MPFDX vs. MSEQX
MPFDX (Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio) and MSEQX (Morgan Stanley Growth Portfolio Class I) are both mutual funds - MPFDX is a Corporate Bonds fund managed by Morgan Stanley, while MSEQX is a Large Cap Growth Equities fund managed by Morgan Stanley. Over the past 10 years, MPFDX returned 2.73%/yr vs 15.69%/yr for MSEQX. Their 0.02 correlation means their historical movements had little consistent relationship. MPFDX charges 0.70%/yr vs 0.56%/yr for MSEQX.
Performance
MPFDX vs. MSEQX - Performance Comparison
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Returns By Period
In the year-to-date period, MPFDX achieves a -0.83% return, which is significantly higher than MSEQX's -11.25% return. Over the past 10 years, MPFDX has underperformed MSEQX with an annualized return of 2.73%, while MSEQX has yielded a comparatively higher 15.69% annualized return.
MPFDX
- 1D
- 0.10%
- 1M
- -1.96%
- 6M
- -1.38%
- YTD
- -0.83%
- 1Y
- 2.47%
- 3Y*
- 4.98%
- 5Y*
- -0.02%
- 10Y*
- 2.73%
- ALL TIME*
- 5.72%
MSEQX
- 1D
- -0.24%
- 1M
- -5.08%
- 6M
- -8.57%
- YTD
- -11.25%
- 1Y
- -8.23%
- 3Y*
- 20.69%
- 5Y*
- -3.64%
- 10Y*
- 15.69%
- ALL TIME*
- 11.43%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MPFDX vs. MSEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MPFDX Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio | -0.83% | 7.75% | 2.69% | 10.05% | -16.28% | -1.92% | 10.32% | 15.73% | -3.87% | 6.91% |
MSEQX Morgan Stanley Growth Portfolio Class I | -11.25% | 24.78% | 46.65% | 50.25% | -60.18% | 0.00% | 115.60% | 38.25% | 5.38% | 43.91% |
Correlation
The correlation between MPFDX and MSEQX is 0.30, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.30 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.24 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.17 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 1991 | 0.02 |
Over the past year, MPFDX and MSEQX have become more correlated (0.30) than their long-term average of 0.02, meaning their price movements have been converging.
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Return for Risk
MPFDX vs. MSEQX — Risk / Return Rank
MPFDX
MSEQX
MPFDX vs. MSEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio (MPFDX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MPFDX | MSEQX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.93 | ||
| Sortino ratioReturn per unit of downside risk | +1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.98 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | -0.27 | +1.17 |
| Martin ratioReturn relative to average drawdown | 2.64 | -0.52 | +3.16 |
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Drawdowns
MPFDX vs. MSEQX - Drawdown Comparison
The maximum MPFDX drawdown since its inception was -25.17%, smaller than the maximum MSEQX drawdown of -69.48%. Use the drawdown chart below to compare losses from any high point for MPFDX and MSEQX.
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Drawdown Indicators
| MPFDX | MSEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.17% | -69.48% | +44.31% |
Max Drawdown (1Y)Largest decline over 1 year | -3.06% | -27.73% | +24.67% |
Max Drawdown (3Y)Largest decline over 3 years | -6.10% | -32.52% | +26.42% |
Max Drawdown (5Y)Largest decline over 5 years | -22.81% | -69.48% | +46.67% |
Max Drawdown (10Y)Largest decline over 10 years | -25.17% | -69.48% | +44.31% |
Current DrawdownCurrent decline from peak | -3.72% | -22.48% | +18.76% |
Average DrawdownAverage peak-to-trough decline | -3.13% | -16.90% | +13.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 14.18% | -13.13% |
Volatility
MPFDX vs. MSEQX - Volatility Comparison
The current volatility for Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio (MPFDX) is 1.05%, while Morgan Stanley Growth Portfolio Class I (MSEQX) has a volatility of 7.70%. This indicates that MPFDX 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
| MPFDX | MSEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | 7.70% | -6.65% |
Volatility (6M)Calculated over the trailing 6-month period | 3.16% | 22.71% | -19.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.11% | 29.45% | -25.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.46% | 39.89% | -33.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.17% | 33.90% | -27.73% |
MPFDX vs. MSEQX - Expense Ratio Comparison
MPFDX has a 0.70% expense ratio, which is higher than MSEQX's 0.56% expense ratio.
Dividends
MPFDX vs. MSEQX - Dividend Comparison
MPFDX's dividend yield for the trailing twelve months is around 4.66%, while MSEQX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPFDX Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio | 4.66% | 4.58% | 5.40% | 4.41% | 3.17% | 4.74% | 5.79% | 2.98% | 3.04% | 2.92% | 3.05% | 3.12% |
MSEQX Morgan Stanley Growth Portfolio Class I | 0.00% | 0.00% | 0.55% | 0.00% | 16.79% | 24.24% | 9.36% | 21.39% | 5.38% | 21.18% | 12.71% | 7.55% |
Frequently Asked Questions
MPFDX and MSEQX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSEQX has higher volatility (7.70%) compared to MPFDX (1.05%). In terms of maximum drawdown, MPFDX dropped -25.17% vs MSEQX's -69.48%.
MPFDX currently has the higher Sharpe Ratio (0.68 vs -0.25), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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