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IIF vs. MSEQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IIF vs. MSEQX - Performance Comparison

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

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IIF vs. MSEQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

IIF
IIF Risk / Return Rank: 22
Overall Rank
IIF Sharpe Ratio Rank: 11
Sharpe Ratio Rank
IIF Sortino Ratio Rank: 11
Sortino Ratio Rank
IIF Omega Ratio Rank: 11
Omega Ratio Rank
IIF Calmar Ratio Rank: 22
Calmar Ratio Rank
IIF Martin Ratio Rank: 22
Martin Ratio Rank

MSEQX
MSEQX Risk / Return Rank: 1313
Overall Rank
MSEQX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
MSEQX Sortino Ratio Rank: 1717
Sortino Ratio Rank
MSEQX Omega Ratio Rank: 1515
Omega Ratio Rank
MSEQX Calmar Ratio Rank: 1111
Calmar Ratio Rank
MSEQX Martin Ratio Rank: 1010
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.

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.


IIFMSEQXDifference

Sharpe ratio

Return per unit of total volatility

-0.54

0.34

-0.87

Sortino ratio

Return per unit of downside risk

-0.68

0.73

-1.40

Omega ratio

Gain probability vs. loss probability

0.92

1.09

-0.17

Calmar ratio

Return relative to maximum drawdown

-0.38

0.26

-0.63

Martin ratio

Return relative to average drawdown

-1.27

0.69

-1.96

IIF vs. MSEQX - Sharpe Ratio Comparison

The current IIF Sharpe Ratio is -0.54, which is lower than the MSEQX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of IIF 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


IIFMSEQXDifference

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.


TTM20252024202320222021202020192018201720162015
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


IIFMSEQXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-21.69%

-29.23%

+7.54%

Average Drawdown

Average peak-to-trough decline

-19.79%

-16.88%

-2.91%

Ulcer Index

Depth 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


IIFMSEQXDifference

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%