PortfoliosLab logoPortfoliosLab logo
EDD vs. MSEQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EDD vs. MSEQX - Performance Comparison

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

Loading graphics...

EDD vs. MSEQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EDD
Morgan Stanley Emerging Markets Domestic Fund
-2.66%32.46%8.64%14.09%-14.15%-7.03%-2.84%25.45%-14.09%16.34%
MSEQX
Morgan Stanley Growth Portfolio Class I
-15.37%24.78%46.65%50.36%-60.18%-0.00%115.60%38.25%5.38%43.91%

Returns By Period

In the year-to-date period, EDD achieves a -2.66% return, which is significantly higher than MSEQX's -15.37% return. Over the past 10 years, EDD has underperformed MSEQX with an annualized return of 4.57%, while MSEQX has yielded a comparatively higher 15.71% annualized return.


EDD

1D
1.38%
1M
-12.63%
YTD
-2.66%
6M
0.75%
1Y
18.91%
3Y*
15.20%
5Y*
5.58%
10Y*
4.57%

MSEQX

1D
4.54%
1M
-4.30%
YTD
-15.37%
6M
-21.98%
1Y
15.92%
3Y*
25.56%
5Y*
-1.63%
10Y*
15.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. MSEQX - Expense Ratio Comparison

EDD has a 2.20% expense ratio, which is higher than MSEQX's 0.56% expense ratio.


Return for Risk

EDD vs. MSEQX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EDD
EDD Risk / Return Rank: 5050
Overall Rank
EDD Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
EDD Sortino Ratio Rank: 5656
Sortino Ratio Rank
EDD Omega Ratio Rank: 4747
Omega Ratio Rank
EDD Calmar Ratio Rank: 4242
Calmar Ratio Rank
EDD Martin Ratio Rank: 4747
Martin Ratio Rank

MSEQX
MSEQX Risk / Return Rank: 1919
Overall Rank
MSEQX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
MSEQX Sortino Ratio Rank: 2424
Sortino Ratio Rank
MSEQX Omega Ratio Rank: 1919
Omega Ratio Rank
MSEQX Calmar Ratio Rank: 1818
Calmar Ratio Rank
MSEQX Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EDD vs. MSEQX - 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 Growth Portfolio Class I (MSEQX). 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.


EDDMSEQXDifference

Sharpe ratio

Return per unit of total volatility

1.13

0.55

+0.58

Sortino ratio

Return per unit of downside risk

1.57

1.01

+0.56

Omega ratio

Gain probability vs. loss probability

1.21

1.12

+0.09

Calmar ratio

Return relative to maximum drawdown

1.16

0.58

+0.57

Martin ratio

Return relative to average drawdown

4.92

1.53

+3.39

EDD vs. MSEQX - Sharpe Ratio Comparison

The current EDD Sharpe Ratio is 1.13, which is higher than the MSEQX Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of EDD and MSEQX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


EDDMSEQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

0.55

+0.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

-0.04

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

0.47

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.46

-0.36

Correlation

The correlation between EDD and MSEQX 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. MSEQX - Dividend Comparison

EDD's dividend yield for the trailing twelve months is around 9.92%, while MSEQX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
EDD
Morgan Stanley Emerging Markets Domestic Fund
9.92%9.76%11.45%7.30%6.82%6.93%6.92%8.15%9.90%8.18%10.32%12.65%
MSEQX
Morgan Stanley Growth Portfolio Class I
0.00%0.00%0.55%0.05%16.79%24.24%9.36%21.39%5.38%21.18%12.71%7.55%

Drawdowns

EDD vs. MSEQX - Drawdown Comparison

The maximum EDD drawdown since its inception was -59.38%, smaller than the maximum MSEQX drawdown of -69.48%. Use the drawdown chart below to compare losses from any high point for EDD and MSEQX.


Loading graphics...

Drawdown Indicators


EDDMSEQXDifference

Max Drawdown

Largest peak-to-trough decline

-59.38%

-69.48%

+10.10%

Max Drawdown (1Y)

Largest decline over 1 year

-17.67%

-27.73%

+10.06%

Max Drawdown (5Y)

Largest decline over 5 years

-32.04%

-69.48%

+37.44%

Max Drawdown (10Y)

Largest decline over 10 years

-42.70%

-69.48%

+26.78%

Current Drawdown

Current decline from peak

-14.33%

-26.02%

+11.69%

Average Drawdown

Average peak-to-trough decline

-24.38%

-16.88%

-7.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

10.55%

-6.40%

Volatility

EDD vs. MSEQX - Volatility Comparison

The current volatility for Morgan Stanley Emerging Markets Domestic Fund (EDD) is 7.68%, while Morgan Stanley Growth Portfolio Class I (MSEQX) has a volatility of 9.47%. This indicates that EDD experiences smaller price fluctuations and is considered to be less risky than MSEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


EDDMSEQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.68%

9.47%

-1.79%

Volatility (6M)

Calculated over the trailing 6-month period

11.64%

22.11%

-10.47%

Volatility (1Y)

Calculated over the trailing 1-year period

16.92%

33.39%

-16.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.09%

39.78%

-24.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.65%

33.59%

-15.94%