EDD vs. MDOEX
Compare and contrast key facts about Morgan Stanley Emerging Markets Domestic Fund (EDD) and Morgan Stanley Developing Opportunity Portfolio (MDOEX).
EDD is managed by Morgan Stanley. It was launched on Apr 24, 2007. MDOEX is managed by Morgan Stanley. It was launched on Feb 13, 2020.
Performance
EDD vs. MDOEX - Performance Comparison
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EDD vs. MDOEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EDD Morgan Stanley Emerging Markets Domestic Fund | -3.98% | 32.46% | 8.64% | 14.09% | -14.15% | -7.03% | -1.86% |
MDOEX Morgan Stanley Developing Opportunity Portfolio | -12.89% | 8.28% | 16.79% | 5.36% | -30.36% | -18.69% | 45.00% |
Returns By Period
In the year-to-date period, EDD achieves a -3.98% return, which is significantly higher than MDOEX's -12.89% 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%
MDOEX
- 1D
- -0.95%
- 1M
- -15.18%
- YTD
- -12.89%
- 6M
- -20.44%
- 1Y
- -8.07%
- 3Y*
- 3.12%
- 5Y*
- -7.71%
- 10Y*
- —
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EDD vs. MDOEX - Expense Ratio Comparison
EDD has a 2.20% expense ratio, which is higher than MDOEX's 1.15% expense ratio.
Return for Risk
EDD vs. MDOEX — Risk / Return Rank
EDD
MDOEX
EDD vs. MDOEX - 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 Developing Opportunity Portfolio (MDOEX). 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 | MDOEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | -0.46 | +1.58 |
Sortino ratioReturn per unit of downside risk | 1.56 | -0.51 | +2.07 |
Omega ratioGain probability vs. loss probability | 1.21 | 0.93 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | -0.52 | +1.62 |
Martin ratioReturn relative to average drawdown | 4.79 | -1.58 | +6.38 |
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 | MDOEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | -0.46 | +1.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | -0.34 | +0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | -0.03 | +0.13 |
Correlation
The correlation between EDD and MDOEX is 0.40, 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
EDD vs. MDOEX - Dividend Comparison
EDD's dividend yield for the trailing twelve months is around 10.06%, more than MDOEX's 0.85% 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% |
MDOEX Morgan Stanley Developing Opportunity Portfolio | 0.85% | 0.74% | 0.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EDD vs. MDOEX - Drawdown Comparison
The maximum EDD drawdown since its inception was -59.38%, roughly equal to the maximum MDOEX drawdown of -59.92%. Use the drawdown chart below to compare losses from any high point for EDD and MDOEX.
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Drawdown Indicators
| EDD | MDOEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.38% | -59.92% | +0.54% |
Max Drawdown (1Y)Largest decline over 1 year | -17.67% | -21.82% | +4.15% |
Max Drawdown (5Y)Largest decline over 5 years | -32.04% | -53.14% | +21.10% |
Max Drawdown (10Y)Largest decline over 10 years | -42.70% | — | — |
Current DrawdownCurrent decline from peak | -15.50% | -44.89% | +29.39% |
Average DrawdownAverage peak-to-trough decline | -24.38% | -35.07% | +10.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.05% | 7.12% | -3.07% |
Volatility
EDD vs. MDOEX - Volatility Comparison
The current volatility for Morgan Stanley Emerging Markets Domestic Fund (EDD) is 8.07%, while Morgan Stanley Developing Opportunity Portfolio (MDOEX) has a volatility of 10.20%. This indicates that EDD experiences smaller price fluctuations and is considered to be less risky than MDOEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDD | MDOEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.07% | 10.20% | -2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 15.15% | -3.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.87% | 19.73% | -2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.07% | 22.99% | -7.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 24.52% | -6.87% |