RPMGX vs. MPEGX
Compare and contrast key facts about T. Rowe Price Mid-Cap Growth Fund (RPMGX) and Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX).
RPMGX is managed by T. Rowe Price. It was launched on Jun 30, 1992. MPEGX is managed by Morgan Stanley. It was launched on Mar 30, 1990.
Performance
RPMGX vs. MPEGX - Performance Comparison
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RPMGX vs. MPEGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RPMGX T. Rowe Price Mid-Cap Growth Fund | -4.07% | 10.55% | 21.08% | 20.27% | -22.51% | 14.94% | 24.16% | 31.53% | -2.12% | 24.80% |
MPEGX Morgan Stanley Institutional Fund Trust Discovery Portfolio | -11.38% | 14.05% | 42.38% | 46.66% | -63.39% | -12.37% | 142.68% | 39.73% | 12.19% | 39.39% |
Returns By Period
In the year-to-date period, RPMGX achieves a -4.07% return, which is significantly higher than MPEGX's -11.38% return. Over the past 10 years, RPMGX has underperformed MPEGX with an annualized return of 11.27%, while MPEGX has yielded a comparatively higher 13.09% annualized return.
RPMGX
- 1D
- 2.79%
- 1M
- -6.50%
- YTD
- -4.07%
- 6M
- 3.44%
- 1Y
- 13.97%
- 3Y*
- 12.93%
- 5Y*
- 5.64%
- 10Y*
- 11.27%
MPEGX
- 1D
- 4.71%
- 1M
- -5.01%
- YTD
- -11.38%
- 6M
- -20.20%
- 1Y
- 7.13%
- 3Y*
- 21.82%
- 5Y*
- -7.45%
- 10Y*
- 13.09%
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RPMGX vs. MPEGX - Expense Ratio Comparison
Both RPMGX and MPEGX have an expense ratio of 0.72%.
Return for Risk
RPMGX vs. MPEGX — Risk / Return Rank
RPMGX
MPEGX
RPMGX vs. MPEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Mid-Cap Growth Fund (RPMGX) 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.
| RPMGX | MPEGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.72 | 0.28 | +0.44 |
Sortino ratioReturn per unit of downside risk | 1.20 | 0.63 | +0.57 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.08 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.13 | 0.30 | +0.83 |
Martin ratioReturn relative to average drawdown | 4.47 | 0.75 | +3.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RPMGX | MPEGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.72 | 0.28 | +0.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | -0.19 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.38 | +0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.47 | +0.20 |
Correlation
The correlation between RPMGX and MPEGX is 0.84, 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
RPMGX vs. MPEGX - Dividend Comparison
RPMGX's dividend yield for the trailing twelve months is around 13.24%, while MPEGX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RPMGX T. Rowe Price Mid-Cap Growth Fund | 13.24% | 12.70% | 20.43% | 6.35% | 2.60% | 10.52% | 4.53% | 5.29% | 12.12% | 8.04% | 3.45% | 9.51% |
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
RPMGX vs. MPEGX - Drawdown Comparison
The maximum RPMGX drawdown since its inception was -54.66%, smaller than the maximum MPEGX drawdown of -75.29%. Use the drawdown chart below to compare losses from any high point for RPMGX and MPEGX.
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Drawdown Indicators
| RPMGX | MPEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.66% | -75.29% | +20.63% |
Max Drawdown (1Y)Largest decline over 1 year | -12.47% | -27.46% | +14.99% |
Max Drawdown (5Y)Largest decline over 5 years | -32.08% | -72.99% | +40.91% |
Max Drawdown (10Y)Largest decline over 10 years | -35.96% | -75.29% | +39.33% |
Current DrawdownCurrent decline from peak | -7.71% | -45.21% | +37.50% |
Average DrawdownAverage peak-to-trough decline | -6.99% | -21.13% | +14.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 10.87% | -7.71% |
Volatility
RPMGX vs. MPEGX - Volatility Comparison
The current volatility for T. Rowe Price Mid-Cap Growth Fund (RPMGX) is 5.75%, while Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) has a volatility of 9.50%. This indicates that RPMGX 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
| RPMGX | MPEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 9.50% | -3.75% |
Volatility (6M)Calculated over the trailing 6-month period | 11.80% | 22.29% | -10.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.72% | 32.20% | -12.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.27% | 40.35% | -21.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.06% | 34.35% | -15.29% |