PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
RGGYX vs. MGGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RGGYX and MGGIX 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.


-0.50.00.51.00.8

Performance

RGGYX vs. MGGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Victory RS Global Fund (RGGYX) and Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
0.93%
3.20%
RGGYX
MGGIX

Key characteristics

Sharpe Ratio

RGGYX:

1.58

MGGIX:

0.83

Sortino Ratio

RGGYX:

2.18

MGGIX:

1.17

Omega Ratio

RGGYX:

1.29

MGGIX:

1.16

Calmar Ratio

RGGYX:

2.18

MGGIX:

0.37

Martin Ratio

RGGYX:

9.30

MGGIX:

3.73

Ulcer Index

RGGYX:

2.09%

MGGIX:

4.04%

Daily Std Dev

RGGYX:

12.28%

MGGIX:

18.15%

Max Drawdown

RGGYX:

-31.80%

MGGIX:

-59.75%

Current Drawdown

RGGYX:

-4.83%

MGGIX:

-29.92%

Returns By Period

In the year-to-date period, RGGYX achieves a -0.62% return, which is significantly lower than MGGIX's -0.32% return. Over the past 10 years, RGGYX has underperformed MGGIX with an annualized return of 8.89%, while MGGIX has yielded a comparatively higher 9.53% annualized return.


RGGYX

YTD

-0.62%

1M

-3.59%

6M

0.93%

1Y

19.55%

5Y*

11.14%

10Y*

8.89%

MGGIX

YTD

-0.32%

1M

-12.04%

6M

3.20%

1Y

14.74%

5Y*

2.50%

10Y*

9.53%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RGGYX vs. MGGIX - Expense Ratio Comparison

RGGYX has a 0.60% expense ratio, which is lower than MGGIX's 0.95% expense ratio.


MGGIX
Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio
Expense ratio chart for MGGIX: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for RGGYX: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

RGGYX vs. MGGIX — Risk-Adjusted Performance Rank

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

RGGYX
The Risk-Adjusted Performance Rank of RGGYX is 8787
Overall Rank
The Sharpe Ratio Rank of RGGYX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of RGGYX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of RGGYX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of RGGYX is 8888
Calmar Ratio Rank
The Martin Ratio Rank of RGGYX is 8989
Martin Ratio Rank

MGGIX
The Risk-Adjusted Performance Rank of MGGIX is 5757
Overall Rank
The Sharpe Ratio Rank of MGGIX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of MGGIX is 5959
Sortino Ratio Rank
The Omega Ratio Rank of MGGIX is 6060
Omega Ratio Rank
The Calmar Ratio Rank of MGGIX is 4545
Calmar Ratio Rank
The Martin Ratio Rank of MGGIX is 6161
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RGGYX vs. MGGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Victory RS Global Fund (RGGYX) and Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX). 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.


Sharpe ratio
The chart of Sharpe ratio for RGGYX, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.580.83
The chart of Sortino ratio for RGGYX, currently valued at 2.18, compared to the broader market0.002.004.006.008.0010.002.181.17
The chart of Omega ratio for RGGYX, currently valued at 1.29, compared to the broader market1.002.003.001.291.16
The chart of Calmar ratio for RGGYX, currently valued at 2.18, compared to the broader market0.005.0010.0015.002.180.37
The chart of Martin ratio for RGGYX, currently valued at 9.30, compared to the broader market0.0020.0040.0060.009.303.73
RGGYX
MGGIX

The current RGGYX Sharpe Ratio is 1.58, which is higher than the MGGIX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of RGGYX and MGGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.58
0.83
RGGYX
MGGIX

Dividends

RGGYX vs. MGGIX - Dividend Comparison

RGGYX's dividend yield for the trailing twelve months is around 1.17%, while MGGIX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
RGGYX
Victory RS Global Fund
1.17%1.16%1.09%1.29%1.09%0.78%1.32%1.67%0.00%2.06%1.15%0.97%
MGGIX
Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RGGYX vs. MGGIX - Drawdown Comparison

The maximum RGGYX drawdown since its inception was -31.80%, smaller than the maximum MGGIX drawdown of -59.75%. Use the drawdown chart below to compare losses from any high point for RGGYX and MGGIX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-4.83%
-29.92%
RGGYX
MGGIX

Volatility

RGGYX vs. MGGIX - Volatility Comparison

The current volatility for Victory RS Global Fund (RGGYX) is 3.84%, while Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio (MGGIX) has a volatility of 9.06%. This indicates that RGGYX experiences smaller price fluctuations and is considered to be less risky than MGGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
3.84%
9.06%
RGGYX
MGGIX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab