MSJIX vs. MSEQX
Compare and contrast key facts about Morgan Stanley Global Endurance Portfolio (MSJIX) and Morgan Stanley Growth Portfolio Class I (MSEQX).
MSJIX is managed by Morgan Stanley. It was launched on Dec 30, 2018. MSEQX is managed by Morgan Stanley. It was launched on Apr 2, 1991.
Performance
MSJIX vs. MSEQX - Performance Comparison
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MSJIX vs. MSEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MSJIX Morgan Stanley Global Endurance Portfolio | -4.68% | 24.62% | 5.99% | 72.54% | -66.23% | 9.69% | 110.10% | 34.61% |
MSEQX Morgan Stanley Growth Portfolio Class I | -15.37% | 24.78% | 46.65% | 50.36% | -60.18% | -0.00% | 115.60% | 43.80% |
Returns By Period
In the year-to-date period, MSJIX achieves a -4.68% return, which is significantly higher than MSEQX's -15.37% return.
MSJIX
- 1D
- 3.73%
- 1M
- -4.63%
- YTD
- -4.68%
- 6M
- -1.37%
- 1Y
- 23.75%
- 3Y*
- 18.38%
- 5Y*
- -8.42%
- 10Y*
- —
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%
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MSJIX vs. MSEQX - Expense Ratio Comparison
MSJIX has a 1.00% expense ratio, which is higher than MSEQX's 0.56% expense ratio.
Return for Risk
MSJIX vs. MSEQX — Risk / Return Rank
MSJIX
MSEQX
MSJIX vs. MSEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Global Endurance Portfolio (MSJIX) and Morgan Stanley Growth Portfolio Class I (MSEQX). 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.
| MSJIX | MSEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 0.55 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.01 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.12 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 0.58 | +1.04 |
Martin ratioReturn relative to average drawdown | 5.59 | 1.53 | +4.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSJIX | MSEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.55 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.27 | -0.04 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.37 | 0.46 | -0.09 |
Correlation
The correlation between MSJIX and MSEQX is 0.80, 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
MSJIX vs. MSEQX - Dividend Comparison
MSJIX's dividend yield for the trailing twelve months is around 0.56%, while MSEQX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSJIX Morgan Stanley Global Endurance Portfolio | 0.56% | 0.53% | 0.56% | 1.83% | 0.00% | 4.68% | 3.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Drawdowns
MSJIX vs. MSEQX - Drawdown Comparison
The maximum MSJIX drawdown since its inception was -75.26%, which is greater than MSEQX's maximum drawdown of -69.48%. Use the drawdown chart below to compare losses from any high point for MSJIX and MSEQX.
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Drawdown Indicators
| MSJIX | MSEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.26% | -69.48% | -5.78% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -27.73% | +15.41% |
Max Drawdown (5Y)Largest decline over 5 years | -74.10% | -69.48% | -4.62% |
Max Drawdown (10Y)Largest decline over 10 years | — | -69.48% | — |
Current DrawdownCurrent decline from peak | -44.59% | -26.02% | -18.57% |
Average DrawdownAverage peak-to-trough decline | -36.15% | -16.88% | -19.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 10.55% | -6.97% |
Volatility
MSJIX vs. MSEQX - Volatility Comparison
The current volatility for Morgan Stanley Global Endurance Portfolio (MSJIX) is 7.47%, while Morgan Stanley Growth Portfolio Class I (MSEQX) has a volatility of 9.47%. This indicates that MSJIX experiences smaller price fluctuations and is considered to be less risky than MSEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSJIX | MSEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.47% | 9.47% | -2.00% |
Volatility (6M)Calculated over the trailing 6-month period | 13.09% | 22.11% | -9.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.37% | 33.39% | -11.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.82% | 39.78% | -7.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.82% | 33.59% | -0.77% |