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BFOCX vs. MSEQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BFOCX vs. MSEQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Berkshire Focus Fund (BFOCX) and Morgan Stanley Growth Portfolio Class I (MSEQX). The values are adjusted to include any dividend payments, if applicable.

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BFOCX vs. MSEQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BFOCX
Berkshire Focus Fund
-1.11%28.67%59.16%50.20%-65.06%-1.79%90.81%40.56%10.04%44.10%
MSEQX
Morgan Stanley Growth Portfolio Class I
-15.37%24.78%46.65%50.36%-60.18%-0.00%115.60%38.25%5.38%43.91%

Returns By Period

In the year-to-date period, BFOCX achieves a -1.11% return, which is significantly higher than MSEQX's -15.37% return. Over the past 10 years, BFOCX has outperformed MSEQX with an annualized return of 16.87%, while MSEQX has yielded a comparatively lower 15.71% annualized return.


BFOCX

1D
6.92%
1M
-1.41%
YTD
-1.11%
6M
-6.40%
1Y
56.04%
3Y*
35.46%
5Y*
1.76%
10Y*
16.87%

MSEQX

1D
4.54%
1M
-4.30%
YTD
-15.37%
6M
-21.98%
1Y
15.92%
3Y*
25.56%
5Y*
-1.63%
10Y*
15.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BFOCX vs. MSEQX - Expense Ratio Comparison

BFOCX has a 1.94% expense ratio, which is higher than MSEQX's 0.56% expense ratio.


Return for Risk

BFOCX vs. MSEQX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BFOCX
BFOCX Risk / Return Rank: 8080
Overall Rank
BFOCX Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BFOCX Sortino Ratio Rank: 7676
Sortino Ratio Rank
BFOCX Omega Ratio Rank: 6969
Omega Ratio Rank
BFOCX Calmar Ratio Rank: 9494
Calmar Ratio Rank
BFOCX Martin Ratio Rank: 8585
Martin Ratio Rank

MSEQX
MSEQX Risk / Return Rank: 1919
Overall Rank
MSEQX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
MSEQX Sortino Ratio Rank: 2424
Sortino Ratio Rank
MSEQX Omega Ratio Rank: 1919
Omega Ratio Rank
MSEQX Calmar Ratio Rank: 1818
Calmar Ratio Rank
MSEQX Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BFOCX vs. MSEQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Berkshire Focus Fund (BFOCX) and Morgan Stanley Growth Portfolio Class I (MSEQX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BFOCXMSEQXDifference

Sharpe ratio

Return per unit of total volatility

1.40

0.55

+0.86

Sortino ratio

Return per unit of downside risk

1.96

1.01

+0.95

Omega ratio

Gain probability vs. loss probability

1.27

1.12

+0.14

Calmar ratio

Return relative to maximum drawdown

3.21

0.58

+2.62

Martin ratio

Return relative to average drawdown

9.03

1.53

+7.50

BFOCX vs. MSEQX - Sharpe Ratio Comparison

The current BFOCX Sharpe Ratio is 1.40, which is higher than the MSEQX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of BFOCX and MSEQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BFOCXMSEQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

0.55

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

-0.04

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

0.47

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.46

-0.44

Correlation

The correlation between BFOCX and MSEQX is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BFOCX vs. MSEQX - Dividend Comparison

Neither BFOCX nor MSEQX has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
BFOCX
Berkshire Focus Fund
0.00%0.00%0.00%0.00%0.00%19.54%21.20%14.20%5.70%21.73%0.14%9.52%
MSEQX
Morgan Stanley Growth Portfolio Class I
0.00%0.00%0.55%0.05%16.79%24.24%9.36%21.39%5.38%21.18%12.71%7.55%

Drawdowns

BFOCX vs. MSEQX - Drawdown Comparison

The maximum BFOCX drawdown since its inception was -97.42%, which is greater than MSEQX's maximum drawdown of -69.48%. Use the drawdown chart below to compare losses from any high point for BFOCX and MSEQX.


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Drawdown Indicators


BFOCXMSEQXDifference

Max Drawdown

Largest peak-to-trough decline

-97.42%

-69.48%

-27.94%

Max Drawdown (1Y)

Largest decline over 1 year

-17.75%

-27.73%

+9.98%

Max Drawdown (5Y)

Largest decline over 5 years

-97.42%

-69.48%

-27.94%

Max Drawdown (10Y)

Largest decline over 10 years

-97.42%

-69.48%

-27.94%

Current Drawdown

Current decline from peak

-95.22%

-26.02%

-69.20%

Average Drawdown

Average peak-to-trough decline

-61.72%

-16.88%

-44.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.30%

10.55%

-4.25%

Volatility

BFOCX vs. MSEQX - Volatility Comparison

Berkshire Focus Fund (BFOCX) has a higher volatility of 16.76% compared to Morgan Stanley Growth Portfolio Class I (MSEQX) at 9.47%. This indicates that BFOCX's price experiences larger fluctuations and is considered to be riskier than MSEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BFOCXMSEQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.76%

9.47%

+7.29%

Volatility (6M)

Calculated over the trailing 6-month period

29.67%

22.11%

+7.56%

Volatility (1Y)

Calculated over the trailing 1-year period

42.19%

33.39%

+8.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1,099.58%

39.78%

+1,059.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

777.66%

33.59%

+744.07%