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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSEQX or DODGX.
Performance
MSEQX vs. DODGX - Performance Comparison
Returns By Period
In the year-to-date period, MSEQX achieves a 51.54% return, which is significantly higher than DODGX's 20.91% return. Over the past 10 years, MSEQX has underperformed DODGX with an annualized return of 3.42%, while DODGX has yielded a comparatively higher 11.31% annualized return.
MSEQX
51.54%
29.67%
54.27%
76.00%
2.80%
3.42%
DODGX
20.91%
3.22%
12.21%
29.34%
14.12%
11.31%
Key characteristics
| MSEQX | DODGX | |
|---|---|---|
| Sharpe Ratio | 2.85 | 2.71 |
| Sortino Ratio | 3.56 | 3.76 |
| Omega Ratio | 1.45 | 1.50 |
| Calmar Ratio | 1.07 | 5.51 |
| Martin Ratio | 13.47 | 20.03 |
| Ulcer Index | 5.64% | 1.46% |
| Daily Std Dev | 26.71% | 10.84% |
| Max Drawdown | -78.57% | -63.25% |
| Current Drawdown | -49.18% | -0.79% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MSEQX vs. DODGX - Expense Ratio Comparison
MSEQX has a 0.56% expense ratio, which is higher than DODGX's 0.51% expense ratio.
Correlation
The correlation between MSEQX and DODGX is 0.71, 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.
Risk-Adjusted Performance
MSEQX vs. DODGX - Risk-Adjusted Performance 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.
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 1.39%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSEQX Morgan Stanley Growth Portfolio Class I | 0.00% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.35% |
DODGX Dodge & Cox Stock Fund Class I | 1.39% | 1.45% | 1.43% | 1.25% | 1.74% | 1.88% | 1.68% | 1.53% | 1.64% | 1.51% | 3.17% | 1.25% |
Drawdowns
MSEQX vs. DODGX - Drawdown Comparison
The maximum MSEQX drawdown since its inception was -78.57%, which is greater than DODGX's maximum drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for MSEQX and DODGX. For additional features, visit the drawdowns tool.
Volatility
MSEQX vs. DODGX - Volatility Comparison
Morgan Stanley Growth Portfolio Class I (MSEQX) has a higher volatility of 9.36% compared to Dodge & Cox Stock Fund Class I (DODGX) at 4.22%. 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.