DODGX vs. MSEQX
Compare and contrast key facts about Dodge & Cox Stock Fund Class I (DODGX) and Morgan Stanley Growth Portfolio Class I (MSEQX).
DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965. MSEQX is managed by Morgan Stanley. It was launched on Apr 2, 1991.
Performance
DODGX vs. MSEQX - Performance Comparison
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DODGX vs. MSEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DODGX Dodge & Cox Stock Fund Class I | -1.65% | 13.66% | 14.36% | 17.49% | -7.25% | 31.72% | 7.10% | 24.30% | -7.15% | 18.33% |
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, DODGX achieves a -1.65% return, which is significantly higher than MSEQX's -15.37% return. Over the past 10 years, DODGX has underperformed MSEQX with an annualized return of 12.55%, while MSEQX has yielded a comparatively higher 15.71% annualized return.
DODGX
- 1D
- 2.09%
- 1M
- -5.31%
- YTD
- -1.65%
- 6M
- 0.63%
- 1Y
- 8.01%
- 3Y*
- 13.95%
- 5Y*
- 9.38%
- 10Y*
- 12.55%
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%
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DODGX vs. MSEQX - Expense Ratio Comparison
DODGX has a 0.51% expense ratio, which is lower than MSEQX's 0.56% expense ratio.
Return for Risk
DODGX vs. MSEQX — Risk / Return Rank
DODGX
MSEQX
DODGX vs. MSEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Dodge & Cox Stock Fund Class I (DODGX) 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.
| DODGX | MSEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.49 | 0.55 | -0.05 |
Sortino ratioReturn per unit of downside risk | 0.78 | 1.01 | -0.23 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.12 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | 0.58 | +0.02 |
Martin ratioReturn relative to average drawdown | 2.50 | 1.53 | +0.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DODGX | MSEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 0.55 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.59 | -0.04 | +0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.47 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.46 | +0.16 |
Correlation
The correlation between DODGX and MSEQX is 0.70, 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
DODGX vs. MSEQX - Dividend Comparison
DODGX's dividend yield for the trailing twelve months is around 9.89%, while MSEQX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DODGX Dodge & Cox Stock Fund Class I | 9.89% | 9.86% | 8.20% | 3.76% | 5.47% | 3.22% | 6.74% | 10.23% | 9.69% | 6.78% | 6.26% | 5.36% |
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
DODGX vs. MSEQX - Drawdown Comparison
The maximum DODGX drawdown since its inception was -63.24%, smaller than the maximum MSEQX drawdown of -69.48%. Use the drawdown chart below to compare losses from any high point for DODGX and MSEQX.
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Drawdown Indicators
| DODGX | MSEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.24% | -69.48% | +6.24% |
Max Drawdown (1Y)Largest decline over 1 year | -12.23% | -27.73% | +15.50% |
Max Drawdown (5Y)Largest decline over 5 years | -21.85% | -69.48% | +47.63% |
Max Drawdown (10Y)Largest decline over 10 years | -40.41% | -69.48% | +29.07% |
Current DrawdownCurrent decline from peak | -5.31% | -26.02% | +20.71% |
Average DrawdownAverage peak-to-trough decline | -7.53% | -16.88% | +9.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 10.55% | -7.61% |
Volatility
DODGX vs. MSEQX - Volatility Comparison
The current volatility for Dodge & Cox Stock Fund Class I (DODGX) is 4.23%, while Morgan Stanley Growth Portfolio Class I (MSEQX) has a volatility of 9.47%. This indicates that DODGX experiences smaller price fluctuations and is considered to be less risky 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
| DODGX | MSEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.23% | 9.47% | -5.24% |
Volatility (6M)Calculated over the trailing 6-month period | 8.72% | 22.11% | -13.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.33% | 33.39% | -17.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.05% | 39.78% | -23.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.25% | 33.59% | -14.34% |