EUGDX vs. DFCSX
Compare and contrast key facts about Morgan Stanley Europe Opportunity Fund Inc. (EUGDX) and DFA Continental Small Company Portfolio (DFCSX).
EUGDX is managed by Morgan Stanley. It was launched on Jul 27, 1997. DFCSX is managed by Dimensional. It was launched on Apr 14, 1988.
Performance
EUGDX vs. DFCSX - Performance Comparison
Loading graphics...
EUGDX vs. DFCSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EUGDX Morgan Stanley Europe Opportunity Fund Inc. | -15.38% | 11.93% | 12.41% | 25.16% | -44.49% | 15.80% | 55.57% | 27.34% | -13.02% | 23.11% |
DFCSX DFA Continental Small Company Portfolio | -4.71% | 37.58% | 0.20% | 16.93% | -20.12% | 14.66% | 15.07% | 25.90% | -19.67% | 34.77% |
Returns By Period
In the year-to-date period, EUGDX achieves a -15.38% return, which is significantly lower than DFCSX's -4.71% return. Over the past 10 years, EUGDX has underperformed DFCSX with an annualized return of 6.22%, while DFCSX has yielded a comparatively higher 8.75% annualized return.
EUGDX
- 1D
- 0.17%
- 1M
- -14.60%
- YTD
- -15.38%
- 6M
- -14.94%
- 1Y
- -7.55%
- 3Y*
- 2.90%
- 5Y*
- -3.14%
- 10Y*
- 6.22%
DFCSX
- 1D
- 0.25%
- 1M
- -10.72%
- YTD
- -4.71%
- 6M
- -1.03%
- 1Y
- 19.36%
- 3Y*
- 12.22%
- 5Y*
- 5.94%
- 10Y*
- 8.75%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
EUGDX vs. DFCSX - Expense Ratio Comparison
EUGDX has a 1.05% expense ratio, which is higher than DFCSX's 0.42% expense ratio.
Return for Risk
EUGDX vs. DFCSX — Risk / Return Rank
EUGDX
DFCSX
EUGDX vs. DFCSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Europe Opportunity Fund Inc. (EUGDX) and DFA Continental Small Company Portfolio (DFCSX). 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.
| EUGDX | DFCSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.44 | 1.13 | -1.57 |
Sortino ratioReturn per unit of downside risk | -0.50 | 1.53 | -2.03 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.22 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | -0.46 | 1.39 | -1.85 |
Martin ratioReturn relative to average drawdown | -1.41 | 4.82 | -6.24 |
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
| EUGDX | DFCSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.44 | 1.13 | -1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.34 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.49 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.55 | -0.33 |
Correlation
The correlation between EUGDX and DFCSX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EUGDX vs. DFCSX - Dividend Comparison
EUGDX's dividend yield for the trailing twelve months is around 0.74%, less than DFCSX's 3.17% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EUGDX Morgan Stanley Europe Opportunity Fund Inc. | 0.74% | 0.62% | 0.00% | 0.00% | 0.00% | 5.45% | 7.53% | 3.27% | 1.02% | 0.90% | 2.75% | 2.30% |
DFCSX DFA Continental Small Company Portfolio | 3.17% | 3.02% | 4.94% | 2.84% | 2.45% | 1.19% | 1.55% | 2.24% | 6.28% | 1.98% | 1.97% | 1.97% |
Drawdowns
EUGDX vs. DFCSX - Drawdown Comparison
The maximum EUGDX drawdown since its inception was -59.74%, smaller than the maximum DFCSX drawdown of -65.47%. Use the drawdown chart below to compare losses from any high point for EUGDX and DFCSX.
Loading graphics...
Drawdown Indicators
| EUGDX | DFCSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.74% | -65.47% | +5.73% |
Max Drawdown (1Y)Largest decline over 1 year | -20.36% | -11.82% | -8.54% |
Max Drawdown (5Y)Largest decline over 5 years | -56.02% | -39.25% | -16.77% |
Max Drawdown (10Y)Largest decline over 10 years | -56.02% | -43.16% | -12.86% |
Current DrawdownCurrent decline from peak | -31.06% | -11.39% | -19.67% |
Average DrawdownAverage peak-to-trough decline | -18.06% | -13.68% | -4.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.62% | 3.42% | +3.20% |
Volatility
EUGDX vs. DFCSX - Volatility Comparison
Morgan Stanley Europe Opportunity Fund Inc. (EUGDX) and DFA Continental Small Company Portfolio (DFCSX) have volatilities of 6.45% and 6.19%, 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
| EUGDX | DFCSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.45% | 6.19% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 12.48% | 9.78% | +2.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.36% | 15.62% | +3.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.11% | 17.80% | +6.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.27% | 17.80% | +3.47% |