MSEQX vs. ARKK
Compare and contrast key facts about Morgan Stanley Growth Portfolio Class I (MSEQX) and ARK Innovation ETF (ARKK).
MSEQX is managed by Morgan Stanley. It was launched on Apr 2, 1991. ARKK is an actively managed fund by ARK Investment Management. It was launched on Oct 31, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSEQX or ARKK.
Key characteristics
| MSEQX | ARKK | |
|---|---|---|
| YTD Return | 18.74% | -9.70% |
| 1Y Return | 45.29% | 22.74% |
| 3Y Return (Ann) | -15.07% | -25.49% |
| 5Y Return (Ann) | 10.18% | 2.72% |
| Sharpe Ratio | 1.78 | 0.70 |
| Sortino Ratio | 2.37 | 1.17 |
| Omega Ratio | 1.30 | 1.14 |
| Calmar Ratio | 0.74 | 0.32 |
| Martin Ratio | 8.21 | 1.78 |
| Ulcer Index | 5.86% | 14.16% |
| Daily Std Dev | 27.03% | 36.15% |
| Max Drawdown | -69.48% | -80.91% |
| Current Drawdown | -43.28% | -69.30% |
Correlation
The correlation between MSEQX and ARKK is 0.85, 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.
Performance
MSEQX vs. ARKK - Performance Comparison
In the year-to-date period, MSEQX achieves a 18.74% return, which is significantly higher than ARKK's -9.70% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MSEQX vs. ARKK - Expense Ratio Comparison
MSEQX has a 0.56% expense ratio, which is lower than ARKK's 0.75% expense ratio.
Risk-Adjusted Performance
MSEQX vs. ARKK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Growth Portfolio Class I (MSEQX) and ARK Innovation ETF (ARKK). 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.
Dividends
MSEQX vs. ARKK - Dividend Comparison
Neither MSEQX nor ARKK has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSEQX Morgan Stanley Growth Portfolio Class I | 0.00% | 0.05% | 16.79% | 24.24% | 9.36% | 10.70% | 7.94% | 21.18% | 12.71% | 7.55% | 4.95% | 4.46% |
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.00% | 0.83% | 1.31% | 0.38% | 3.14% | 1.32% | 0.00% | 2.27% | 0.00% | 0.00% |
Drawdowns
MSEQX vs. ARKK - Drawdown Comparison
The maximum MSEQX drawdown since its inception was -69.48%, smaller than the maximum ARKK drawdown of -80.91%. Use the drawdown chart below to compare losses from any high point for MSEQX and ARKK. For additional features, visit the drawdowns tool.
Volatility
MSEQX vs. ARKK - Volatility Comparison
Morgan Stanley Growth Portfolio Class I (MSEQX) and ARK Innovation ETF (ARKK) have volatilities of 6.22% and 6.42%, 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.