MSEQX vs. FDGRX

In the year-to-date period, MSEQX achieves a 51.54% return, which is significantly higher than FDGRX's 34.77% return. Over the past 10 years, MSEQX has underperformed FDGRX with an annualized return of 3.42%, while FDGRX has yielded a comparatively higher 13.10% annualized return.

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MSEQX has a 0.56% expense ratio, which is lower than FDGRX's 0.79% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Growth Portfolio Class I (MSEQX) and Fidelity Growth Company Fund (FDGRX). 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 2.85, which is higher than the FDGRX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of MSEQX and FDGRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither MSEQX nor FDGRX has paid dividends to shareholders.

The maximum MSEQX drawdown since its inception was -78.57%, which is greater than FDGRX's maximum drawdown of -71.50%. Use the drawdown chart below to compare losses from any high point for MSEQX and FDGRX. For additional features, visit the drawdowns tool.

Morgan Stanley Growth Portfolio Class I (MSEQX) has a higher volatility of 9.36% compared to Fidelity Growth Company Fund (FDGRX) at 5.56%. This indicates that MSEQX's price experiences larger fluctuations and is considered to be riskier than FDGRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.