Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MTGAX (MORGAN STANLEY MORTGAGE SECURITIES TRUST A) | NA | 6.30% | 8.72% | 4.28% | 4.15% | 4.50% | 3.95% | … | … |
Data as of 09/23/2025, Common starting date is 07/28/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTGAX (MORGAN STANLEY MORTGAGE SECURITIES TRUST A) | 07/28/1997 | 09/23/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 6.30 | 8.72 | 4.28 | 4.15 | 4.50 | 3.95 | … | … | 5.88 | 8.20 | 10.80 | -6.65 | 2.03 | 3.74 | 7.37 | 1.67 | 5.26 | 4.31 | 1.19 | 7.38 | 2.76 | 8.40 | 5.72 | 5.63 | 6.69 | -8.63 | 5.21 | 3.47 | 2.31 | 3.58 | 1.39 | 9.85 | 6.63 | 11.03 | -3.05 | 9.99 | 5.12 |
| Sharpe Ratio | NA | 0.80 | 0.94 | 0.43 | 0.67 | NA | NA | … | … | 1.32 | 0.95 | 1.10 | -1.38 | 0.95 | 0.81 | 2.68 | 0.12 | 1.94 | 1.69 | 0.40 | 2.47 | 0.91 | 3.41 | 1.89 | 0.32 | 2.09 | -1.31 | 0.66 | 0.02 | 0.02 | 1.01 | 0.24 | 2.10 | 0.83 | 1.52 | -1.23 | 1.31 | 1.95 |
| Standard Deviation(%) | NA | 4.08 | 5.61 | 4.85 | 3.98 | NA | NA | … | … | 3.95 | 4.84 | 6.53 | 5.87 | 2.10 | 4.29 | 2.20 | 2.45 | 2.38 | 2.42 | 2.94 | 2.98 | 3.01 | 2.47 | 3.02 | 17.38 | 3.15 | 7.32 | 3.13 | 2.64 | 2.30 | 2.57 | 2.83 | 4.14 | 5.12 | 4.48 | 5.22 | 4.98 | 4.39 |
| Draw Down(%) | NA | 1.89 | 4.30 | 11.20 | 11.20 | NA | NA | … | … | 1.88 | 2.35 | 4.30 | 10.65 | 1.05 | 9.35 | 0.59 | 1.47 | 0.94 | 2.43 | 1.51 | 0.91 | 3.94 | 1.34 | 1.43 | 13.52 | 1.76 | 13.06 | 1.75 | 1.58 | 1.50 | 2.48 | 1.97 | 2.48 | 3.99 | 3.65 | 4.97 | 2.81 | 1.17 |
| Yield(%) | 0.00 | 5.30 | 6.58 | 5.14 | 4.55 | 4.76 | 4.23 | … | … | 3.08 | 7.01 | 7.62 | 5.38 | 3.50 | 3.36 | 5.25 | 3.36 | 3.51 | 3.78 | 4.97 | 6.84 | 5.72 | 3.84 | 3.62 | 2.65 | 3.21 | 4.28 | 5.17 | 4.88 | 4.29 | 3.19 | 4.26 | 4.95 | 5.77 | 6.90 | 6.57 | 6.67 | 2.90 |
Data as of 09/23/2025, Common starting date is 07/28/1997
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTGAX (MORGAN STANLEY MORTGAGE SECURITIES TRUST A) |
-0.88%
Oct 2019 – Oct 2022 |
0.77%
Oct 2003 – Oct 2008 |
2.61%
Oct 2012 – Oct 2022 |
2.90%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTGAX (MORGAN STANLEY MORTGAGE SECURITIES TRUST A) |
9.16%
Dec 1999 – Dec 2002 |
7.27%
Aug 1997 – Aug 2002 |
5.14%
Aug 1997 – Aug 2007 |
4.73%
Jan 2000 – Jan 2015 |
Annualized Rolling Returns Comparison Chart