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MDOEX vs. DINDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MDOEX vs. DINDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Developing Opportunity Portfolio (MDOEX) and Morgan Stanley Global Fixed Income Opportunities Fund (DINDX). The values are adjusted to include any dividend payments, if applicable.

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MDOEX vs. DINDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
MDOEX
Morgan Stanley Developing Opportunity Portfolio
-12.89%8.28%16.79%5.36%-30.36%-18.69%45.00%
DINDX
Morgan Stanley Global Fixed Income Opportunities Fund
0.00%8.28%6.76%8.49%-7.06%0.01%3.56%

Returns By Period


MDOEX

1D
-0.95%
1M
-15.18%
YTD
-12.89%
6M
-20.44%
1Y
-8.07%
3Y*
3.12%
5Y*
-7.71%
10Y*

DINDX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MDOEX vs. DINDX - Expense Ratio Comparison

MDOEX has a 1.15% expense ratio, which is higher than DINDX's 0.56% expense ratio.


Return for Risk

MDOEX vs. DINDX — Risk / Return Rank

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

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

DINDX
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.

MDOEX vs. DINDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Developing Opportunity Portfolio (MDOEX) and Morgan Stanley Global Fixed Income Opportunities Fund (DINDX). 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.


MDOEXDINDXDifference

Sharpe ratio

Return per unit of total volatility

-0.46

Sortino ratio

Return per unit of downside risk

-0.51

Omega ratio

Gain probability vs. loss probability

0.93

Calmar ratio

Return relative to maximum drawdown

-0.52

Martin ratio

Return relative to average drawdown

-1.58

MDOEX vs. DINDX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MDOEXDINDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.03

Correlation

The correlation between MDOEX and DINDX is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MDOEX vs. DINDX - Dividend Comparison

MDOEX's dividend yield for the trailing twelve months is around 0.85%, while DINDX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
MDOEX
Morgan Stanley Developing Opportunity Portfolio
0.85%0.74%0.76%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DINDX
Morgan Stanley Global Fixed Income Opportunities Fund
3.44%4.69%5.36%4.69%5.82%3.52%2.98%3.43%3.68%3.13%6.24%4.80%

Drawdowns

MDOEX vs. DINDX - Drawdown Comparison


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Volatility

MDOEX vs. DINDX - Volatility Comparison


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Volatility by Period


MDOEXDINDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.20%

Volatility (6M)

Calculated over the trailing 6-month period

15.15%

Volatility (1Y)

Calculated over the trailing 1-year period

19.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.52%