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MSEQX vs. MEGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSEQX vs. MEGIX - Performance Comparison

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

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MSEQX vs. MEGIX - 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%30.52%
MEGIX
Morgan Stanley Growth Portfolio
-15.47%35.72%46.59%48.66%-83.28%-0.20%117.49%31.82%7.73%19.35%

Returns By Period

The year-to-date returns for both stocks are quite close, with MSEQX having a -15.37% return and MEGIX slightly lower at -15.47%.


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%

MEGIX

1D
4.61%
1M
-4.39%
YTD
-15.47%
6M
-22.18%
1Y
14.60%
3Y*
28.75%
5Y*
-16.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSEQX vs. MEGIX - Expense Ratio Comparison

MSEQX has a 0.56% expense ratio, which is lower than MEGIX's 0.57% expense ratio.


Return for Risk

MSEQX vs. MEGIX — 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

MEGIX
MEGIX Risk / Return Rank: 1717
Overall Rank
MEGIX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
MEGIX Sortino Ratio Rank: 2121
Sortino Ratio Rank
MEGIX Omega Ratio Rank: 1717
Omega Ratio Rank
MEGIX Calmar Ratio Rank: 1616
Calmar Ratio Rank
MEGIX Martin Ratio Rank: 1313
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. MEGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Growth Portfolio Class I (MSEQX) and Morgan Stanley Growth Portfolio (MEGIX). 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.


MSEQXMEGIXDifference

Sharpe ratio

Return per unit of total volatility

0.55

0.50

+0.04

Sortino ratio

Return per unit of downside risk

1.01

0.95

+0.06

Omega ratio

Gain probability vs. loss probability

1.12

1.12

+0.01

Calmar ratio

Return relative to maximum drawdown

0.58

0.53

+0.05

Martin ratio

Return relative to average drawdown

1.53

1.40

+0.14

MSEQX vs. MEGIX - Sharpe Ratio Comparison

The current MSEQX Sharpe Ratio is 0.55, which is comparable to the MEGIX Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of MSEQX and MEGIX, 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


MSEQXMEGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.50

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

-0.34

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.12

+0.34

Correlation

The correlation between MSEQX and MEGIX is 0.99, 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. MEGIX - Dividend Comparison

Neither MSEQX nor MEGIX has paid dividends to shareholders.


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%
MEGIX
Morgan Stanley Growth Portfolio
0.00%0.00%0.00%0.00%0.00%34.82%7.97%5.35%24.32%0.00%0.00%0.00%

Drawdowns

MSEQX vs. MEGIX - Drawdown Comparison

The maximum MSEQX drawdown since its inception was -69.48%, smaller than the maximum MEGIX drawdown of -87.16%. Use the drawdown chart below to compare losses from any high point for MSEQX and MEGIX.


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Drawdown Indicators


MSEQXMEGIXDifference

Max Drawdown

Largest peak-to-trough decline

-69.48%

-87.16%

+17.68%

Max Drawdown (1Y)

Largest decline over 1 year

-27.73%

-28.03%

+0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-69.48%

-87.16%

+17.68%

Max Drawdown (10Y)

Largest decline over 10 years

-69.48%

Current Drawdown

Current decline from peak

-26.02%

-66.55%

+40.53%

Average Drawdown

Average peak-to-trough decline

-16.88%

-36.33%

+19.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.55%

10.67%

-0.12%

Volatility

MSEQX vs. MEGIX - Volatility Comparison

Morgan Stanley Growth Portfolio Class I (MSEQX) and Morgan Stanley Growth Portfolio (MEGIX) have volatilities of 9.47% and 9.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSEQXMEGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.47%

9.68%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

22.11%

22.25%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

33.39%

33.32%

+0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.78%

47.76%

-7.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.59%

39.88%

-6.29%