MDOEX vs. ESCIX
Compare and contrast key facts about Morgan Stanley Developing Opportunity Portfolio (MDOEX) and Ashmore Emerging Markets Small Cap Equity Fund (ESCIX).
MDOEX is managed by Morgan Stanley. It was launched on Feb 13, 2020. ESCIX is managed by Ashmore. It was launched on Oct 3, 2011.
Performance
MDOEX vs. ESCIX - Performance Comparison
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MDOEX vs. ESCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MDOEX Morgan Stanley Developing Opportunity Portfolio | -12.89% | 8.28% | 16.79% | 5.36% | -30.36% | -18.69% | 45.00% |
ESCIX Ashmore Emerging Markets Small Cap Equity Fund | 8.91% | 26.07% | 3.55% | 19.64% | -24.45% | 11.93% | 39.22% |
Returns By Period
In the year-to-date period, MDOEX achieves a -12.89% return, which is significantly lower than ESCIX's 8.91% return.
MDOEX
- 1D
- -0.95%
- 1M
- -15.18%
- YTD
- -12.89%
- 6M
- -20.44%
- 1Y
- -8.07%
- 3Y*
- 3.12%
- 5Y*
- -7.71%
- 10Y*
- —
ESCIX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 8.91%
- 6M
- 13.79%
- 1Y
- 41.15%
- 3Y*
- 16.77%
- 5Y*
- 5.75%
- 10Y*
- 9.84%
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MDOEX vs. ESCIX - Expense Ratio Comparison
MDOEX has a 1.15% expense ratio, which is lower than ESCIX's 1.52% expense ratio.
Return for Risk
MDOEX vs. ESCIX — Risk / Return Rank
MDOEX
ESCIX
MDOEX vs. ESCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Developing Opportunity Portfolio (MDOEX) and Ashmore Emerging Markets Small Cap Equity Fund (ESCIX). 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.
| MDOEX | ESCIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.46 | 2.59 | -3.05 |
Sortino ratioReturn per unit of downside risk | -0.51 | 3.42 | -3.93 |
Omega ratioGain probability vs. loss probability | 0.93 | 1.53 | -0.59 |
Calmar ratioReturn relative to maximum drawdown | -0.52 | 2.47 | -2.99 |
Martin ratioReturn relative to average drawdown | -1.58 | 14.33 | -15.91 |
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
| MDOEX | ESCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.46 | 2.59 | -3.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.34 | 0.37 | -0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.56 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.03 | 0.39 | -0.42 |
Correlation
The correlation between MDOEX and ESCIX is 0.68, 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
MDOEX vs. ESCIX - Dividend Comparison
MDOEX's dividend yield for the trailing twelve months is around 0.85%, more than ESCIX's 0.42% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ESCIX Ashmore Emerging Markets Small Cap Equity Fund | 0.42% | 0.91% | 0.00% | 0.56% | 0.60% | 0.00% | 0.00% | 0.13% | 0.11% | 1.66% | 1.16% |
Drawdowns
MDOEX vs. ESCIX - Drawdown Comparison
The maximum MDOEX drawdown since its inception was -59.92%, which is greater than ESCIX's maximum drawdown of -48.76%. Use the drawdown chart below to compare losses from any high point for MDOEX and ESCIX.
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Drawdown Indicators
| MDOEX | ESCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.92% | -48.76% | -11.16% |
Max Drawdown (1Y)Largest decline over 1 year | -21.82% | -12.84% | -8.98% |
Max Drawdown (5Y)Largest decline over 5 years | -53.14% | -36.59% | -16.55% |
Max Drawdown (10Y)Largest decline over 10 years | — | -48.76% | — |
Current DrawdownCurrent decline from peak | -44.89% | -0.74% | -44.15% |
Average DrawdownAverage peak-to-trough decline | -35.07% | -13.45% | -21.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.12% | 2.49% | +4.63% |
Volatility
MDOEX vs. ESCIX - Volatility Comparison
Morgan Stanley Developing Opportunity Portfolio (MDOEX) has a higher volatility of 10.20% compared to Ashmore Emerging Markets Small Cap Equity Fund (ESCIX) at 0.00%. This indicates that MDOEX's price experiences larger fluctuations and is considered to be riskier than ESCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MDOEX | ESCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.20% | 0.00% | +10.20% |
Volatility (6M)Calculated over the trailing 6-month period | 15.15% | 8.91% | +6.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.73% | 15.75% | +3.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.99% | 15.86% | +7.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.52% | 17.64% | +6.88% |