MSEQX vs. DODGX

In the year-to-date period, MSEQX achieves a 9.40% return, which is significantly higher than DODGX's 3.24% return. Over the past 10 years, MSEQX has outperformed DODGX with an annualized return of 14.77%, while DODGX has yielded a comparatively lower 5.33% annualized return.

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MSEQX has a 0.56% expense ratio, which is higher than DODGX's 0.51% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Growth Portfolio Class I (MSEQX) and Dodge & Cox Stock Fund Class I (DODGX). 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 MSEQX Sharpe Ratio is 1.76, which is higher than the DODGX Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of MSEQX and DODGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MSEQX's dividend yield for the trailing twelve months is around 0.50%, less than DODGX's 1.47% yield.

The maximum MSEQX drawdown since its inception was -69.48%, roughly equal to the maximum DODGX drawdown of -67.34%. Use the drawdown chart below to compare losses from any high point for MSEQX and DODGX. For additional features, visit the drawdowns tool.

Morgan Stanley Growth Portfolio Class I (MSEQX) has a higher volatility of 9.70% compared to Dodge & Cox Stock Fund Class I (DODGX) at 4.37%. This indicates that MSEQX's price experiences larger fluctuations and is considered to be riskier than DODGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.