Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| USGDX (MORGAN STANLEY US GOVERNMENT SECURITIES TRUST I) | -1.88% | 8.41% | 5.06% | 1.21% | 2.08% | 2.42% | 2.73% | … | … |
Data as of 06/03/2026, Common starting date is 07/28/1997
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| USGDX (MORGAN STANLEY US GOVERNMENT SECURITIES TRUST I) | 07/28/1997 | 06/03/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 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 (%) | 0.15 | 8.41 | 5.06 | 1.21 | 2.08 | 2.42 | 2.73 | … | … | -1.88 | 15.50 | -2.87 | 8.05 | -11.28 | -0.26 | 7.04 | 6.88 | 0.07 | 2.91 | 2.10 | 0.22 | 6.07 | -1.96 | 4.18 | 7.82 | 4.99 | 1.69 | -2.22 | 6.43 | 3.28 | 3.58 | 3.25 | 1.55 | 10.40 | 6.85 | 11.46 | -0.08 | 7.75 | 3.88 |
| Sharpe Ratio | NA | 0.82 | 0.16 | -0.10 | 0.07 | NA | NA | … | … | -0.59 | 1.09 | -0.39 | 0.28 | -1.71 | -0.09 | 1.62 | 1.67 | -0.45 | 0.84 | 0.65 | 0.06 | 2.58 | -0.70 | 1.67 | 1.95 | 0.38 | 0.36 | -0.44 | 0.93 | -0.05 | 0.44 | 0.66 | 0.23 | 2.21 | 0.91 | 1.85 | -0.88 | 1.34 | 1.47 |
| Standard Deviation(%) | NA | 8.83 | 14.93 | 12.29 | 8.98 | NA | NA | … | … | 9.04 | 11.59 | 16.85 | 15.60 | 7.45 | 3.03 | 4.17 | 3.24 | 2.92 | 2.67 | 2.90 | 3.14 | 2.34 | 2.86 | 2.49 | 4.00 | 12.92 | 4.46 | 7.16 | 3.53 | 2.71 | 2.98 | 3.42 | 3.70 | 4.18 | 4.92 | 3.91 | 3.91 | 3.21 | 3.77 |
| Draw Down(%) | NA | 7.43 | 18.41 | 26.08 | 26.08 | NA | NA | … | … | 7.43 | 8.80 | 14.22 | 19.46 | 14.89 | 2.49 | 5.03 | 1.80 | 2.41 | 1.49 | 3.85 | 2.00 | 0.80 | 4.39 | 1.23 | 1.75 | 11.24 | 2.92 | 11.42 | 2.07 | 2.07 | 2.13 | 3.73 | 4.10 | 2.53 | 3.75 | 2.48 | 3.29 | 1.50 | 1.43 |
| Yield(%) | 0.00 | 5.24 | 6.71 | 5.07 | 4.12 | 3.71 | 3.70 | … | … | 1.86 | 6.91 | 8.61 | 6.04 | 4.16 | 3.98 | 4.06 | 3.47 | 3.03 | 3.11 | 2.36 | 2.35 | 2.87 | 2.59 | 2.79 | 3.73 | 3.08 | 3.18 | 3.75 | 4.91 | 4.37 | 4.28 | 3.85 | 3.68 | 5.35 | 6.08 | 6.85 | 6.45 | 6.74 | 2.95 |
Data as of 06/03/2026, 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 |
|---|---|---|---|---|
| USGDX (MORGAN STANLEY US GOVERNMENT SECURITIES TRUST I) |
-8.24%
Oct 2020 – Oct 2023 |
-2.18%
Oct 2018 – Oct 2023 |
-0.23%
Oct 2013 – Oct 2023 |
1.37%
Oct 2008 – Oct 2023 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| USGDX (MORGAN STANLEY US GOVERNMENT SECURITIES TRUST I) |
9.78%
Jan 2000 – Jan 2003 |
7.58%
Sep 1997 – Sep 2002 |
5.55%
Nov 1997 – Nov 2007 |
4.92%
Aug 1997 – Aug 2012 |
Annualized Rolling Returns Comparison Chart