PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

Morgan Stanley Europe Opportunity Fund Inc. (EUGDX) Sharpe Ratio

Mutual Fund · Currency in USD · Last updated Jun 6, 2026

Under normal market conditions, the Adviser seeks to achieve the fund’s investment objective by investing primarily in high quality established and emerging companies located in Europe that the investment team believes are undervalued at the time of purchase. The Adviser emphasizes a bottom-up stock selection process, seeking attractive investments on an individual company basis. The fund will normally invest at least 80% of its assets in equity securities issued by issuers located in European countries.

Sharpe ratio is not yet available for EUGDX. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar mutual funds

The table compares Morgan Stanley Europe Opportunity Fund Inc.'s Sharpe Ratio with other mutual funds in the Europe Equities category across multiple time periods, showing how EUGDX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 6, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
UEPIXProFunds Europe 30 Fund3.06
DSEUXDoubleLine Shiller Enhanced International CAPE2.04
AEDAXInvesco EQV European Equity Fund1.78
CEEThe Central and Eastern Europe Fund1.53
CMIUXSix Circles Managed Equity Portfolio International Unconstrained Fund1.37
MEURXFranklin Mutual European Fund1.31
VEUPXVanguard European Stock Index Fund Institutional Plus Shares1.24
VESIXVanguard European Stock Index Fund Institutional Shares1.24
VEUSXVanguard European Stock Index Fund Admiral Shares1.24
VEURXVanguard European Stock Index Fund1.23
EUGDXMorgan Stanley Europe Opportunity Fund Inc.—

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows EUGDX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when EUGDX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does EUGDX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio