IIF vs. MSEQX
Compare and contrast key facts about Morgan Stanley India Investment Fund (IIF) and Morgan Stanley Growth Portfolio Class I (MSEQX).
IIF is managed by Morgan Stanley. It was launched on Feb 25, 1994. MSEQX is managed by Morgan Stanley. It was launched on Apr 2, 1991.
Performance
IIF vs. MSEQX - Performance Comparison
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IIF vs. MSEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IIF Morgan Stanley India Investment Fund | -17.61% | 6.71% | 29.65% | 21.43% | -9.55% | 30.87% | 6.66% | -0.66% | -21.25% | 49.89% |
MSEQX Morgan Stanley Growth Portfolio Class I | -19.04% | 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, IIF achieves a -17.61% return, which is significantly higher than MSEQX's -19.04% return. Over the past 10 years, IIF has underperformed MSEQX with an annualized return of 8.11%, while MSEQX has yielded a comparatively higher 15.19% annualized return.
IIF
- 1D
- 3.11%
- 1M
- -13.71%
- YTD
- -17.61%
- 6M
- -15.69%
- 1Y
- -8.91%
- 3Y*
- 13.02%
- 5Y*
- 8.09%
- 10Y*
- 8.11%
MSEQX
- 1D
- -0.67%
- 1M
- -8.77%
- YTD
- -19.04%
- 6M
- -25.05%
- 1Y
- 12.97%
- 3Y*
- 23.71%
- 5Y*
- -2.02%
- 10Y*
- 15.19%
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IIF vs. MSEQX - Expense Ratio Comparison
IIF has a 0.01% expense ratio, which is lower than MSEQX's 0.56% expense ratio.
Return for Risk
IIF vs. MSEQX — Risk / Return Rank
IIF
MSEQX
IIF vs. MSEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley India Investment Fund (IIF) 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.
| IIF | MSEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.54 | 0.34 | -0.87 |
Sortino ratioReturn per unit of downside risk | -0.68 | 0.73 | -1.40 |
Omega ratioGain probability vs. loss probability | 0.92 | 1.09 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | -0.38 | 0.26 | -0.63 |
Martin ratioReturn relative to average drawdown | -1.27 | 0.69 | -1.96 |
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
| IIF | MSEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.54 | 0.34 | -0.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | -0.05 | +0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.45 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.45 | -0.07 |
Correlation
The correlation between IIF and MSEQX is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
IIF vs. MSEQX - Dividend Comparison
IIF's dividend yield for the trailing twelve months is around 9.65%, while MSEQX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IIF Morgan Stanley India Investment Fund | 9.65% | 7.95% | 10.67% | 14.61% | 19.62% | 3.75% | 0.02% | 0.14% | 30.40% | 15.23% | 4.46% | 0.16% |
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
IIF vs. MSEQX - Drawdown Comparison
The maximum IIF drawdown since its inception was -62.11%, smaller than the maximum MSEQX drawdown of -69.48%. Use the drawdown chart below to compare losses from any high point for IIF and MSEQX.
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Drawdown Indicators
| IIF | MSEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.11% | -69.48% | +7.37% |
Max Drawdown (1Y)Largest decline over 1 year | -24.05% | -27.73% | +3.68% |
Max Drawdown (5Y)Largest decline over 5 years | -24.05% | -69.48% | +45.43% |
Max Drawdown (10Y)Largest decline over 10 years | -59.05% | -69.48% | +10.43% |
Current DrawdownCurrent decline from peak | -21.69% | -29.23% | +7.54% |
Average DrawdownAverage peak-to-trough decline | -19.79% | -16.88% | -2.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.12% | 10.44% | -3.32% |
Volatility
IIF vs. MSEQX - Volatility Comparison
The current volatility for Morgan Stanley India Investment Fund (IIF) is 7.10%, while Morgan Stanley Growth Portfolio Class I (MSEQX) has a volatility of 8.12%. This indicates that IIF 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
| IIF | MSEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 8.12% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 11.23% | 21.71% | -10.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.69% | 33.15% | -16.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.67% | 39.76% | -24.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.74% | 33.56% | -13.82% |