley. It was launched on Dec 30, 2018. MEGIX is managed by Morgan Stanley. It was launched on Apr 30, 2017.

Performance

MSJIX vs. MEGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Global Endurance Portfolio (MSJIX) and Morgan Stanley Growth Portfolio (MEGIX). The values are adjusted to include any dividend payments, if applicable.

MSJIX vs. MEGIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
MSJIX Morgan Stanley Global Endurance Portfolio	-8.10%	24.62%	5.99%	72.54%	-66.23%	9.69%	110.10%	34.61%
MEGIX Morgan Stanley Growth Portfolio	-19.20%	35.72%	46.59%	48.66%	-83.28%	-0.20%	117.49%	36.94%

Returns By Period

In the year-to-date period, MSJIX achieves a -8.10% return, which is significantly higher than MEGIX's -19.20% return.

MSJIX

• 1D: 0.63%
• 1M: -9.11%
• YTD: -8.10%
• 6M: -4.53%
• 1Y: 17.91%
• 3Y*: 16.95%
• 5Y*: -8.71%
• 10Y*: —

MEGIX

• 1D: -0.69%
• 1M: -8.64%
• YTD: -19.20%
• 6M: -25.33%
• 1Y: 11.54%
• 3Y*: 26.82%
• 5Y*: -16.52%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MSJIX vs. MEGIX - Expense Ratio Comparison

MSJIX has a 1.00% expense ratio, which is higher than MEGIX's 0.57% expense ratio.

MSJIX

Morgan Stanley Global Endurance Portfolio

MEGIX

Morgan Stanley Growth Portfolio

Return for Risk

MSJIX vs. MEGIX — Risk / Return Rank

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

MSJIX

MSJIX Risk / Return Rank: 34
MSJIX Sharpe Ratio Rank: 31
MSJIX Sortino Ratio Rank: 34
MSJIX Omega Ratio Rank: 28
MSJIX Calmar Ratio Rank: 40
MSJIX Martin Ratio Rank: 35

MEGIX

MEGIX Risk / Return Rank: 12
MEGIX Sharpe Ratio Rank: 12
MEGIX Sortino Ratio Rank: 15
MEGIX Omega Ratio Rank: 14
MEGIX Calmar Ratio Rank: 10
MEGIX Martin Ratio Rank: 9

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.

MSJIX vs. MEGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Global Endurance Portfolio (MSJIX) and Morgan Stanley Growth Portfolio (MEGIX). 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	MEGIX	Difference
Sharpe ratio Return per unit of total volatility	0.71	0.30	+0.42
Sortino ratio Return per unit of downside risk	1.16	0.67	+0.49
Omega ratio Gain probability vs. loss probability	1.15	1.08	+0.07
Calmar ratio Return relative to maximum drawdown	1.05	0.21	+0.84
Martin ratio Return relative to average drawdown	3.79	0.57	+3.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MSJIX vs. MEGIX - Sharpe Ratio Comparison

The current MSJIX Sharpe Ratio is 0.71, which is higher than the MEGIX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of MSJIX and MEGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MSJIX	MEGIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.71	0.30	+0.42
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.28	-0.35	+0.07
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.11	+0.24

Correlation

The correlation between MSJIX and MEGIX is 0.80, 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. MEGIX - Dividend Comparison

MSJIX's dividend yield for the trailing twelve months is around 0.58%, while MEGIX has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
MSJIX Morgan Stanley Global Endurance Portfolio	0.58%	0.53%	0.56%	1.83%	0.00%	4.68%	3.17%	0.00%	0.00%
MEGIX Morgan Stanley Growth Portfolio	0.00%	0.00%	0.00%	0.00%	0.00%	34.82%	7.97%	5.35%	24.32%

Drawdowns

MSJIX vs. MEGIX - Drawdown Comparison

The maximum MSJIX drawdown since its inception was -75.26%, smaller than the maximum MEGIX drawdown of -87.16%. Use the drawdown chart below to compare losses from any high point for MSJIX and MEGIX.

Drawdown Indicators

	MSJIX	MEGIX	Difference
Max Drawdown Largest peak-to-trough decline	-75.26%	-87.16%	+11.90%
Max Drawdown (1Y) Largest decline over 1 year	-12.32%	-28.03%	+15.71%
Max Drawdown (5Y) Largest decline over 5 years	-74.10%	-87.16%	+13.06%
Current Drawdown Current decline from peak	-46.58%	-68.03%	+21.45%
Average Drawdown Average peak-to-trough decline	-36.15%	-36.32%	+0.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.65%	10.56%	-6.91%

Volatility

MSJIX vs. MEGIX - Volatility Comparison

The current volatility for Morgan Stanley Global Endurance Portfolio (MSJIX) is 6.30%, while Morgan Stanley Growth Portfolio (MEGIX) has a volatility of 8.33%. This indicates that MSJIX experiences smaller price fluctuations and is considered to be less risky than MEGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MSJIX	MEGIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.30%	8.33%	-2.03%
Volatility (6M) Calculated over the trailing 6-month period	12.56%	21.83%	-9.27%
Volatility (1Y) Calculated over the trailing 1-year period	22.11%	33.07%	-10.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.78%	47.74%	-15.96%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.80%	39.86%	-7.06%