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EUGDX vs. DFCSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EUGDX vs. DFCSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Europe Opportunity Fund Inc. (EUGDX) and DFA Continental Small Company Portfolio (DFCSX). The values are adjusted to include any dividend payments, if applicable.

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EUGDX vs. DFCSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

EUGDX
EUGDX Risk / Return Rank: 22
Overall Rank
EUGDX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
EUGDX Sortino Ratio Rank: 22
Sortino Ratio Rank
EUGDX Omega Ratio Rank: 22
Omega Ratio Rank
EUGDX Calmar Ratio Rank: 22
Calmar Ratio Rank
EUGDX Martin Ratio Rank: 11
Martin Ratio Rank

DFCSX
DFCSX Risk / Return Rank: 5757
Overall Rank
DFCSX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
DFCSX Sortino Ratio Rank: 5858
Sortino Ratio Rank
DFCSX Omega Ratio Rank: 5656
Omega Ratio Rank
DFCSX Calmar Ratio Rank: 5959
Calmar Ratio Rank
DFCSX Martin Ratio Rank: 4848
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.

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.


EUGDXDFCSXDifference

Sharpe ratio

Return per unit of total volatility

-0.44

1.13

-1.57

Sortino ratio

Return per unit of downside risk

-0.50

1.53

-2.03

Omega ratio

Gain probability vs. loss probability

0.94

1.22

-0.28

Calmar ratio

Return relative to maximum drawdown

-0.46

1.39

-1.85

Martin ratio

Return relative to average drawdown

-1.41

4.82

-6.24

EUGDX vs. DFCSX - Sharpe Ratio Comparison

The current EUGDX Sharpe Ratio is -0.44, which is lower than the DFCSX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of EUGDX and DFCSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EUGDXDFCSXDifference

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.


TTM20252024202320222021202020192018201720162015
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.


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Drawdown Indicators


EUGDXDFCSXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-31.06%

-11.39%

-19.67%

Average Drawdown

Average peak-to-trough decline

-18.06%

-13.68%

-4.38%

Ulcer Index

Depth 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.


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Volatility by Period


EUGDXDFCSXDifference

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%