EDD vs. MPEGX
Compare and contrast key facts about Morgan Stanley Emerging Markets Domestic Fund (EDD) and Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX).
EDD is managed by Morgan Stanley. It was launched on Apr 24, 2007. MPEGX is managed by Morgan Stanley. It was launched on Mar 30, 1990.
Performance
EDD vs. MPEGX - Performance Comparison
Loading graphics...
EDD vs. MPEGX - 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% |
MPEGX Morgan Stanley Institutional Fund Trust Discovery Portfolio | -15.37% | 14.05% | 42.38% | 46.66% | -63.39% | -12.37% | 142.68% | 39.73% | 12.19% | 39.39% |
Returns By Period
In the year-to-date period, EDD achieves a -3.98% return, which is significantly higher than MPEGX's -15.37% return. Over the past 10 years, EDD has underperformed MPEGX with an annualized return of 4.43%, while MPEGX has yielded a comparatively higher 12.57% 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%
MPEGX
- 1D
- -1.33%
- 1M
- -9.56%
- YTD
- -15.37%
- 6M
- -23.20%
- 1Y
- 4.05%
- 3Y*
- 19.96%
- 5Y*
- -7.95%
- 10Y*
- 12.57%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EDD vs. MPEGX - Expense Ratio Comparison
EDD has a 2.20% expense ratio, which is higher than MPEGX's 0.72% expense ratio.
Return for Risk
EDD vs. MPEGX — Risk / Return Rank
EDD
MPEGX
EDD vs. MPEGX - 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 Institutional Fund Trust Discovery Portfolio (MPEGX). 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 | MPEGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.10 | +1.01 |
Sortino ratioReturn per unit of downside risk | 1.56 | 0.38 | +1.18 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.05 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | -0.02 | +1.12 |
Martin ratioReturn relative to average drawdown | 4.79 | -0.04 | +4.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| EDD | MPEGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.10 | +1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | -0.20 | +0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.37 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.47 | -0.37 |
Correlation
The correlation between EDD and MPEGX is 0.36, 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. MPEGX - Dividend Comparison
EDD's dividend yield for the trailing twelve months is around 10.06%, while MPEGX has not paid dividends to shareholders.
| 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% |
MPEGX Morgan Stanley Institutional Fund Trust Discovery Portfolio | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 35.82% | 7.63% | 12.05% | 23.88% | 41.11% | 67.79% | 13.20% |
Drawdowns
EDD vs. MPEGX - Drawdown Comparison
The maximum EDD drawdown since its inception was -59.38%, smaller than the maximum MPEGX drawdown of -75.29%. Use the drawdown chart below to compare losses from any high point for EDD and MPEGX.
Loading graphics...
Drawdown Indicators
| EDD | MPEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.38% | -75.29% | +15.91% |
Max Drawdown (1Y)Largest decline over 1 year | -17.67% | -27.46% | +9.79% |
Max Drawdown (5Y)Largest decline over 5 years | -32.04% | -72.99% | +40.95% |
Max Drawdown (10Y)Largest decline over 10 years | -42.70% | -75.29% | +32.59% |
Current DrawdownCurrent decline from peak | -15.50% | -47.67% | +32.17% |
Average DrawdownAverage peak-to-trough decline | -24.38% | -21.13% | -3.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.05% | 10.76% | -6.71% |
Volatility
EDD vs. MPEGX - Volatility Comparison
Morgan Stanley Emerging Markets Domestic Fund (EDD) and Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) have volatilities of 8.07% and 8.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| EDD | MPEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.07% | 8.03% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 21.80% | -10.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.87% | 31.93% | -15.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.07% | 40.32% | -25.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 34.32% | -16.67% |