MMGPX vs. MSEQX
Compare and contrast key facts about Morgan Stanley Discovery Portfolio (MMGPX) and Morgan Stanley Growth Portfolio Class I (MSEQX).
MMGPX is managed by Morgan Stanley. It was launched on Apr 30, 2017. MSEQX is managed by Morgan Stanley. It was launched on Apr 2, 1991.
Performance
MMGPX vs. MSEQX - Performance Comparison
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MMGPX vs. MSEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MMGPX Morgan Stanley Discovery Portfolio | -11.10% | 12.58% | 41.83% | 44.34% | -81.34% | -11.55% | 152.67% | 40.20% | 10.89% | 28.18% |
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% | 30.52% |
Returns By Period
In the year-to-date period, MMGPX achieves a -11.10% return, which is significantly higher than MSEQX's -15.37% return.
MMGPX
- 1D
- 4.51%
- 1M
- -4.98%
- YTD
- -11.10%
- 6M
- -20.66%
- 1Y
- 6.81%
- 3Y*
- 20.87%
- 5Y*
- -19.56%
- 10Y*
- —
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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MMGPX vs. MSEQX - Expense Ratio Comparison
MMGPX has a 0.04% expense ratio, which is lower than MSEQX's 0.56% expense ratio.
Return for Risk
MMGPX vs. MSEQX — Risk / Return Rank
MMGPX
MSEQX
MMGPX vs. MSEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Discovery Portfolio (MMGPX) 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.
| MMGPX | MSEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.27 | 0.55 | -0.28 |
Sortino ratioReturn per unit of downside risk | 0.62 | 1.01 | -0.39 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.12 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.28 | 0.58 | -0.30 |
Martin ratioReturn relative to average drawdown | 0.70 | 1.53 | -0.83 |
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
| MMGPX | MSEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 0.55 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.43 | -0.04 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.46 | -0.30 |
Correlation
The correlation between MMGPX and MSEQX is 0.96, 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
MMGPX vs. MSEQX - Dividend Comparison
MMGPX's dividend yield for the trailing twelve months is around 0.48%, while MSEQX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MMGPX Morgan Stanley Discovery Portfolio | 0.48% | 0.43% | 0.00% | 0.00% | 0.00% | 64.53% | 7.93% | 15.63% | 28.02% | 0.00% | 0.00% | 0.00% |
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
MMGPX vs. MSEQX - Drawdown Comparison
The maximum MMGPX drawdown since its inception was -87.45%, which is greater than MSEQX's maximum drawdown of -69.48%. Use the drawdown chart below to compare losses from any high point for MMGPX and MSEQX.
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Drawdown Indicators
| MMGPX | MSEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.45% | -69.48% | -17.97% |
Max Drawdown (1Y)Largest decline over 1 year | -27.79% | -27.73% | -0.06% |
Max Drawdown (5Y)Largest decline over 5 years | -86.09% | -69.48% | -16.61% |
Max Drawdown (10Y)Largest decline over 10 years | — | -69.48% | — |
Current DrawdownCurrent decline from peak | -72.93% | -26.02% | -46.91% |
Average DrawdownAverage peak-to-trough decline | -38.71% | -16.88% | -21.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.21% | 10.55% | +0.66% |
Volatility
MMGPX vs. MSEQX - Volatility Comparison
Morgan Stanley Discovery Portfolio (MMGPX) and Morgan Stanley Growth Portfolio Class I (MSEQX) have volatilities of 9.28% and 9.47%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MMGPX | MSEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.28% | 9.47% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 21.94% | 22.11% | -0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.15% | 33.39% | -1.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.74% | 39.78% | +5.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.05% | 33.59% | +5.46% |