MSUMX vs. MTGDX
Compare and contrast key facts about BlackRock US Mortgage Portfolio (MSUMX) and Morgan Stanley Mortgage Securities Trust (MTGDX).
MSUMX is managed by BlackRock. It was launched on Jul 28, 2005. MTGDX is managed by Morgan Stanley. It was launched on Jul 28, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSUMX or MTGDX.
Correlation
The correlation between MSUMX and MTGDX is 0.74, 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.
Performance
MSUMX vs. MTGDX - Performance Comparison
Key characteristics
MSUMX:
1.68
MTGDX:
2.12
MSUMX:
2.51
MTGDX:
3.12
MSUMX:
1.33
MTGDX:
1.41
MSUMX:
0.70
MTGDX:
4.21
MSUMX:
6.66
MTGDX:
10.76
MSUMX:
1.01%
MTGDX:
0.93%
MSUMX:
4.01%
MTGDX:
4.74%
MSUMX:
-17.34%
MTGDX:
-12.97%
MSUMX:
-2.38%
MTGDX:
-0.27%
Returns By Period
In the year-to-date period, MSUMX achieves a 0.92% return, which is significantly higher than MTGDX's 0.39% return. Over the past 10 years, MSUMX has underperformed MTGDX with an annualized return of 1.89%, while MTGDX has yielded a comparatively higher 4.04% annualized return.
MSUMX
0.92%
1.14%
1.98%
6.87%
1.06%
1.89%
MTGDX
0.39%
0.78%
2.71%
10.48%
3.55%
4.04%
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MSUMX vs. MTGDX - Expense Ratio Comparison
MSUMX has a 0.45% expense ratio, which is lower than MTGDX's 0.72% expense ratio.
Risk-Adjusted Performance
MSUMX vs. MTGDX — Risk-Adjusted Performance Rank
MSUMX
MTGDX
MSUMX vs. MTGDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock US Mortgage Portfolio (MSUMX) and Morgan Stanley Mortgage Securities Trust (MTGDX). 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.
Dividends
MSUMX vs. MTGDX - Dividend Comparison
MSUMX's dividend yield for the trailing twelve months is around 5.59%, less than MTGDX's 7.48% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSUMX BlackRock US Mortgage Portfolio | 5.59% | 5.60% | 4.84% | 3.35% | 2.36% | 3.27% | 3.34% | 3.77% | 3.17% | 2.93% | 2.43% | 2.41% |
MTGDX Morgan Stanley Mortgage Securities Trust | 7.48% | 8.30% | 6.83% | 6.30% | 3.47% | 3.83% | 3.94% | 4.13% | 4.69% | 4.06% | 5.05% | 7.26% |
Drawdowns
MSUMX vs. MTGDX - Drawdown Comparison
The maximum MSUMX drawdown since its inception was -17.34%, which is greater than MTGDX's maximum drawdown of -12.97%. Use the drawdown chart below to compare losses from any high point for MSUMX and MTGDX. For additional features, visit the drawdowns tool.
Volatility
MSUMX vs. MTGDX - Volatility Comparison
The current volatility for BlackRock US Mortgage Portfolio (MSUMX) is 0.98%, while Morgan Stanley Mortgage Securities Trust (MTGDX) has a volatility of 1.24%. This indicates that MSUMX experiences smaller price fluctuations and is considered to be less risky than MTGDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.