EDD vs. EUGDX
Compare and contrast key facts about Morgan Stanley Emerging Markets Domestic Fund (EDD) and Morgan Stanley Europe Opportunity Fund Inc. (EUGDX).
EDD is managed by Morgan Stanley. It was launched on Apr 24, 2007. EUGDX is managed by Morgan Stanley. It was launched on Jul 27, 1997.
Performance
EDD vs. EUGDX - Performance Comparison
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EDD vs. EUGDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EDD Morgan Stanley Emerging Markets Domestic Fund | -3.98% | 32.46% | 8.64% | 14.09% | -14.15% | -7.03% | -2.84% | 25.45% | -14.09% | 16.34% |
EUGDX Morgan Stanley Europe Opportunity Fund Inc. | -15.38% | 11.93% | 12.41% | 25.16% | -44.49% | 15.80% | 55.57% | 27.34% | -13.02% | 23.11% |
Returns By Period
In the year-to-date period, EDD achieves a -3.98% return, which is significantly higher than EUGDX's -15.38% return. Over the past 10 years, EDD has underperformed EUGDX with an annualized return of 4.43%, while EUGDX has yielded a comparatively higher 6.22% annualized return.
EDD
- 1D
- 2.63%
- 1M
- -14.39%
- YTD
- -3.98%
- 6M
- -0.81%
- 1Y
- 18.79%
- 3Y*
- 14.67%
- 5Y*
- 5.29%
- 10Y*
- 4.43%
EUGDX
- 1D
- 0.17%
- 1M
- -14.60%
- YTD
- -15.38%
- 6M
- -14.94%
- 1Y
- -7.55%
- 3Y*
- 2.90%
- 5Y*
- -3.14%
- 10Y*
- 6.22%
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EDD vs. EUGDX - Expense Ratio Comparison
EDD has a 2.20% expense ratio, which is higher than EUGDX's 1.05% expense ratio.
Return for Risk
EDD vs. EUGDX — Risk / Return Rank
EDD
EUGDX
EDD vs. EUGDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Emerging Markets Domestic Fund (EDD) and Morgan Stanley Europe Opportunity Fund Inc. (EUGDX). 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.
| EDD | EUGDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | -0.44 | +1.56 |
Sortino ratioReturn per unit of downside risk | 1.56 | -0.50 | +2.06 |
Omega ratioGain probability vs. loss probability | 1.21 | 0.94 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | -0.46 | +1.56 |
Martin ratioReturn relative to average drawdown | 4.79 | -1.41 | +6.21 |
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
| EDD | EUGDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | -0.44 | +1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | -0.13 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.29 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.21 | -0.12 |
Correlation
The correlation between EDD and EUGDX is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
EDD vs. EUGDX - Dividend Comparison
EDD's dividend yield for the trailing twelve months is around 10.06%, more than EUGDX's 0.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDD Morgan Stanley Emerging Markets Domestic Fund | 10.06% | 9.76% | 11.45% | 7.30% | 6.82% | 6.93% | 6.92% | 8.15% | 9.90% | 8.18% | 10.32% | 12.65% |
EUGDX Morgan Stanley Europe Opportunity Fund Inc. | 0.74% | 0.62% | 0.00% | 0.00% | 0.00% | 5.45% | 7.53% | 3.27% | 1.02% | 0.90% | 2.75% | 2.30% |
Drawdowns
EDD vs. EUGDX - Drawdown Comparison
The maximum EDD drawdown since its inception was -59.38%, roughly equal to the maximum EUGDX drawdown of -59.74%. Use the drawdown chart below to compare losses from any high point for EDD and EUGDX.
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Drawdown Indicators
| EDD | EUGDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.38% | -59.74% | +0.36% |
Max Drawdown (1Y)Largest decline over 1 year | -17.67% | -20.36% | +2.69% |
Max Drawdown (5Y)Largest decline over 5 years | -32.04% | -56.02% | +23.98% |
Max Drawdown (10Y)Largest decline over 10 years | -42.70% | -56.02% | +13.32% |
Current DrawdownCurrent decline from peak | -15.50% | -31.06% | +15.56% |
Average DrawdownAverage peak-to-trough decline | -24.38% | -18.06% | -6.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.05% | 6.62% | -2.57% |
Volatility
EDD vs. EUGDX - Volatility Comparison
Morgan Stanley Emerging Markets Domestic Fund (EDD) has a higher volatility of 8.07% compared to Morgan Stanley Europe Opportunity Fund Inc. (EUGDX) at 6.45%. This indicates that EDD's price experiences larger fluctuations and is considered to be riskier than EUGDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDD | EUGDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.07% | 6.45% | +1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 12.48% | -0.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.87% | 19.36% | -2.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.07% | 24.11% | -9.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 21.27% | -3.62% |