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EDD vs. MRVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDD vs. MRVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Emerging Markets Domestic Fund (EDD) and Marvell Technology, Inc. (MRVL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EDD achieves a 14.80% return, which is significantly lower than MRVL's 121.03% return. Over the past 10 years, EDD has underperformed MRVL with an annualized return of 5.50%, while MRVL has yielded a comparatively higher 33.34% annualized return.


EDD

1D
-0.17%
1M
0.69%
6M
6.55%
YTD
14.80%
1Y
27.62%
3Y*
18.63%
5Y*
8.18%
10Y*
5.50%
ALL TIME*
2.96%

MRVL

1D
2.32%
1M
-31.04%
6M
137.84%
YTD
121.03%
1Y
133.87%
3Y*
42.13%
5Y*
25.86%
10Y*
33.34%
ALL TIME*
11.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.10M$3.03M$2.42M
$4.42B$5.28B$10.40B

EDD vs. MRVL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EDD
Morgan Stanley Emerging Markets Domestic Fund
14.80%32.46%8.64%14.09%-14.15%-7.03%-2.84%25.45%-14.09%16.34%
MRVL
Marvell Technology, Inc.
121.03%-22.82%83.79%63.68%-57.48%84.62%80.25%65.74%-23.62%56.89%

Correlation

The correlation between EDD and MRVL is 0.31, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.31

Correlation (3Y)
Balances recent behavior with more history.

0.21

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.29

Correlation (10Y)
Provides a long-term view across more market conditions.

0.27

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2007

0.28

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Return for Risk

EDD vs. MRVL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EDD
EDD Risk / Return Rank: 5757
Overall Rank
EDD Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
EDD Sortino Ratio Rank: 7070
Sortino Ratio Rank
EDD Omega Ratio Rank: 6969
Omega Ratio Rank
EDD Calmar Ratio Rank: 3838
Calmar Ratio Rank
EDD Martin Ratio Rank: 3535
Martin Ratio Rank

MRVL
MRVL Risk / Return Rank: 8787
Overall Rank
MRVL Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
MRVL Sortino Ratio Rank: 8585
Sortino Ratio Rank
MRVL Omega Ratio Rank: 8686
Omega Ratio Rank
MRVL Calmar Ratio Rank: 8686
Calmar Ratio Rank
MRVL Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EDD vs. MRVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Emerging Markets Domestic Fund (EDD) and Marvell Technology, Inc. (MRVL). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EDDMRVLDifference
Sharpe ratioReturn per unit of total volatility

-0.07

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.29

1.31

-0.02

Calmar ratioReturn relative to maximum drawdown

1.57

2.79

-1.21

Martin ratioReturn relative to average drawdown

5.03

8.95

-3.91

EDD vs. MRVL - Sharpe Ratio Comparison

The current EDD Sharpe Ratio is 1.66, which is comparable to the MRVL Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of EDD and MRVL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EDD vs. MRVL - Drawdown Comparison

The maximum EDD drawdown since its inception was -59.38%, smaller than the maximum MRVL drawdown of -91.60%. Use the drawdown chart below to compare losses from any high point for EDD and MRVL.


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Drawdown Indicators


EDDMRVLDifference

Max Drawdown

Largest peak-to-trough decline

-59.38%

-91.60%

+32.22%

Max Drawdown (1Y)

Largest decline over 1 year

-17.67%

-48.35%

+30.68%

Max Drawdown (3Y)

Largest decline over 3 years

-17.67%

-60.79%

+43.12%

Max Drawdown (5Y)

Largest decline over 5 years

-32.04%

-61.88%

+29.84%

Max Drawdown (10Y)

Largest decline over 10 years

-42.70%

-61.88%

+19.18%

Current Drawdown

Current decline from peak

-2.84%

-40.71%

+37.87%

Average Drawdown

Average peak-to-trough decline

-24.06%

-46.63%

+22.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.50%

15.14%

-9.64%

Volatility

EDD vs. MRVL - Volatility Comparison

The current volatility for Morgan Stanley Emerging Markets Domestic Fund (EDD) is 4.62%, while Marvell Technology, Inc. (MRVL) has a volatility of 27.33%. This indicates that EDD experiences smaller price fluctuations and is considered to be less risky than MRVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDDMRVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

27.33%

-22.71%

Volatility (6M)

Calculated over the trailing 6-month period

13.86%

65.31%

-51.45%

Volatility (1Y)

Calculated over the trailing 1-year period

16.72%

77.92%

-61.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.57%

63.78%

-48.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.66%

52.85%

-35.19%

Dividends

EDD vs. MRVL - Dividend Comparison

EDD's dividend yield for the trailing twelve months is around 10.82%, more than MRVL's 0.13% yield.


PositionTTM20252024202320222021202020192018201720162015
EDD
Morgan Stanley Emerging Markets Domestic Fund
10.82%9.76%11.45%7.30%6.82%6.93%6.92%8.15%9.90%8.18%10.32%12.65%
MRVL
Marvell Technology, Inc.
0.13%0.28%0.22%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%

Frequently Asked Questions


EDD and MRVL have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MRVL has higher volatility (27.33%) compared to EDD (4.62%). In terms of maximum drawdown, EDD dropped -59.38% vs MRVL's -91.60%.

MRVL currently has the higher Sharpe Ratio (1.73 vs 1.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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