MSYIX vs. MSEQX

Last updated Apr 1, 2026

Compare and contrast key facts about Morgan Stanley Institutional Fund Trust High Yield Portfolio (MSYIX) and Morgan Stanley Growth Portfolio Class I (MSEQX).

MSYIX is managed by Morgan Stanley. It was launched on Feb 7, 2012. MSEQX is managed by Morgan Stanley. It was launched on Apr 2, 1991.

Performance

MSYIX vs. MSEQX - Performance Comparison

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

MSYIX vs. MSEQX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MSYIX Morgan Stanley Institutional Fund Trust High Yield Portfolio	0.47%	7.94%	8.78%	13.52%	-11.56%	5.57%	3.26%	13.77%	-2.75%	6.95%
MSEQX Morgan Stanley Growth Portfolio Class I	-19.04%	24.78%	46.65%	50.36%	-60.18%	-0.00%	115.60%	38.25%	5.38%	43.91%

Returns By Period

MSYIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

MSEQX

• 1D: -0.67%
• 1M: -8.77%
• YTD: -19.04%
• 6M: -25.05%
• 1Y: 12.97%
• 3Y*: 23.71%
• 5Y*: -2.02%
• 10Y*: 15.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MSYIX vs. MSEQX - Expense Ratio Comparison

MSYIX has a 0.65% expense ratio, which is higher than MSEQX's 0.56% expense ratio.

MSYIX

Morgan Stanley Institutional Fund Trust High Yield Portfolio

MSEQX

Morgan Stanley Growth Portfolio Class I

Return for Risk

MSYIX vs. MSEQX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MSEQX

MSEQX Risk / Return Rank: 13
MSEQX Sharpe Ratio Rank: 14
MSEQX Sortino Ratio Rank: 17
MSEQX Omega Ratio Rank: 15
MSEQX Calmar Ratio Rank: 11
MSEQX Martin Ratio Rank: 10

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.

MSYIX vs. MSEQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund Trust High Yield Portfolio (MSYIX) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	MSYIX	MSEQX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.34	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.05	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.45	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.45	—

Correlation

The correlation between MSYIX and MSEQX is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

MSYIX vs. MSEQX - Dividend Comparison

MSYIX's dividend yield for the trailing twelve months is around 5.84%, while MSEQX has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MSYIX Morgan Stanley Institutional Fund Trust High Yield Portfolio	5.84%	7.03%	7.25%	6.71%	6.29%	5.57%	5.90%	6.20%	6.27%	5.75%	6.22%	6.77%
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

Drawdown Indicators

	MSYIX	MSEQX	Difference
Max Drawdown Largest peak-to-trough decline	—	-69.48%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-27.73%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-69.48%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-69.48%	—
Current Drawdown Current decline from peak	—	-29.23%	—
Average Drawdown Average peak-to-trough decline	—	-16.88%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	10.44%	—

Volatility

Volatility by Period

	MSYIX	MSEQX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.12%	—
Volatility (6M) Calculated over the trailing 6-month period	—	21.71%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	33.15%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	39.76%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	33.56%	—