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England beat Sri Lanka by 26 runs to virtually seal a semifinal spot in the ongoing T20 World Cup.
Morgan now has 43 wins from 68 T20I matches he led England, while Dhoni — who retired last year — had won 42 matches out of 72 he played as India skipper.
Afghan, who retired from all formats on Sunday after the match against Namibia in the ongoing T20 World Cup, had captained Afghanistan to 42 wins out of 52 games.