MUIIX vs. MSEQX
Compare and contrast key facts about Morgan Stanley Institutional Fund Trust Ultra-Short Income Portfolio (MUIIX) and Morgan Stanley Growth Portfolio Class I (MSEQX).
MUIIX is managed by Morgan Stanley. It was launched on Apr 28, 2016. MSEQX is managed by Morgan Stanley. It was launched on Apr 2, 1991.
Performance
MUIIX vs. MSEQX - Performance Comparison
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MUIIX vs. MSEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MUIIX Morgan Stanley Institutional Fund Trust Ultra-Short Income Portfolio | 0.52% | 4.47% | 4.94% | 4.17% | 1.10% | 0.10% | 0.49% |
MSEQX Morgan Stanley Growth Portfolio Class I | -15.37% | 24.78% | 46.65% | 50.36% | -60.18% | -0.00% | 131.32% |
Returns By Period
In the year-to-date period, MUIIX achieves a 0.52% return, which is significantly higher than MSEQX's -15.37% return.
MUIIX
- 1D
- 0.00%
- 1M
- -0.10%
- YTD
- 0.52%
- 6M
- 1.55%
- 1Y
- 3.82%
- 3Y*
- 4.27%
- 5Y*
- 3.04%
- 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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MUIIX vs. MSEQX - Expense Ratio Comparison
MUIIX has a 0.35% expense ratio, which is lower than MSEQX's 0.56% expense ratio.
Return for Risk
MUIIX vs. MSEQX — Risk / Return Rank
MUIIX
MSEQX
MUIIX vs. MSEQX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund Trust Ultra-Short Income Portfolio (MUIIX) 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.
| MUIIX | MSEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.24 | 0.55 | +2.70 |
Sortino ratioReturn per unit of downside risk | 16.83 | 1.01 | +15.82 |
Omega ratioGain probability vs. loss probability | 8.51 | 1.12 | +7.39 |
Calmar ratioReturn relative to maximum drawdown | 42.24 | 0.58 | +41.66 |
Martin ratioReturn relative to average drawdown | 88.82 | 1.53 | +87.29 |
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
| MUIIX | MSEQX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.24 | 0.55 | +2.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.94 | -0.04 | +1.98 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.47 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.83 | 0.46 | +1.37 |
Correlation
The correlation between MUIIX and MSEQX is 0.02, 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
MUIIX vs. MSEQX - Dividend Comparison
MUIIX's dividend yield for the trailing twelve months is around 3.85%, while MSEQX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUIIX Morgan Stanley Institutional Fund Trust Ultra-Short Income Portfolio | 3.85% | 4.36% | 4.81% | 3.88% | 1.20% | 0.10% | 0.39% | 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
MUIIX vs. MSEQX - Drawdown Comparison
The maximum MUIIX drawdown since its inception was -1.20%, smaller than the maximum MSEQX drawdown of -69.48%. Use the drawdown chart below to compare losses from any high point for MUIIX and MSEQX.
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Drawdown Indicators
| MUIIX | MSEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -1.20% | -69.48% | +68.28% |
Max Drawdown (1Y)Largest decline over 1 year | -0.10% | -27.73% | +27.63% |
Max Drawdown (5Y)Largest decline over 5 years | -1.20% | -69.48% | +68.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -69.48% | — |
Current DrawdownCurrent decline from peak | -0.10% | -26.02% | +25.92% |
Average DrawdownAverage peak-to-trough decline | -0.06% | -16.88% | +16.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.05% | 10.55% | -10.50% |
Volatility
MUIIX vs. MSEQX - Volatility Comparison
The current volatility for Morgan Stanley Institutional Fund Trust Ultra-Short Income Portfolio (MUIIX) is 0.10%, while Morgan Stanley Growth Portfolio Class I (MSEQX) has a volatility of 9.47%. This indicates that MUIIX 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
| MUIIX | MSEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.10% | 9.47% | -9.37% |
Volatility (6M)Calculated over the trailing 6-month period | 0.81% | 22.11% | -21.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.24% | 33.39% | -32.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.57% | 39.78% | -38.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.44% | 33.59% | -32.15% |