EDD vs. MSEQX
Compare and contrast key facts about Morgan Stanley Emerging Markets Domestic Fund (EDD) and Morgan Stanley Growth Portfolio Class I (MSEQX).
EDD is managed by Morgan Stanley. It was launched on Apr 24, 2007. MSEQX is managed by Morgan Stanley. It was launched on Apr 2, 1991.
Performance
EDD vs. MSEQX - Performance Comparison
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EDD vs. MSEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
EDD
MSEQX
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.
| EDD | MSEQX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.55 | +0.58 |
Sortino ratioReturn per unit of downside risk | 1.57 | 1.01 | +0.56 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.12 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 0.58 | +0.57 |
Martin ratioReturn relative to average drawdown | 4.92 | 1.53 | +3.39 |
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 | MSEQX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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Drawdown Indicators
| EDD | MSEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -14.33% | -26.02% | +11.69% |
Average DrawdownAverage peak-to-trough decline | -24.38% | -16.88% | -7.50% |
Ulcer IndexDepth 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.
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Volatility by Period
| EDD | MSEQX | Difference | |
|---|---|---|---|
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% |