MSEQX vs. VOO
Compare and contrast key facts about Morgan Stanley Growth Portfolio Class I (MSEQX) and Vanguard S&P 500 ETF (VOO).
MSEQX is managed by Morgan Stanley. It was launched on Apr 2, 1991. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSEQX or VOO.
Performance
MSEQX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, MSEQX achieves a 51.54% return, which is significantly higher than VOO's 26.58% return. Over the past 10 years, MSEQX has underperformed VOO with an annualized return of 3.42%, while VOO has yielded a comparatively higher 13.22% annualized return.
MSEQX
51.54%
29.67%
54.27%
76.00%
2.80%
3.42%
VOO
26.58%
3.05%
13.23%
32.77%
15.74%
13.22%
Key characteristics
| MSEQX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.85 | 2.69 |
| Sortino Ratio | 3.56 | 3.59 |
| Omega Ratio | 1.45 | 1.50 |
| Calmar Ratio | 1.07 | 3.88 |
| Martin Ratio | 13.47 | 17.58 |
| Ulcer Index | 5.64% | 1.86% |
| Daily Std Dev | 26.71% | 12.19% |
| Max Drawdown | -78.57% | -33.99% |
| Current Drawdown | -49.18% | -0.53% |
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MSEQX vs. VOO - Expense Ratio Comparison
MSEQX has a 0.56% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between MSEQX and VOO is 0.73, 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.
Risk-Adjusted Performance
MSEQX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Growth Portfolio Class I (MSEQX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
MSEQX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.
| 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% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
MSEQX vs. VOO - Drawdown Comparison
The maximum MSEQX drawdown since its inception was -78.57%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MSEQX and VOO. For additional features, visit the drawdowns tool.
Volatility
MSEQX vs. VOO - Volatility Comparison
Morgan Stanley Growth Portfolio Class I (MSEQX) has a higher volatility of 9.36% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that MSEQX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.