EUGDX vs. VOO
Compare and contrast key facts about Morgan Stanley Europe Opportunity Fund Inc. (EUGDX) and Vanguard S&P 500 ETF (VOO).
EUGDX is managed by Morgan Stanley. It was launched on Jul 27, 1997. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
EUGDX vs. VOO - Performance Comparison
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EUGDX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, EUGDX achieves a -15.38% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, EUGDX has underperformed VOO with an annualized return of 6.22%, while VOO has yielded a comparatively higher 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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EUGDX vs. VOO - Expense Ratio Comparison
EUGDX has a 1.05% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
EUGDX vs. VOO — Risk / Return Rank
EUGDX
VOO
EUGDX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Europe Opportunity Fund Inc. (EUGDX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.44 | 0.98 | -1.42 |
Sortino ratioReturn per unit of downside risk | -0.50 | 1.50 | -2.00 |
Omega ratioGain probability vs. loss probability | 0.94 | 1.23 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | -0.46 | 1.53 | -1.99 |
Martin ratioReturn relative to average drawdown | -1.41 | 7.29 | -8.71 |
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
| EUGDX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.44 | 0.98 | -1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.70 | -0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.78 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.21 | 0.83 | -0.62 |
Correlation
The correlation between EUGDX and VOO is 0.70, 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. VOO - Dividend Comparison
EUGDX's dividend yield for the trailing twelve months is around 0.74%, less than VOO's 1.19% 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
EUGDX vs. VOO - Drawdown Comparison
The maximum EUGDX drawdown since its inception was -59.74%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EUGDX and VOO.
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Drawdown Indicators
| EUGDX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.74% | -33.99% | -25.75% |
Max Drawdown (1Y)Largest decline over 1 year | -20.36% | -11.98% | -8.38% |
Max Drawdown (5Y)Largest decline over 5 years | -56.02% | -24.52% | -31.50% |
Max Drawdown (10Y)Largest decline over 10 years | -56.02% | -33.99% | -22.03% |
Current DrawdownCurrent decline from peak | -31.06% | -6.29% | -24.77% |
Average DrawdownAverage peak-to-trough decline | -18.06% | -3.72% | -14.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.62% | 2.52% | +4.10% |
Volatility
EUGDX vs. VOO - Volatility Comparison
Morgan Stanley Europe Opportunity Fund Inc. (EUGDX) has a higher volatility of 6.45% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that EUGDX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EUGDX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.45% | 5.29% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 12.48% | 9.44% | +3.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.36% | 18.10% | +1.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.11% | 16.82% | +7.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.27% | 17.99% | +3.28% |