MPEGX vs. MSEQX

In the year-to-date period, MPEGX achieves a 1.11% return, which is significantly higher than MSEQX's 1.05% return. Over the past 10 years, MPEGX has underperformed MSEQX with an annualized return of -5.58%, while MSEQX has yielded a comparatively higher 4.18% annualized return.

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MPEGX has a 0.72% expense ratio, which is higher than MSEQX's 0.56% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) 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.

The current MPEGX Sharpe Ratio is 1.87, which is comparable to the MSEQX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of MPEGX 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.

MPEGX has not paid dividends to shareholders, while MSEQX's dividend yield for the trailing twelve months is around 0.54%.

The maximum MPEGX drawdown since its inception was -81.60%, roughly equal to the maximum MSEQX drawdown of -78.57%. Use the drawdown chart below to compare losses from any high point for MPEGX and MSEQX. For additional features, visit the drawdowns tool.

The current volatility for Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) is 8.49%, while Morgan Stanley Growth Portfolio Class I (MSEQX) has a volatility of 9.30%. This indicates that MPEGX 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.