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MSEQX vs. GWPFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSEQX vs. GWPFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Growth Portfolio Class I (MSEQX) and American Funds Global Growth Fund Class R-6 (GWPFX). The values are adjusted to include any dividend payments, if applicable.

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MSEQX vs. GWPFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
GWPFX
American Funds Global Growth Fund Class R-6
-5.63%20.46%20.08%28.78%-26.99%18.56%25.39%27.19%-6.61%25.09%

Returns By Period

In the year-to-date period, MSEQX achieves a -15.37% return, which is significantly lower than GWPFX's -5.63% return. Over the past 10 years, MSEQX has outperformed GWPFX with an annualized return of 15.71%, while GWPFX has yielded a comparatively lower 11.85% 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%

GWPFX

1D
3.37%
1M
-6.88%
YTD
-5.63%
6M
-3.29%
1Y
19.12%
3Y*
17.27%
5Y*
7.64%
10Y*
11.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSEQX vs. GWPFX - Expense Ratio Comparison

MSEQX has a 0.56% expense ratio, which is higher than GWPFX's 0.47% expense ratio.


Return for Risk

MSEQX vs. GWPFX — Risk / Return Rank

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

MSEQX
MSEQX Risk / Return Rank: 1919
Overall Rank
MSEQX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
MSEQX Sortino Ratio Rank: 2424
Sortino Ratio Rank
MSEQX Omega Ratio Rank: 1919
Omega Ratio Rank
MSEQX Calmar Ratio Rank: 1818
Calmar Ratio Rank
MSEQX Martin Ratio Rank: 1515
Martin Ratio Rank

GWPFX
GWPFX Risk / Return Rank: 5151
Overall Rank
GWPFX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
GWPFX Sortino Ratio Rank: 5151
Sortino Ratio Rank
GWPFX Omega Ratio Rank: 4848
Omega Ratio Rank
GWPFX Calmar Ratio Rank: 5656
Calmar Ratio Rank
GWPFX Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MSEQX vs. GWPFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Growth Portfolio Class I (MSEQX) and American Funds Global Growth Fund Class R-6 (GWPFX). 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.


MSEQXGWPFXDifference

Sharpe ratio

Return per unit of total volatility

0.55

1.05

-0.51

Sortino ratio

Return per unit of downside risk

1.01

1.60

-0.60

Omega ratio

Gain probability vs. loss probability

1.12

1.23

-0.10

Calmar ratio

Return relative to maximum drawdown

0.58

1.65

-1.06

Martin ratio

Return relative to average drawdown

1.53

6.67

-5.13

MSEQX vs. GWPFX - Sharpe Ratio Comparison

The current MSEQX Sharpe Ratio is 0.55, which is lower than the GWPFX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of MSEQX and GWPFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MSEQXGWPFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

1.05

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.42

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.29

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.31

+0.15

Correlation

The correlation between MSEQX and GWPFX is 0.79, 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. GWPFX - Dividend Comparison

MSEQX has not paid dividends to shareholders, while GWPFX's dividend yield for the trailing twelve months is around 6.10%.


TTM20252024202320222021202020192018201720162015
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%
GWPFX
American Funds Global Growth Fund Class R-6
6.10%5.75%5.81%1.60%9.84%3.39%3.41%5.77%6.18%3.35%4.30%4.75%

Drawdowns

MSEQX vs. GWPFX - Drawdown Comparison

The maximum MSEQX drawdown since its inception was -69.48%, which is greater than GWPFX's maximum drawdown of -52.51%. Use the drawdown chart below to compare losses from any high point for MSEQX and GWPFX.


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Drawdown Indicators


MSEQXGWPFXDifference

Max Drawdown

Largest peak-to-trough decline

-69.48%

-52.51%

-16.97%

Max Drawdown (1Y)

Largest decline over 1 year

-27.73%

-11.78%

-15.95%

Max Drawdown (5Y)

Largest decline over 5 years

-69.48%

-34.15%

-35.33%

Max Drawdown (10Y)

Largest decline over 10 years

-69.48%

-52.51%

-16.97%

Current Drawdown

Current decline from peak

-26.02%

-8.81%

-17.21%

Average Drawdown

Average peak-to-trough decline

-16.88%

-5.80%

-11.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.55%

2.91%

+7.64%

Volatility

MSEQX vs. GWPFX - Volatility Comparison

Morgan Stanley Growth Portfolio Class I (MSEQX) has a higher volatility of 9.47% compared to American Funds Global Growth Fund Class R-6 (GWPFX) at 6.57%. This indicates that MSEQX's price experiences larger fluctuations and is considered to be riskier than GWPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSEQXGWPFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.47%

6.57%

+2.90%

Volatility (6M)

Calculated over the trailing 6-month period

22.11%

11.27%

+10.84%

Volatility (1Y)

Calculated over the trailing 1-year period

33.39%

18.87%

+14.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.78%

18.17%

+21.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.59%

41.60%

-8.01%