MSEQX vs. FTEC
Compare and contrast key facts about Morgan Stanley Growth Portfolio Class I (MSEQX) and Fidelity MSCI Information Technology Index ETF (FTEC).
MSEQX is managed by Morgan Stanley. It was launched on Apr 2, 1991. FTEC is a passively managed fund by Fidelity that tracks the performance of the MSCI USA IMI Information Technology 25/50 Index. It was launched on Oct 21, 2013.
Performance
MSEQX vs. FTEC - Performance Comparison
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MSEQX vs. FTEC - 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% |
FTEC Fidelity MSCI Information Technology Index ETF | -6.12% | 22.11% | 29.40% | 53.30% | -29.59% | 30.49% | 45.83% | 48.93% | -0.39% | 36.83% |
Returns By Period
In the year-to-date period, MSEQX achieves a -15.37% return, which is significantly lower than FTEC's -6.12% return. Over the past 10 years, MSEQX has underperformed FTEC with an annualized return of 15.71%, while FTEC has yielded a comparatively higher 21.28% 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%
FTEC
- 1D
- 1.28%
- 1M
- -3.61%
- YTD
- -6.12%
- 6M
- -5.70%
- 1Y
- 30.17%
- 3Y*
- 23.47%
- 5Y*
- 15.05%
- 10Y*
- 21.28%
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MSEQX vs. FTEC - Expense Ratio Comparison
MSEQX has a 0.56% expense ratio, which is higher than FTEC's 0.08% expense ratio.
Return for Risk
MSEQX vs. FTEC — Risk / Return Rank
MSEQX
FTEC
MSEQX vs. FTEC - Risk-Adjusted Trends 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.
| MSEQX | FTEC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.55 | 1.10 | -0.56 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.69 | -0.68 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.24 | -0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.58 | 1.92 | -1.34 |
Martin ratioReturn relative to average drawdown | 1.53 | 5.93 | -4.39 |
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 | FTEC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 1.10 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.60 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.87 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.86 | -0.40 |
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.
Dividends
MSEQX vs. FTEC - Dividend Comparison
MSEQX has not paid dividends to shareholders, while FTEC's dividend yield for the trailing twelve months is around 0.45%.
| 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% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.45% | 0.43% | 0.49% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% |
Drawdowns
MSEQX vs. FTEC - Drawdown Comparison
The maximum MSEQX drawdown since its inception was -69.48%, 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.
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Drawdown Indicators
| MSEQX | FTEC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.48% | -34.95% | -34.53% |
Max Drawdown (1Y)Largest decline over 1 year | -27.73% | -16.26% | -11.47% |
Max Drawdown (5Y)Largest decline over 5 years | -69.48% | -34.95% | -34.53% |
Max Drawdown (10Y)Largest decline over 10 years | -69.48% | -34.95% | -34.53% |
Current DrawdownCurrent decline from peak | -26.02% | -11.53% | -14.49% |
Average DrawdownAverage peak-to-trough decline | -16.88% | -5.61% | -11.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.55% | 5.27% | +5.28% |
Volatility
MSEQX vs. FTEC - Volatility Comparison
Morgan Stanley Growth Portfolio Class I (MSEQX) has a higher volatility of 9.47% compared to Fidelity MSCI Information Technology Index ETF (FTEC) at 8.01%. 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.
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Volatility by Period
| MSEQX | FTEC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.47% | 8.01% | +1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 22.11% | 16.40% | +5.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.39% | 27.53% | +5.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.78% | 25.11% | +14.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.59% | 24.57% | +9.02% |