MSEQX vs. DODGX
Compare and contrast key facts about Morgan Stanley Growth Portfolio Class I (MSEQX) and Dodge & Cox Stock Fund Class I (DODGX).
MSEQX is managed by Morgan Stanley. It was launched on Apr 2, 1991. DODGX is managed by Dodge & Cox. It was launched on Jan 4, 1965.
Performance
MSEQX vs. DODGX - Performance Comparison
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MSEQX vs. DODGX - 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% |
DODGX Dodge & Cox Stock Fund Class I | -1.65% | 13.66% | 14.36% | 17.49% | -7.25% | 31.72% | 7.10% | 24.30% | -7.15% | 18.33% |
Returns By Period
In the year-to-date period, MSEQX achieves a -15.37% return, which is significantly lower than DODGX's -1.65% return. Over the past 10 years, MSEQX has outperformed DODGX with an annualized return of 15.71%, while DODGX has yielded a comparatively lower 12.55% 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%
DODGX
- 1D
- 2.09%
- 1M
- -5.31%
- YTD
- -1.65%
- 6M
- 0.63%
- 1Y
- 8.01%
- 3Y*
- 13.95%
- 5Y*
- 9.38%
- 10Y*
- 12.55%
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MSEQX vs. DODGX - Expense Ratio Comparison
MSEQX has a 0.56% expense ratio, which is higher than DODGX's 0.51% expense ratio.
Return for Risk
MSEQX vs. DODGX — Risk / Return Rank
MSEQX
DODGX
MSEQX vs. DODGX - Risk-Adjusted Trends Comparison
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.
| MSEQX | DODGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.55 | 0.49 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.01 | 0.78 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.11 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.58 | 0.60 | -0.02 |
Martin ratioReturn relative to average drawdown | 1.53 | 2.50 | -0.96 |
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 | DODGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 0.49 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.59 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.65 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.62 | -0.16 |
Correlation
The correlation between MSEQX and DODGX is 0.70, 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. DODGX - Dividend Comparison
MSEQX has not paid dividends to shareholders, while DODGX's dividend yield for the trailing twelve months is around 9.89%.
| 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% |
DODGX Dodge & Cox Stock Fund Class I | 9.89% | 9.86% | 8.20% | 3.76% | 5.47% | 3.22% | 6.74% | 10.23% | 9.69% | 6.78% | 6.26% | 5.36% |
Drawdowns
MSEQX vs. DODGX - Drawdown Comparison
The maximum MSEQX drawdown since its inception was -69.48%, which is greater than DODGX's maximum drawdown of -63.24%. Use the drawdown chart below to compare losses from any high point for MSEQX and DODGX.
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Drawdown Indicators
| MSEQX | DODGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.48% | -63.24% | -6.24% |
Max Drawdown (1Y)Largest decline over 1 year | -27.73% | -12.23% | -15.50% |
Max Drawdown (5Y)Largest decline over 5 years | -69.48% | -21.85% | -47.63% |
Max Drawdown (10Y)Largest decline over 10 years | -69.48% | -40.41% | -29.07% |
Current DrawdownCurrent decline from peak | -26.02% | -5.31% | -20.71% |
Average DrawdownAverage peak-to-trough decline | -16.88% | -7.53% | -9.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.55% | 2.94% | +7.61% |
Volatility
MSEQX vs. DODGX - Volatility Comparison
Morgan Stanley Growth Portfolio Class I (MSEQX) has a higher volatility of 9.47% compared to Dodge & Cox Stock Fund Class I (DODGX) at 4.23%. 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.
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Volatility by Period
| MSEQX | DODGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.47% | 4.23% | +5.24% |
Volatility (6M)Calculated over the trailing 6-month period | 22.11% | 8.72% | +13.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.39% | 16.33% | +17.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.78% | 16.05% | +23.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.59% | 19.25% | +14.34% |