MTGDX vs. MSUMX
Compare and contrast key facts about Morgan Stanley Mortgage Securities Trust (MTGDX) and BlackRock US Mortgage Portfolio (MSUMX).
MTGDX is managed by Morgan Stanley. It was launched on Jul 28, 1997. MSUMX is managed by BlackRock. It was launched on Jul 28, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MTGDX or MSUMX.
Correlation
The correlation between MTGDX and MSUMX 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
MTGDX vs. MSUMX - Performance Comparison
Key characteristics
MTGDX:
2.95
MSUMX:
2.42
MTGDX:
4.64
MSUMX:
3.92
MTGDX:
1.59
MSUMX:
1.48
MTGDX:
5.67
MSUMX:
0.98
MTGDX:
16.65
MSUMX:
10.63
MTGDX:
0.81%
MSUMX:
0.87%
MTGDX:
4.58%
MSUMX:
3.84%
MTGDX:
-12.97%
MSUMX:
-17.35%
MTGDX:
-1.27%
MSUMX:
-1.22%
Returns By Period
In the year-to-date period, MTGDX achieves a 2.39% return, which is significantly higher than MSUMX's 1.99% return. Over the past 10 years, MTGDX has outperformed MSUMX with an annualized return of 4.22%, while MSUMX has yielded a comparatively lower 1.98% annualized return.
MTGDX
2.39%
-0.17%
2.93%
13.51%
5.74%
4.22%
MSUMX
1.99%
-0.29%
2.18%
9.30%
1.86%
1.98%
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MTGDX vs. MSUMX - Expense Ratio Comparison
MTGDX has a 0.72% expense ratio, which is higher than MSUMX's 0.45% expense ratio.
Risk-Adjusted Performance
MTGDX vs. MSUMX — Risk-Adjusted Performance Rank
MTGDX
MSUMX
MTGDX vs. MSUMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Mortgage Securities Trust (MTGDX) and BlackRock US Mortgage Portfolio (MSUMX). 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
MTGDX vs. MSUMX - Dividend Comparison
MTGDX's dividend yield for the trailing twelve months is around 7.66%, more than MSUMX's 5.91% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MTGDX Morgan Stanley Mortgage Securities Trust | 7.66% | 8.30% | 6.83% | 6.30% | 3.47% | 3.83% | 3.94% | 4.13% | 4.69% | 4.06% | 5.05% | 7.26% |
MSUMX BlackRock US Mortgage Portfolio | 5.91% | 5.81% | 5.01% | 3.37% | 2.37% | 3.29% | 3.34% | 3.85% | 3.17% | 2.93% | 2.43% | 2.41% |
Drawdowns
MTGDX vs. MSUMX - Drawdown Comparison
The maximum MTGDX drawdown since its inception was -12.97%, smaller than the maximum MSUMX drawdown of -17.35%. Use the drawdown chart below to compare losses from any high point for MTGDX and MSUMX. For additional features, visit the drawdowns tool.
Volatility
MTGDX vs. MSUMX - Volatility Comparison
Morgan Stanley Mortgage Securities Trust (MTGDX) has a higher volatility of 1.51% compared to BlackRock US Mortgage Portfolio (MSUMX) at 1.32%. This indicates that MTGDX's price experiences larger fluctuations and is considered to be riskier than MSUMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.