GENIX vs. MSJIX
Compare and contrast key facts about Gotham Enhanced Return Fund (GENIX) and Morgan Stanley Global Endurance Portfolio (MSJIX).
GENIX is managed by Gotham. It was launched on May 31, 2013. MSJIX is managed by Morgan Stanley. It was launched on Dec 30, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GENIX or MSJIX.
Key characteristics
| GENIX | MSJIX | |
|---|---|---|
| YTD Return | 34.37% | 10.96% |
| 1Y Return | 33.33% | 31.33% |
| 3Y Return (Ann) | 3.37% | -19.01% |
| 5Y Return (Ann) | 0.28% | 10.49% |
| Sharpe Ratio | 2.09 | 1.33 |
| Sortino Ratio | 2.41 | 2.00 |
| Omega Ratio | 1.46 | 1.24 |
| Calmar Ratio | 1.03 | 0.47 |
| Martin Ratio | 11.60 | 5.09 |
| Ulcer Index | 2.81% | 5.82% |
| Daily Std Dev | 15.55% | 22.28% |
| Max Drawdown | -55.97% | -75.26% |
| Current Drawdown | -4.13% | -51.17% |
Correlation
The correlation between GENIX and MSJIX is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
GENIX vs. MSJIX - Performance Comparison
In the year-to-date period, GENIX achieves a 34.37% return, which is significantly higher than MSJIX's 10.96% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
GENIX vs. MSJIX - Expense Ratio Comparison
GENIX has a 1.50% expense ratio, which is higher than MSJIX's 1.00% expense ratio.
Risk-Adjusted Performance
GENIX vs. MSJIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Gotham Enhanced Return Fund (GENIX) and Morgan Stanley Global Endurance Portfolio (MSJIX). 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.
Dividends
GENIX vs. MSJIX - Dividend Comparison
GENIX has not paid dividends to shareholders, while MSJIX's dividend yield for the trailing twelve months is around 1.65%.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
GENIX Gotham Enhanced Return Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.14% |
MSJIX Morgan Stanley Global Endurance Portfolio | 1.65% | 1.83% | 0.00% | 0.07% | 0.10% |
Drawdowns
GENIX vs. MSJIX - Drawdown Comparison
The maximum GENIX drawdown since its inception was -55.97%, smaller than the maximum MSJIX drawdown of -75.26%. Use the drawdown chart below to compare losses from any high point for GENIX and MSJIX. For additional features, visit the drawdowns tool.
Volatility
GENIX vs. MSJIX - Volatility Comparison
The current volatility for Gotham Enhanced Return Fund (GENIX) is 3.39%, while Morgan Stanley Global Endurance Portfolio (MSJIX) has a volatility of 4.80%. This indicates that GENIX experiences smaller price fluctuations and is considered to be less risky than MSJIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.