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.
Key characteristics
| MSEQX | DODGX | |
|---|---|---|
| YTD Return | 18.90% | 18.65% |
| 1Y Return | 44.60% | 28.91% |
| 3Y Return (Ann) | -15.01% | 9.53% |
| 5Y Return (Ann) | 10.73% | 15.08% |
| 10Y Return (Ann) | 13.02% | 12.12% |
| Sharpe Ratio | 1.69 | 2.61 |
| Sortino Ratio | 2.27 | 3.51 |
| Omega Ratio | 1.28 | 1.46 |
| Calmar Ratio | 0.70 | 2.71 |
| Martin Ratio | 7.76 | 17.28 |
| Ulcer Index | 5.86% | 1.69% |
| Daily Std Dev | 26.97% | 11.18% |
| Max Drawdown | -69.48% | -63.25% |
| Current Drawdown | -43.20% | 0.00% |
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.
Performance
MSEQX vs. DODGX - Performance Comparison
The year-to-date returns for both stocks are quite close, with MSEQX having a 18.90% return and DODGX slightly lower at 18.65%. Over the past 10 years, MSEQX has outperformed DODGX with an annualized return of 13.02%, while DODGX has yielded a comparatively lower 12.12% annualized 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. DODGX - Expense Ratio Comparison
MSEQX has a 0.56% expense ratio, which is higher than DODGX's 0.51% expense ratio.
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 4.72%.
| 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% |
DODGX Dodge & Cox Stock Fund Class I | 4.72% | 3.76% | 5.47% | 3.22% | 6.86% | 10.23% | 9.69% | 6.78% | 6.26% | 5.36% | 3.17% | 1.24% |
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 -63.25%. 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 6.22% compared to Dodge & Cox Stock Fund Class I (DODGX) at 2.83%. 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.