MGEMX vs. EMPTX
Compare and contrast key facts about Morgan Stanley Institutional Fund, Inc. Emerging Markets Portfolio (MGEMX) and UBS Emerging Markets Equity Opportunity Fund (EMPTX).
MGEMX is managed by T. Rowe Price. It was launched on Sep 24, 1992. EMPTX is managed by UBS. It was launched on May 30, 2018.
Performance
MGEMX vs. EMPTX - Performance Comparison
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MGEMX vs. EMPTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MGEMX Morgan Stanley Institutional Fund, Inc. Emerging Markets Portfolio | 3.63% | -34.08% | 8.07% | 12.16% | -25.07% | 3.53% | 14.59% | 37.21% | -14.43% |
EMPTX UBS Emerging Markets Equity Opportunity Fund | 2.95% | 43.82% | 2.51% | 8.92% | -25.38% | -9.36% | 24.79% | 14.98% | 0.55% |
Returns By Period
In the year-to-date period, MGEMX achieves a 3.63% return, which is significantly higher than EMPTX's 2.95% return.
MGEMX
- 1D
- 3.34%
- 1M
- -10.52%
- YTD
- 3.63%
- 6M
- -45.69%
- 1Y
- -33.16%
- 3Y*
- -6.94%
- 5Y*
- -9.33%
- 10Y*
- 1.46%
EMPTX
- 1D
- 3.14%
- 1M
- -9.75%
- YTD
- 2.95%
- 6M
- 8.93%
- 1Y
- 38.76%
- 3Y*
- 17.16%
- 5Y*
- 1.70%
- 10Y*
- —
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MGEMX vs. EMPTX - Expense Ratio Comparison
MGEMX has a 1.05% expense ratio, which is higher than EMPTX's 0.19% expense ratio.
Return for Risk
MGEMX vs. EMPTX — Risk / Return Rank
MGEMX
EMPTX
MGEMX vs. EMPTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund, Inc. Emerging Markets Portfolio (MGEMX) and UBS Emerging Markets Equity Opportunity Fund (EMPTX). 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.
| MGEMX | EMPTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.61 | 2.26 | -2.86 |
Sortino ratioReturn per unit of downside risk | -0.34 | 2.84 | -3.18 |
Omega ratioGain probability vs. loss probability | 0.87 | 1.43 | -0.56 |
Calmar ratioReturn relative to maximum drawdown | -0.66 | 2.42 | -3.07 |
Martin ratioReturn relative to average drawdown | -1.39 | 9.35 | -10.74 |
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
| MGEMX | EMPTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.61 | 2.26 | -2.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.33 | 0.09 | -0.42 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.06 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.33 | -0.05 |
Correlation
The correlation between MGEMX and EMPTX is 0.79, 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
MGEMX vs. EMPTX - Dividend Comparison
MGEMX has not paid dividends to shareholders, while EMPTX's dividend yield for the trailing twelve months is around 1.86%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGEMX Morgan Stanley Institutional Fund, Inc. Emerging Markets Portfolio | 0.00% | 0.00% | 1.27% | 2.48% | 4.48% | 9.05% | 1.07% | 26.00% | 2.46% | 0.60% | 0.82% | 0.87% |
EMPTX UBS Emerging Markets Equity Opportunity Fund | 1.86% | 1.91% | 3.40% | 3.20% | 3.84% | 11.93% | 1.50% | 2.75% | 0.54% | 0.00% | 0.00% | 0.00% |
Drawdowns
MGEMX vs. EMPTX - Drawdown Comparison
The maximum MGEMX drawdown since its inception was -64.93%, which is greater than EMPTX's maximum drawdown of -46.03%. Use the drawdown chart below to compare losses from any high point for MGEMX and EMPTX.
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Drawdown Indicators
| MGEMX | EMPTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.93% | -46.03% | -18.90% |
Max Drawdown (1Y)Largest decline over 1 year | -52.50% | -14.50% | -38.00% |
Max Drawdown (5Y)Largest decline over 5 years | -52.50% | -41.73% | -10.77% |
Max Drawdown (10Y)Largest decline over 10 years | -52.50% | — | — |
Current DrawdownCurrent decline from peak | -48.42% | -11.81% | -36.61% |
Average DrawdownAverage peak-to-trough decline | -19.72% | -18.72% | -1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.89% | 3.94% | +20.95% |
Volatility
MGEMX vs. EMPTX - Volatility Comparison
Morgan Stanley Institutional Fund, Inc. Emerging Markets Portfolio (MGEMX) has a higher volatility of 10.41% compared to UBS Emerging Markets Equity Opportunity Fund (EMPTX) at 9.66%. This indicates that MGEMX's price experiences larger fluctuations and is considered to be riskier than EMPTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MGEMX | EMPTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.41% | 9.66% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 72.88% | 13.96% | +58.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 54.60% | 18.98% | +35.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.67% | 18.90% | +9.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.48% | 19.24% | +5.24% |