MSJIX vs. MEGIX
MSJIX (Morgan Stanley Global Endurance Portfolio) and MEGIX (Morgan Stanley Growth Portfolio) are both mutual funds - MSJIX is a Global Equities fund managed by Morgan Stanley, while MEGIX is a Large Cap Growth Equities fund managed by Morgan Stanley. Over the past 5 years, MSJIX returned -6.44%/yr vs -1.29%/yr for MEGIX. Their 0.78 correlation means they have sometimes moved together and sometimes differently. MSJIX charges 1.00%/yr vs 0.57%/yr for MEGIX.
Performance
MSJIX vs. MEGIX - Performance Comparison
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Returns By Period
In the year-to-date period, MSJIX achieves a 10.46% return, which is significantly higher than MEGIX's -8.81% return.
MSJIX
- 1D
- -1.12%
- 1M
- 1.60%
- 6M
- 14.72%
- YTD
- 10.46%
- 1Y
- 19.83%
- 3Y*
- 11.30%
- 5Y*
- -6.44%
- 10Y*
- —
- ALL TIME*
- 13.67%
MEGIX
- 1D
- 2.07%
- 1M
- -6.09%
- 6M
- -0.33%
- YTD
- -8.81%
- 1Y
- -3.97%
- 3Y*
- 23.52%
- 5Y*
- -1.29%
- 10Y*
- —
- ALL TIME*
- 15.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MSJIX vs. MEGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MSJIX Morgan Stanley Global Endurance Portfolio | 10.46% | 24.62% | 5.99% | 72.54% | -66.23% | 9.69% | 110.10% | 34.61% |
MEGIX Morgan Stanley Growth Portfolio | -8.81% | 35.72% | 46.59% | 48.66% | -60.94% | -0.20% | 117.49% | 32.42% |
Correlation
The correlation between MSJIX and MEGIX is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.51 |
Correlation (3Y) Balances recent behavior with more history. | 0.65 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2019 | 0.78 |
Over the past year, the correlation between MSJIX and MEGIX has dropped to 0.51 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
MSJIX vs. MEGIX — Risk / Return Rank
MSJIX
MEGIX
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.
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.
| MSJIX | MEGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.31 | ||
| Sortino ratioReturn per unit of downside risk | +1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.99 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.10 | -0.23 | +2.33 |
| Martin ratioReturn relative to average drawdown | 5.99 | -0.44 | +6.43 |
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Drawdowns
MSJIX vs. MEGIX - Drawdown Comparison
The maximum MSJIX drawdown since its inception was -75.26%, which is greater than MEGIX's maximum drawdown of -69.99%. Use the drawdown chart below to compare losses from any high point for MSJIX and MEGIX.
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Drawdown Indicators
| MSJIX | MEGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.26% | -69.99% | -5.27% |
Max Drawdown (1Y)Largest decline over 1 year | -10.91% | -28.03% | +17.12% |
Max Drawdown (3Y)Largest decline over 3 years | -24.83% | -32.12% | +7.29% |
Max Drawdown (5Y)Largest decline over 5 years | -73.58% | -69.99% | -3.59% |
Current DrawdownCurrent decline from peak | -35.79% | -18.78% | -17.01% |
Average DrawdownAverage peak-to-trough decline | -36.30% | -22.93% | -13.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.81% | 14.64% | -10.83% |
Volatility
MSJIX vs. MEGIX - Volatility Comparison
Morgan Stanley Global Endurance Portfolio (MSJIX) has a higher volatility of 8.01% compared to Morgan Stanley Growth Portfolio (MEGIX) at 7.40%. This indicates that MSJIX's price experiences larger fluctuations and is considered to be riskier than MEGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSJIX | MEGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.01% | 7.40% | +0.61% |
Volatility (6M)Calculated over the trailing 6-month period | 17.22% | 23.32% | -6.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.84% | 29.92% | -9.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.04% | 40.01% | -7.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.51% | 34.65% | -2.14% |
MSJIX vs. MEGIX - Expense Ratio Comparison
MSJIX has a 1.00% expense ratio, which is higher than MEGIX's 0.57% expense ratio.
Dividends
MSJIX vs. MEGIX - Dividend Comparison
MSJIX's dividend yield for the trailing twelve months is around 0.48%, less than MEGIX's 12.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
MEGIX Morgan Stanley Growth Portfolio | 12.37% | 0.00% | 0.00% | 0.00% | 163.32% | 34.82% | 7.97% | 5.35% | 24.32% |
MSJIX Morgan Stanley Global Endurance Portfolio | 0.48% | 0.53% | 0.56% | 1.83% | 0.00% | 4.68% | 3.17% | 0.00% | 0.00% |
Frequently Asked Questions
MSJIX and MEGIX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSJIX has higher volatility (8.01%) compared to MEGIX (7.40%). In terms of maximum drawdown, MSJIX dropped -75.26% vs MEGIX's -69.99%.
MSJIX currently has the higher Sharpe Ratio (1.10 vs -0.22), 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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