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MSEQX vs. FTEC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MSEQX and FTEC is 0.78, 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.


-0.50.00.51.00.8

Performance

MSEQX vs. FTEC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Growth Portfolio Class I (MSEQX) and Fidelity MSCI Information Technology Index ETF (FTEC). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
36.32%
0.88%
MSEQX
FTEC

Key characteristics

Sharpe Ratio

MSEQX:

1.90

FTEC:

1.29

Sortino Ratio

MSEQX:

2.54

FTEC:

1.77

Omega Ratio

MSEQX:

1.32

FTEC:

1.23

Calmar Ratio

MSEQX:

0.75

FTEC:

1.84

Martin Ratio

MSEQX:

9.19

FTEC:

6.53

Ulcer Index

MSEQX:

5.59%

FTEC:

4.28%

Daily Std Dev

MSEQX:

27.15%

FTEC:

21.76%

Max Drawdown

MSEQX:

-78.57%

FTEC:

-34.95%

Current Drawdown

MSEQX:

-50.64%

FTEC:

-6.07%

Returns By Period

In the year-to-date period, MSEQX achieves a 0.36% return, which is significantly higher than FTEC's -2.16% return. Over the past 10 years, MSEQX has underperformed FTEC with an annualized return of 4.11%, while FTEC has yielded a comparatively higher 20.65% annualized return.


MSEQX

YTD

0.36%

1M

-6.27%

6M

39.62%

1Y

54.37%

5Y*

2.73%

10Y*

4.11%

FTEC

YTD

-2.16%

1M

-4.96%

6M

1.03%

1Y

27.11%

5Y*

20.22%

10Y*

20.65%

*Annualized

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. FTEC - Expense Ratio Comparison

MSEQX has a 0.56% expense ratio, which is higher than FTEC's 0.08% expense ratio.


MSEQX
Morgan Stanley Growth Portfolio Class I
Expense ratio chart for MSEQX: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%
Expense ratio chart for FTEC: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

MSEQX vs. FTEC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MSEQX
The Risk-Adjusted Performance Rank of MSEQX is 8484
Overall Rank
The Sharpe Ratio Rank of MSEQX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of MSEQX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of MSEQX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of MSEQX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of MSEQX is 8888
Martin Ratio Rank

FTEC
The Risk-Adjusted Performance Rank of FTEC is 6363
Overall Rank
The Sharpe Ratio Rank of FTEC is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of FTEC is 6060
Sortino Ratio Rank
The Omega Ratio Rank of FTEC is 6262
Omega Ratio Rank
The Calmar Ratio Rank of FTEC is 6767
Calmar Ratio Rank
The Martin Ratio Rank of FTEC is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MSEQX vs. FTEC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Growth Portfolio Class I (MSEQX) and Fidelity MSCI Information Technology Index ETF (FTEC). 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.


Sharpe ratio
The chart of Sharpe ratio for MSEQX, currently valued at 1.90, compared to the broader market-1.000.001.002.003.004.001.901.29
The chart of Sortino ratio for MSEQX, currently valued at 2.54, compared to the broader market-2.000.002.004.006.008.0010.002.541.77
The chart of Omega ratio for MSEQX, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.003.501.321.23
The chart of Calmar ratio for MSEQX, currently valued at 0.75, compared to the broader market0.005.0010.0015.000.751.84
The chart of Martin ratio for MSEQX, currently valued at 9.19, compared to the broader market0.0020.0040.0060.009.196.53
MSEQX
FTEC

The current MSEQX Sharpe Ratio is 1.90, which is higher than the FTEC Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of MSEQX and FTEC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.90
1.29
MSEQX
FTEC

Dividends

MSEQX vs. FTEC - Dividend Comparison

MSEQX's dividend yield for the trailing twelve months is around 0.55%, more than FTEC's 0.50% yield.


TTM20242023202220212020201920182017201620152014
MSEQX
Morgan Stanley Growth Portfolio Class I
0.55%0.55%0.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.01%
FTEC
Fidelity MSCI Information Technology Index ETF
0.50%0.49%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%1.09%

Drawdowns

MSEQX vs. FTEC - Drawdown Comparison

The maximum MSEQX drawdown since its inception was -78.57%, which is greater than FTEC's maximum drawdown of -34.95%. Use the drawdown chart below to compare losses from any high point for MSEQX and FTEC. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-50.64%
-6.07%
MSEQX
FTEC

Volatility

MSEQX vs. FTEC - Volatility Comparison

Morgan Stanley Growth Portfolio Class I (MSEQX) has a higher volatility of 9.62% compared to Fidelity MSCI Information Technology Index ETF (FTEC) at 6.50%. This indicates that MSEQX's price experiences larger fluctuations and is considered to be riskier than FTEC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%11.00%AugustSeptemberOctoberNovemberDecember2025
9.62%
6.50%
MSEQX
FTEC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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