Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MTGCX (MORGAN STANLEY MORTGAGE SECURITIES TRUST L) | NA | 5.59% | 7.88% | 3.46% | 3.62% | 4.01% | 3.43% | … | … |
Data as of 09/23/2025, Common starting date is 07/28/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTGCX (MORGAN STANLEY MORTGAGE SECURITIES TRUST L) | 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 | 5.59 | 7.88 | 3.46 | 3.62 | 4.01 | 3.43 | … | … | 5.30 | 7.97 | 9.34 | -7.42 | 1.07 | 3.57 | 7.03 | 1.40 | 5.14 | 3.97 | 0.94 | 7.09 | 2.47 | 7.91 | 5.14 | 4.98 | 6.28 | -9.20 | 4.52 | 2.91 | 1.72 | 2.91 | 1.04 | 9.04 | 5.66 | 10.51 | -4.47 | 9.08 | 5.10 |
| Sharpe Ratio | NA | 0.62 | 0.80 | 0.27 | 0.54 | NA | NA | … | … | 1.12 | 0.91 | 0.89 | -1.49 | 0.53 | 0.77 | 2.63 | 0.01 | 1.91 | 1.56 | 0.32 | 2.47 | 0.84 | 3.31 | 1.73 | 0.28 | 2.01 | -1.36 | 0.46 | -0.21 | -0.26 | 0.78 | 0.12 | 1.92 | 0.64 | 1.40 | -1.53 | 1.14 | 2.14 |
| Standard Deviation(%) | NA | 4.09 | 5.57 | 4.82 | 3.96 | NA | NA | … | … | 3.92 | 4.80 | 6.44 | 5.94 | 1.97 | 4.32 | 2.11 | 2.42 | 2.36 | 2.41 | 2.88 | 2.86 | 2.89 | 2.39 | 2.95 | 17.39 | 3.07 | 7.47 | 2.98 | 2.45 | 2.11 | 2.45 | 2.77 | 4.11 | 5.11 | 4.49 | 5.11 | 4.91 | 3.98 |
| Draw Down(%) | NA | 1.93 | 4.75 | 11.90 | 11.90 | NA | NA | … | … | 1.90 | 2.37 | 4.75 | 11.21 | 1.26 | 9.55 | 0.71 | 1.51 | 0.83 | 2.50 | 1.41 | 0.92 | 3.92 | 1.41 | 1.44 | 13.59 | 1.82 | 13.34 | 1.82 | 1.73 | 1.62 | 2.61 | 2.25 | 2.50 | 4.07 | 3.71 | 5.93 | 2.96 | 1.17 |
| Yield(%) | 0.00 | 4.63 | 5.87 | 4.44 | 4.08 | 4.30 | 3.78 | … | … | 2.50 | 6.79 | 6.42 | 4.71 | 2.58 | 3.08 | 5.03 | 3.10 | 3.25 | 3.58 | 4.76 | 6.56 | 5.46 | 3.22 | 3.04 | 2.10 | 2.65 | 3.73 | 4.51 | 4.36 | 3.74 | 2.54 | 4.06 | 4.26 | 5.07 | 6.29 | 5.79 | 6.04 | 2.67 |
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 |
|---|---|---|---|---|
| MTGCX (MORGAN STANLEY MORTGAGE SECURITIES TRUST L) |
-1.45%
Oct 2019 – Oct 2022 |
0.17%
Oct 2003 – Oct 2008 |
2.09%
Oct 1998 – Oct 2008 |
2.46%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTGCX (MORGAN STANLEY MORTGAGE SECURITIES TRUST L) |
8.47%
Jan 2000 – Jan 2003 |
6.34%
Aug 1997 – Aug 2002 |
4.67%
Feb 2010 – Feb 2020 |
4.17%
Jan 2000 – Jan 2015 |
Annualized Rolling Returns Comparison Chart