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MSJIX vs. MPEGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSJIX vs. MPEGX - Performance Comparison

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

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MSJIX vs. MPEGX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MSJIX
Morgan Stanley Global Endurance Portfolio
-8.10%24.62%5.99%72.54%-66.23%9.69%110.10%34.61%
MPEGX
Morgan Stanley Institutional Fund Trust Discovery Portfolio
-15.37%14.05%42.38%46.66%-63.39%-12.37%142.68%47.28%

Returns By Period

In the year-to-date period, MSJIX achieves a -8.10% return, which is significantly higher than MPEGX's -15.37% return.


MSJIX

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

MPEGX

1D
-1.33%
1M
-9.56%
YTD
-15.37%
6M
-23.20%
1Y
4.05%
3Y*
19.96%
5Y*
-7.95%
10Y*
12.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSJIX vs. MPEGX - Expense Ratio Comparison

MSJIX has a 1.00% expense ratio, which is higher than MPEGX's 0.72% expense ratio.


Return for Risk

MSJIX vs. MPEGX — Risk / Return Rank

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

MSJIX
MSJIX Risk / Return Rank: 3434
Overall Rank
MSJIX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
MSJIX Sortino Ratio Rank: 3434
Sortino Ratio Rank
MSJIX Omega Ratio Rank: 2828
Omega Ratio Rank
MSJIX Calmar Ratio Rank: 4040
Calmar Ratio Rank
MSJIX Martin Ratio Rank: 3535
Martin Ratio Rank

MPEGX
MPEGX Risk / Return Rank: 77
Overall Rank
MPEGX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
MPEGX Sortino Ratio Rank: 99
Sortino Ratio Rank
MPEGX Omega Ratio Rank: 88
Omega Ratio Rank
MPEGX Calmar Ratio Rank: 66
Calmar Ratio Rank
MPEGX Martin Ratio Rank: 66
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.

MSJIX vs. MPEGX - 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 (MPEGX). 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.


MSJIXMPEGXDifference

Sharpe ratio

Return per unit of total volatility

0.71

0.10

+0.61

Sortino ratio

Return per unit of downside risk

1.16

0.38

+0.77

Omega ratio

Gain probability vs. loss probability

1.15

1.05

+0.10

Calmar ratio

Return relative to maximum drawdown

1.05

-0.02

+1.07

Martin ratio

Return relative to average drawdown

3.79

-0.04

+3.83

MSJIX vs. MPEGX - Sharpe Ratio Comparison

The current MSJIX Sharpe Ratio is 0.71, which is higher than the MPEGX Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of MSJIX and MPEGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MSJIXMPEGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

0.10

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.28

-0.20

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.47

-0.11

Correlation

The correlation between MSJIX and MPEGX 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. MPEGX - Dividend Comparison

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


TTM20252024202320222021202020192018201720162015
MSJIX
Morgan Stanley Global Endurance Portfolio
0.58%0.53%0.56%1.83%0.00%4.68%3.17%0.00%0.00%0.00%0.00%0.00%
MPEGX
Morgan Stanley Institutional Fund Trust Discovery Portfolio
0.00%0.00%0.00%0.00%0.00%35.82%7.63%12.05%23.88%41.11%67.79%13.20%

Drawdowns

MSJIX vs. MPEGX - Drawdown Comparison

The maximum MSJIX drawdown since its inception was -75.26%, roughly equal to the maximum MPEGX drawdown of -75.29%. Use the drawdown chart below to compare losses from any high point for MSJIX and MPEGX.


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Drawdown Indicators


MSJIXMPEGXDifference

Max Drawdown

Largest peak-to-trough decline

-75.26%

-75.29%

+0.03%

Max Drawdown (1Y)

Largest decline over 1 year

-12.32%

-27.46%

+15.14%

Max Drawdown (5Y)

Largest decline over 5 years

-74.10%

-72.99%

-1.11%

Max Drawdown (10Y)

Largest decline over 10 years

-75.29%

Current Drawdown

Current decline from peak

-46.58%

-47.67%

+1.09%

Average Drawdown

Average peak-to-trough decline

-36.15%

-21.13%

-15.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

10.76%

-7.11%

Volatility

MSJIX vs. MPEGX - Volatility Comparison

The current volatility for Morgan Stanley Global Endurance Portfolio (MSJIX) is 6.30%, while Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) has a volatility of 8.03%. This indicates that MSJIX experiences smaller price fluctuations and is considered to be less risky than MPEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSJIXMPEGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.30%

8.03%

-1.73%

Volatility (6M)

Calculated over the trailing 6-month period

12.56%

21.80%

-9.24%

Volatility (1Y)

Calculated over the trailing 1-year period

22.11%

31.93%

-9.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.78%

40.32%

-8.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.80%

34.32%

-1.52%