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. It was launched on Oct 31, 2014.
Performance
MSEQX vs. ARKK - Performance Comparison
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MSEQX vs. ARKK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | 43.91% |
ARKK ARK Innovation ETF | -11.08% | 35.49% | 8.40% | 69.04% | -66.97% | -23.60% | 152.71% | 35.08% | 3.52% | 87.33% |
Returns By Period
In the year-to-date period, MSEQX achieves a -15.37% return, which is significantly lower than ARKK's -11.08% return. Over the past 10 years, MSEQX has outperformed ARKK with an annualized return of 15.71%, while ARKK has yielded a comparatively lower 14.48% annualized return.
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%
ARKK
- 1D
- 1.20%
- 1M
- -7.84%
- YTD
- -11.08%
- 6M
- -21.31%
- 1Y
- 43.10%
- 3Y*
- 19.58%
- 5Y*
- -10.51%
- 10Y*
- 14.48%
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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.
Return for Risk
MSEQX vs. ARKK — Risk / Return Rank
MSEQX
ARKK
MSEQX vs. ARKK - Risk-Adjusted Trends 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.
| MSEQX | ARKK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.55 | 1.02 | -0.47 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.66 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.20 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.58 | 1.40 | -0.81 |
Martin ratioReturn relative to average drawdown | 1.53 | 3.60 | -2.06 |
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
| MSEQX | ARKK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 1.02 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | -0.23 | +0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.36 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.32 | +0.14 |
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.
Dividends
MSEQX vs. ARKK - Dividend Comparison
Neither MSEQX nor ARKK has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.00% | 0.70% | 0.00% | 0.55% | 1.64% | 0.38% | 3.14% | 1.32% | 0.00% | 2.27% |
Drawdowns
MSEQX vs. ARKK - Drawdown Comparison
The maximum MSEQX drawdown since its inception was -69.48%, smaller than the maximum ARKK drawdown of -80.97%. Use the drawdown chart below to compare losses from any high point for MSEQX and ARKK.
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Drawdown Indicators
| MSEQX | ARKK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.48% | -80.97% | +11.49% |
Max Drawdown (1Y)Largest decline over 1 year | -27.73% | -31.35% | +3.62% |
Max Drawdown (5Y)Largest decline over 5 years | -69.48% | -77.23% | +7.75% |
Max Drawdown (10Y)Largest decline over 10 years | -69.48% | -80.97% | +11.49% |
Current DrawdownCurrent decline from peak | -26.02% | -55.71% | +29.69% |
Average DrawdownAverage peak-to-trough decline | -16.88% | -29.81% | +12.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.55% | 12.16% | -1.61% |
Volatility
MSEQX vs. ARKK - Volatility Comparison
The current volatility for Morgan Stanley Growth Portfolio Class I (MSEQX) is 9.47%, while ARK Innovation ETF (ARKK) has a volatility of 12.59%. This indicates that MSEQX experiences smaller price fluctuations and is considered to be less risky than ARKK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSEQX | ARKK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.47% | 12.59% | -3.12% |
Volatility (6M)Calculated over the trailing 6-month period | 22.11% | 27.62% | -5.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.39% | 42.55% | -9.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.78% | 46.38% | -6.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.59% | 40.11% | -6.52% |