MTGDX Performance — Morgan Stanley Mortgage Securities Trust, Class I
Data updated: 2025-09-26
MTGDX returned +7.67% over one year to Jul 2025. Annualised returns are +5.38% over 3 years and +3.05% over 5 years. The fund beat its Intermediate Securitized Bond category average: $100 invested three years ago grew to $117, against $108 for the category, and to $108 over one year, against $104. Volatility over the past three years was 5.67% a year. In the 12 months to Jul 2025 the fund took in a net $212.4M, and assets reached $595.10M.
MTGDX Growth of $100
What $100 invested in Morgan Stanley Mortgage Securities Trust grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Intermediate Securitized Bond category average over the same months.
| Period | MTGDX | Category average |
|---|---|---|
| 1 year (Aug 2024 – Jul 2025) | $108 | $104 |
| 3 years (Aug 2022 – Jul 2025) | $117 | $108 |
| 5 years (Aug 2020 – Jul 2025) | $116 | $102 |
| Since data start (Aug 2019 – Jul 2025) | $119 | $107 |
MTGDX Trailing Returns
Total returns to Jul 2025, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +7.67% |
| 3 years (annualised) | +5.38% |
| 5 years (annualised) | +3.05% |
MTGDX Annual Returns
Calendar-year total returns of Morgan Stanley Mortgage Securities Trust, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2025 (Jan–Jul) | +5.06% |
| 2024 | +6.81% |
| 2023 | +8.77% |
| 2022 | −8.44% |
| 2021 | +1.07% |
| 2020 | +3.53% |
| 2019 (Aug–Dec) | +1.77% |
MTGDX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | +0.8% | +1.9% | +0.4% | +0.8% | −0.2% | +1.4% | 0.0% | — | — | — | — | — |
| 2024 | +0.3% | −0.9% | +1.1% | −1.9% | +2.0% | +1.4% | +2.2% | +1.5% | +1.4% | −1.3% | +1.1% | −0.3% |
| 2023 | +2.8% | −1.8% | +2.7% | +1.0% | −0.7% | −0.9% | +0.5% | +0.1% | −1.2% | −0.9% | +3.8% | +3.3% |
| 2022 | −1.0% | −0.4% | −2.8% | −1.4% | +0.3% | −0.8% | +1.6% | −1.6% | −3.7% | −1.0% | +2.3% | −0.2% |
| 2021 | +0.3% | −0.2% | −0.4% | +0.9% | +0.3% | +0.1% | +0.6% | +0.1% | −0.3% | −0.4% | +0.1% | −0.1% |
| 2020 | +1.2% | +0.8% | −8.6% | +1.6% | +1.9% | +2.6% | +1.5% | +0.2% | +1.1% | +0.2% | +0.5% | +0.8% |
| 2019 | — | — | — | — | — | — | — | +1.1% | +0.2% | +0.3% | +0.1% | +0.1% |
MTGDX Risk
Risk measures from monthly returns over Aug 2022 – Jul 2025.
- 3-year volatility (annualised): 5.67%
- 3-year Sharpe ratio: 0.15 (vs 4.5% risk-free rate)
- Best month: +3.78% (Nov 2023)
- Worst month: −3.66% (Sep 2022)
MTGDX Fund Flows
Monthly money in and out of Morgan Stanley Mortgage Securities Trust, from SEC Form N-PORT.
- 12-month net flow: $212.4M
- 12-month gross sales (incl. reinvestments): $445.8M
- Sales ÷ redemptions: 1.91×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jul 2025 | $21.4M | $68.3M | −$46.9M |
| Jun 2025 | $44.1M | $17.7M | $26.4M |
| May 2025 | $43.2M | $43.3M | −$108K |
| Apr 2025 | $60.6M | $18.8M | $41.7M |
| Mar 2025 | $22.4M | $9.7M | $12.6M |
| Feb 2025 | $36.2M | $15.5M | $20.6M |
| Jan 2025 | $35.7M | $21.3M | $14.4M |
| Dec 2024 | $31.0M | $6.5M | $24.6M |
| Nov 2024 | $28.8M | $6.7M | $22.1M |
| Oct 2024 | $33.0M | $6.7M | $26.4M |
| Sep 2024 | $47.0M | $7.5M | $39.5M |
| Aug 2024 | $42.4M | $11.4M | $31.1M |
MTGDX Assets Under Management
Net assets of Morgan Stanley Mortgage Securities Trust by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2025-07-31 | $595.10M |
| 2025-04-30 | $615.12M |
| 2025-01-31 | $531.57M |
| 2024-10-31 | $469.96M |
| 2024-07-31 | $373.87M |
| 2024-04-30 | $334.97M |
| 2024-01-31 | $311.08M |
| 2023-10-31 | $267.02M |
| 2023-07-31 | $247.31M |
| 2023-04-30 | $207.92M |
| 2023-01-31 | $198.02M |
| 2022-10-31 | $179.98M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.