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MGGPX vs. EDD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MGGPX vs. EDD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Global Opportunity Portfolio Class A (MGGPX) and Morgan Stanley Emerging Markets Domestic Fund (EDD). The values are adjusted to include any dividend payments, if applicable.

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MGGPX vs. EDD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGGPX
Morgan Stanley Global Opportunity Portfolio Class A
-14.99%0.77%27.16%49.29%-41.77%-0.05%55.05%35.03%-5.96%49.03%
EDD
Morgan Stanley Emerging Markets Domestic Fund
-3.98%32.46%8.64%14.09%-14.15%-7.03%-2.84%25.45%-14.09%16.34%

Returns By Period

In the year-to-date period, MGGPX achieves a -14.99% return, which is significantly lower than EDD's -3.98% return. Over the past 10 years, MGGPX has outperformed EDD with an annualized return of 11.19%, while EDD has yielded a comparatively lower 4.43% annualized return.


MGGPX

1D
0.14%
1M
-12.56%
YTD
-14.99%
6M
-26.48%
1Y
-13.08%
3Y*
10.50%
5Y*
-0.84%
10Y*
11.19%

EDD

1D
2.63%
1M
-14.39%
YTD
-3.98%
6M
-0.81%
1Y
18.79%
3Y*
14.67%
5Y*
5.29%
10Y*
4.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MGGPX vs. EDD - Expense Ratio Comparison

MGGPX has a 1.25% expense ratio, which is lower than EDD's 2.20% expense ratio.


Return for Risk

MGGPX vs. EDD — Risk / Return Rank

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

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

EDD
EDD Risk / Return Rank: 5454
Overall Rank
EDD Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
EDD Sortino Ratio Rank: 6262
Sortino Ratio Rank
EDD Omega Ratio Rank: 5353
Omega Ratio Rank
EDD Calmar Ratio Rank: 4444
Calmar Ratio Rank
EDD Martin Ratio Rank: 4848
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.

MGGPX vs. EDD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Global Opportunity Portfolio Class A (MGGPX) and Morgan Stanley Emerging Markets Domestic Fund (EDD). 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.


MGGPXEDDDifference

Sharpe ratio

Return per unit of total volatility

-0.55

1.12

-1.67

Sortino ratio

Return per unit of downside risk

-0.60

1.56

-2.17

Omega ratio

Gain probability vs. loss probability

0.91

1.21

-0.30

Calmar ratio

Return relative to maximum drawdown

-0.57

1.10

-1.67

Martin ratio

Return relative to average drawdown

-1.53

4.79

-6.32

MGGPX vs. EDD - Sharpe Ratio Comparison

The current MGGPX Sharpe Ratio is -0.55, which is lower than the EDD Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of MGGPX and EDD, 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


MGGPXEDDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

1.12

-1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.35

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.25

+0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.09

+0.53

Correlation

The correlation between MGGPX and EDD is 0.41, 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

MGGPX vs. EDD - Dividend Comparison

MGGPX has not paid dividends to shareholders, while EDD's dividend yield for the trailing twelve months is around 10.06%.


TTM20252024202320222021202020192018201720162015
MGGPX
Morgan Stanley Global Opportunity Portfolio Class A
0.00%0.00%9.95%2.27%24.31%5.14%1.20%0.00%0.82%0.40%7.23%1.29%
EDD
Morgan Stanley Emerging Markets Domestic Fund
10.06%9.76%11.45%7.30%6.82%6.93%6.92%8.15%9.90%8.18%10.32%12.65%

Drawdowns

MGGPX vs. EDD - Drawdown Comparison

The maximum MGGPX drawdown since its inception was -51.83%, smaller than the maximum EDD drawdown of -59.38%. Use the drawdown chart below to compare losses from any high point for MGGPX and EDD.


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Drawdown Indicators


MGGPXEDDDifference

Max Drawdown

Largest peak-to-trough decline

-51.83%

-59.38%

+7.55%

Max Drawdown (1Y)

Largest decline over 1 year

-28.32%

-17.67%

-10.65%

Max Drawdown (5Y)

Largest decline over 5 years

-51.14%

-32.04%

-19.10%

Max Drawdown (10Y)

Largest decline over 10 years

-51.83%

-42.70%

-9.13%

Current Drawdown

Current decline from peak

-28.22%

-15.50%

-12.72%

Average Drawdown

Average peak-to-trough decline

-9.36%

-24.38%

+15.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.55%

4.05%

+6.50%

Volatility

MGGPX vs. EDD - Volatility Comparison

Morgan Stanley Global Opportunity Portfolio Class A (MGGPX) and Morgan Stanley Emerging Markets Domestic Fund (EDD) have volatilities of 7.77% and 8.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGGPXEDDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.77%

8.07%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

18.41%

11.58%

+6.83%

Volatility (1Y)

Calculated over the trailing 1-year period

24.89%

16.87%

+8.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.92%

15.07%

+10.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.92%

17.65%

+5.27%