Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| MTGDX (MORGAN STANLEY MORTGAGE SECURITIES TRUST I) | NA | 7.14% | 8.75% | 4.39% | 4.37% | 4.78% | 4.22% | … | … |
Data as of 09/23/2025, Common starting date is 07/28/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MTGDX (MORGAN STANLEY MORTGAGE SECURITIES TRUST I) | 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 | 7.14 | 8.75 | 4.39 | 4.37 | 4.78 | 4.22 | … | … | 6.58 | 8.83 | 9.84 | -6.57 | 1.92 | 4.38 | 7.69 | 1.84 | 5.71 | 4.61 | 1.49 | 7.72 | 3.21 | 8.73 | 6.16 | 5.81 | 7.00 | -8.44 | 5.45 | 3.70 | 2.59 | 3.72 | 1.87 | 9.92 | 6.62 | 11.63 | -3.67 | 9.84 | 4.43 |
| Sharpe Ratio | NA | 1.00 | 0.94 | 0.45 | 0.72 | NA | NA | … | … | 1.60 | 1.05 | 0.95 | -1.34 | 0.90 | 0.94 | 2.82 | 0.19 | 2.15 | 1.83 | 0.48 | 2.46 | 1.06 | 3.30 | 1.95 | 0.33 | 2.12 | -1.27 | 0.75 | 0.11 | 0.14 | 1.04 | 0.41 | 2.10 | 0.82 | 1.62 | -1.32 | 1.27 | 1.53 |
| Standard Deviation(%) | NA | 4.08 | 5.67 | 4.91 | 4.04 | NA | NA | … | … | 3.88 | 4.94 | 6.59 | 6.00 | 2.11 | 4.40 | 2.21 | 2.47 | 2.36 | 2.41 | 3.03 | 3.13 | 3.01 | 2.65 | 3.15 | 17.44 | 3.25 | 7.38 | 3.10 | 2.63 | 2.36 | 2.63 | 2.79 | 4.18 | 5.15 | 4.57 | 5.33 | 5.00 | 4.49 |
| Draw Down(%) | NA | 1.91 | 4.46 | 10.80 | 10.80 | NA | NA | … | … | 1.91 | 2.38 | 4.46 | 10.22 | 1.22 | 9.46 | 0.72 | 1.36 | 0.96 | 2.43 | 1.54 | 0.92 | 3.83 | 1.35 | 1.45 | 13.56 | 1.65 | 12.97 | 1.77 | 1.47 | 1.51 | 2.50 | 1.87 | 2.42 | 3.95 | 3.59 | 5.53 | 2.94 | 1.93 |
| Yield(%) | 0.00 | 6.19 | 6.61 | 5.25 | 4.77 | 5.02 | 4.46 | … | … | 3.84 | 7.58 | 6.60 | 5.55 | 3.42 | 3.85 | 5.64 | 3.44 | 3.90 | 4.07 | 5.33 | 7.27 | 6.09 | 3.96 | 3.89 | 2.89 | 3.44 | 4.50 | 5.40 | 5.12 | 4.49 | 3.32 | 4.80 | 5.14 | 5.96 | 7.16 | 6.60 | 6.92 | 3.07 |
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 |
|---|---|---|---|---|
| MTGDX (MORGAN STANLEY MORTGAGE SECURITIES TRUST I) |
-0.65%
Feb 2020 – Feb 2023 |
1.00%
Oct 2003 – Oct 2008 |
2.92%
Oct 2012 – Oct 2022 |
3.23%
Oct 2007 – Oct 2022 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MTGDX (MORGAN STANLEY MORTGAGE SECURITIES TRUST I) |
9.43%
Jan 2000 – Jan 2003 |
7.25%
Aug 1997 – Aug 2002 |
5.35%
Jul 2008 – Jul 2018 |
5.02%
Jan 2000 – Jan 2015 |
Annualized Rolling Returns Comparison Chart