MSEQX vs. SCHD
Compare and contrast key facts about Morgan Stanley Growth Portfolio Class I (MSEQX) and Schwab US Dividend Equity ETF (SCHD).
MSEQX is managed by Morgan Stanley. It was launched on Apr 2, 1991. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSEQX or SCHD.
Performance
MSEQX vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, MSEQX achieves a 45.91% return, which is significantly higher than SCHD's 16.26% return. Over the past 10 years, MSEQX has underperformed SCHD with an annualized return of 3.11%, while SCHD has yielded a comparatively higher 11.40% annualized return.
MSEQX
45.91%
22.59%
46.45%
71.49%
2.03%
3.11%
SCHD
16.26%
0.84%
10.89%
25.41%
12.67%
11.40%
Key characteristics
| MSEQX | SCHD | |
|---|---|---|
| Sharpe Ratio | 2.62 | 2.27 |
| Sortino Ratio | 3.35 | 3.27 |
| Omega Ratio | 1.42 | 1.40 |
| Calmar Ratio | 0.98 | 3.34 |
| Martin Ratio | 12.39 | 12.25 |
| Ulcer Index | 5.64% | 2.05% |
| Daily Std Dev | 26.64% | 11.06% |
| Max Drawdown | -78.57% | -33.37% |
| Current Drawdown | -51.06% | -1.54% |
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MSEQX vs. SCHD - Expense Ratio Comparison
MSEQX has a 0.56% expense ratio, which is higher than SCHD's 0.06% expense ratio.
Correlation
The correlation between MSEQX and SCHD is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
MSEQX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Growth Portfolio Class I (MSEQX) and Schwab US Dividend Equity ETF (SCHD). 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.
Dividends
MSEQX vs. SCHD - Dividend Comparison
MSEQX has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.40%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSEQX Morgan Stanley Growth Portfolio Class I | 0.00% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.35% |
SCHD Schwab US Dividend Equity ETF | 3.40% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
MSEQX vs. SCHD - Drawdown Comparison
The maximum MSEQX drawdown since its inception was -78.57%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for MSEQX and SCHD. For additional features, visit the drawdowns tool.
Volatility
MSEQX vs. SCHD - Volatility Comparison
Morgan Stanley Growth Portfolio Class I (MSEQX) has a higher volatility of 9.84% compared to Schwab US Dividend Equity ETF (SCHD) at 3.39%. This indicates that MSEQX's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.