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IIF vs. FEDDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IIF vs. FEDDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley India Investment Fund (IIF) and Fidelity Emerging Markets Discovery Fund (FEDDX). The values are adjusted to include any dividend payments, if applicable.

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IIF vs. FEDDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IIF
Morgan Stanley India Investment Fund
-17.61%6.71%29.65%21.43%-9.55%30.87%6.66%-0.66%-21.25%49.89%
FEDDX
Fidelity Emerging Markets Discovery Fund
4.17%31.90%-3.68%20.76%-11.83%6.65%16.96%19.60%-18.90%36.59%

Returns By Period

In the year-to-date period, IIF achieves a -17.61% return, which is significantly lower than FEDDX's 4.17% return. Over the past 10 years, IIF has underperformed FEDDX with an annualized return of 8.11%, while FEDDX has yielded a comparatively higher 9.53% annualized return.


IIF

1D
3.11%
1M
-13.71%
YTD
-17.61%
6M
-15.69%
1Y
-8.91%
3Y*
13.02%
5Y*
8.09%
10Y*
8.11%

FEDDX

1D
-0.74%
1M
-9.17%
YTD
4.17%
6M
10.32%
1Y
35.27%
3Y*
14.96%
5Y*
7.72%
10Y*
9.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IIF vs. FEDDX - Expense Ratio Comparison

IIF has a 0.01% expense ratio, which is lower than FEDDX's 1.19% expense ratio.


Return for Risk

IIF vs. FEDDX — Risk / Return Rank

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

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

FEDDX
FEDDX Risk / Return Rank: 9494
Overall Rank
FEDDX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
FEDDX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FEDDX Omega Ratio Rank: 9393
Omega Ratio Rank
FEDDX Calmar Ratio Rank: 9595
Calmar Ratio Rank
FEDDX Martin Ratio Rank: 9494
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.

IIF vs. FEDDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley India Investment Fund (IIF) and Fidelity Emerging Markets Discovery Fund (FEDDX). 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.


IIFFEDDXDifference

Sharpe ratio

Return per unit of total volatility

-0.54

2.39

-2.93

Sortino ratio

Return per unit of downside risk

-0.68

2.99

-3.67

Omega ratio

Gain probability vs. loss probability

0.92

1.45

-0.53

Calmar ratio

Return relative to maximum drawdown

-0.38

3.20

-3.57

Martin ratio

Return relative to average drawdown

-1.27

12.68

-13.95

IIF vs. FEDDX - Sharpe Ratio Comparison

The current IIF Sharpe Ratio is -0.54, which is lower than the FEDDX Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of IIF and FEDDX, 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


IIFFEDDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.54

2.39

-2.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.55

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.61

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.51

-0.13

Correlation

The correlation between IIF and FEDDX is 0.60, 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.


Dividends

IIF vs. FEDDX - Dividend Comparison

IIF's dividend yield for the trailing twelve months is around 9.65%, more than FEDDX's 4.47% yield.


TTM20252024202320222021202020192018201720162015
IIF
Morgan Stanley India Investment Fund
9.65%7.95%10.67%14.61%19.62%3.75%0.02%0.14%30.40%15.23%4.46%0.16%
FEDDX
Fidelity Emerging Markets Discovery Fund
4.46%4.65%3.99%2.05%1.69%11.90%0.59%1.05%1.88%1.50%1.36%0.81%

Drawdowns

IIF vs. FEDDX - Drawdown Comparison

The maximum IIF drawdown since its inception was -62.11%, which is greater than FEDDX's maximum drawdown of -42.95%. Use the drawdown chart below to compare losses from any high point for IIF and FEDDX.


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Drawdown Indicators


IIFFEDDXDifference

Max Drawdown

Largest peak-to-trough decline

-62.11%

-42.95%

-19.16%

Max Drawdown (1Y)

Largest decline over 1 year

-24.05%

-9.94%

-14.11%

Max Drawdown (5Y)

Largest decline over 5 years

-24.05%

-27.45%

+3.40%

Max Drawdown (10Y)

Largest decline over 10 years

-59.05%

-42.95%

-16.10%

Current Drawdown

Current decline from peak

-21.69%

-9.54%

-12.15%

Average Drawdown

Average peak-to-trough decline

-19.79%

-8.86%

-10.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.12%

2.51%

+4.61%

Volatility

IIF vs. FEDDX - Volatility Comparison

Morgan Stanley India Investment Fund (IIF) has a higher volatility of 7.10% compared to Fidelity Emerging Markets Discovery Fund (FEDDX) at 6.44%. This indicates that IIF's price experiences larger fluctuations and is considered to be riskier than FEDDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IIFFEDDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.10%

6.44%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

11.23%

9.73%

+1.50%

Volatility (1Y)

Calculated over the trailing 1-year period

16.69%

14.37%

+2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.67%

13.98%

+1.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.74%

15.65%

+4.09%