MSEQX vs. SCHG
Compare and contrast key facts about Morgan Stanley Growth Portfolio Class I (MSEQX) and Schwab U.S. Large-Cap Growth ETF (SCHG).
MSEQX is managed by Morgan Stanley. It was launched on Apr 2, 1991. SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSEQX or SCHG.
Correlation
The correlation between MSEQX and SCHG is 0.82, 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.
Performance
MSEQX vs. SCHG - Performance Comparison
Key characteristics
MSEQX:
0.43
SCHG:
-0.08
MSEQX:
0.77
SCHG:
0.03
MSEQX:
1.10
SCHG:
1.00
MSEQX:
0.20
SCHG:
-0.08
MSEQX:
1.62
SCHG:
-0.34
MSEQX:
8.44%
SCHG:
5.22%
MSEQX:
31.59%
SCHG:
21.27%
MSEQX:
-78.57%
SCHG:
-34.59%
MSEQX:
-60.27%
SCHG:
-22.36%
Returns By Period
The year-to-date returns for both investments are quite close, with MSEQX having a -19.23% return and SCHG slightly higher at -18.93%. Over the past 10 years, MSEQX has underperformed SCHG with an annualized return of 0.76%, while SCHG has yielded a comparatively higher 13.65% annualized return.
MSEQX
-19.23%
-13.77%
3.75%
14.05%
1.07%
0.76%
SCHG
-18.93%
-13.67%
-13.06%
-1.84%
17.89%
13.65%
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MSEQX vs. SCHG - Expense Ratio Comparison
MSEQX has a 0.56% expense ratio, which is higher than SCHG's 0.04% expense ratio.
Risk-Adjusted Performance
MSEQX vs. SCHG — Risk-Adjusted Performance Rank
MSEQX
SCHG
MSEQX vs. SCHG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Growth Portfolio Class I (MSEQX) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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. SCHG - Dividend Comparison
MSEQX's dividend yield for the trailing twelve months is around 0.68%, more than SCHG's 0.50% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSEQX Morgan Stanley Growth Portfolio Class I | 0.68% | 0.55% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.50% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
Drawdowns
MSEQX vs. SCHG - Drawdown Comparison
The maximum MSEQX drawdown since its inception was -78.57%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for MSEQX and SCHG. For additional features, visit the drawdowns tool.
Volatility
MSEQX vs. SCHG - Volatility Comparison
Morgan Stanley Growth Portfolio Class I (MSEQX) has a higher volatility of 16.88% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 11.13%. This indicates that MSEQX's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.