MSEGX vs. GQEPX
MSEGX (Morgan Stanley Institutional Growth Portfolio) and GQEPX (GQG Partners US Select Quality Equity Fund Investor Shares) are both mutual funds - MSEGX is a Large Cap Growth Equities fund actively managed by Morgan Stanley, while GQEPX is a Quality Factor fund managed by GQG Partners. Over the past 5 years, MSEGX returned -3.06%/yr vs 9.56%/yr for GQEPX. Their 0.52 correlation means they have sometimes moved together and sometimes differently. MSEGX charges 0.87%/yr vs 0.59%/yr for GQEPX.
Performance
MSEGX vs. GQEPX - Performance Comparison
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Returns By Period
In the year-to-date period, MSEGX achieves a -8.56% return, which is significantly lower than GQEPX's 8.04% return.
MSEGX
- 1D
- 2.02%
- 1M
- -6.14%
- 6M
- 2.08%
- YTD
- -8.56%
- 1Y
- -6.44%
- 3Y*
- 22.63%
- 5Y*
- -3.06%
- 10Y*
- 15.45%
- ALL TIME*
- 10.89%
GQEPX
- 1D
- 1.22%
- 1M
- 2.51%
- 6M
- 3.25%
- YTD
- 8.04%
- 1Y
- 7.67%
- 3Y*
- 13.18%
- 5Y*
- 9.56%
- 10Y*
- —
- ALL TIME*
- 13.22%
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 |
MSEGX vs. GQEPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MSEGX Morgan Stanley Institutional Growth Portfolio | -8.56% | 24.43% | 46.29% | 49.87% | -60.27% | -0.31% | 115.11% | 38.93% | -15.07% |
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 8.04% | -4.52% | 28.99% | 17.39% | -2.81% | 19.90% | 23.65% | 27.21% | -7.67% |
Correlation
The correlation between MSEGX and GQEPX is -0.22, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.22 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.41 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018 | 0.52 |
The correlation between MSEGX and GQEPX shifts across timeframes, from -0.22 (1 year) to 0.52 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MSEGX vs. GQEPX — Risk / Return Rank
MSEGX
GQEPX
MSEGX vs. GQEPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Growth Portfolio (MSEGX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). 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.
| MSEGX | GQEPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.90 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.14 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 1.01 | -1.11 |
| Martin ratioReturn relative to average drawdown | -0.20 | 2.27 | -2.47 |
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Drawdowns
MSEGX vs. GQEPX - Drawdown Comparison
The maximum MSEGX drawdown since its inception was -69.57%, which is greater than GQEPX's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for MSEGX and GQEPX.
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Drawdown Indicators
| MSEGX | GQEPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.57% | -28.45% | -41.12% |
Max Drawdown (1Y)Largest decline over 1 year | -27.83% | -8.48% | -19.35% |
Max Drawdown (3Y)Largest decline over 3 years | -32.54% | -18.97% | -13.57% |
Max Drawdown (5Y)Largest decline over 5 years | -69.57% | -20.49% | -49.08% |
Max Drawdown (10Y)Largest decline over 10 years | -69.57% | — | — |
Current DrawdownCurrent decline from peak | -20.97% | -7.78% | -13.19% |
Average DrawdownAverage peak-to-trough decline | -19.50% | -5.90% | -13.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.57% | 3.76% | +10.81% |
Volatility
MSEGX vs. GQEPX - Volatility Comparison
Morgan Stanley Institutional Growth Portfolio (MSEGX) has a higher volatility of 7.72% compared to GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) at 2.58%. This indicates that MSEGX's price experiences larger fluctuations and is considered to be riskier than GQEPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSEGX | GQEPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 2.58% | +5.14% |
Volatility (6M)Calculated over the trailing 6-month period | 22.82% | 8.41% | +14.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.63% | 10.68% | +18.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.95% | 15.90% | +24.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.98% | 18.61% | +15.37% |
MSEGX vs. GQEPX - Expense Ratio Comparison
MSEGX has a 0.87% expense ratio, which is higher than GQEPX's 0.59% expense ratio.
Dividends
MSEGX vs. GQEPX - Dividend Comparison
MSEGX has not paid dividends to shareholders, while GQEPX's dividend yield for the trailing twelve months is around 6.46%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares | 6.46% | 6.98% | 5.30% | 0.44% | 4.46% | 1.49% | 0.61% | 0.63% | 0.09% | 0.00% | 0.00% | 0.00% |
MSEGX Morgan Stanley Institutional Growth Portfolio | 0.00% | 0.00% | 0.42% | 0.00% | 18.70% | 26.52% | 10.03% | 22.75% | 5.67% | 22.18% | 13.17% | 7.76% |
Frequently Asked Questions
MSEGX and GQEPX have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSEGX has higher volatility (7.72%) compared to GQEPX (2.58%). In terms of maximum drawdown, MSEGX dropped -69.57% vs GQEPX's -28.45%.
GQEPX currently has the higher Sharpe Ratio (0.80 vs -0.10), 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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