MPEGX vs. EDD
Compare and contrast key facts about Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) and Morgan Stanley Emerging Markets Domestic Fund (EDD).
MPEGX is managed by Morgan Stanley. It was launched on Mar 30, 1990. EDD is managed by Morgan Stanley. It was launched on Apr 24, 2007.
Performance
MPEGX vs. EDD - Performance Comparison
Loading graphics...
MPEGX vs. EDD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MPEGX Morgan Stanley Institutional Fund Trust Discovery Portfolio | -15.37% | 14.05% | 42.38% | 46.66% | -63.39% | -12.37% | 142.68% | 39.73% | 12.19% | 39.39% |
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, MPEGX achieves a -15.37% return, which is significantly lower than EDD's -3.98% return. Over the past 10 years, MPEGX has outperformed EDD with an annualized return of 12.57%, while EDD has yielded a comparatively lower 4.43% annualized return.
MPEGX
- 1D
- -1.33%
- 1M
- -9.56%
- YTD
- -15.37%
- 6M
- -23.20%
- 1Y
- 4.05%
- 3Y*
- 19.96%
- 5Y*
- -7.95%
- 10Y*
- 12.57%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MPEGX vs. EDD - Expense Ratio Comparison
MPEGX has a 0.72% expense ratio, which is lower than EDD's 2.20% expense ratio.
Return for Risk
MPEGX vs. EDD — Risk / Return Rank
MPEGX
EDD
MPEGX vs. EDD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) 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.
| MPEGX | EDD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.10 | 1.12 | -1.01 |
Sortino ratioReturn per unit of downside risk | 0.38 | 1.56 | -1.18 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.21 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | -0.02 | 1.10 | -1.12 |
Martin ratioReturn relative to average drawdown | -0.04 | 4.79 | -4.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MPEGX | EDD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | 1.12 | -1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | 0.35 | -0.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.25 | +0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.09 | +0.37 |
Correlation
The correlation between MPEGX and EDD is 0.36, 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
MPEGX vs. EDD - Dividend Comparison
MPEGX has not paid dividends to shareholders, while EDD's dividend yield for the trailing twelve months is around 10.06%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MPEGX Morgan Stanley Institutional Fund Trust Discovery Portfolio | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 35.82% | 7.63% | 12.05% | 23.88% | 41.11% | 67.79% | 13.20% |
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
MPEGX vs. EDD - Drawdown Comparison
The maximum MPEGX drawdown since its inception was -75.29%, which is greater than EDD's maximum drawdown of -59.38%. Use the drawdown chart below to compare losses from any high point for MPEGX and EDD.
Loading graphics...
Drawdown Indicators
| MPEGX | EDD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.29% | -59.38% | -15.91% |
Max Drawdown (1Y)Largest decline over 1 year | -27.46% | -17.67% | -9.79% |
Max Drawdown (5Y)Largest decline over 5 years | -72.99% | -32.04% | -40.95% |
Max Drawdown (10Y)Largest decline over 10 years | -75.29% | -42.70% | -32.59% |
Current DrawdownCurrent decline from peak | -47.67% | -15.50% | -32.17% |
Average DrawdownAverage peak-to-trough decline | -21.13% | -24.38% | +3.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.76% | 4.05% | +6.71% |
Volatility
MPEGX vs. EDD - Volatility Comparison
Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) and Morgan Stanley Emerging Markets Domestic Fund (EDD) have volatilities of 8.03% 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.
Loading graphics...
Volatility by Period
| MPEGX | EDD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.03% | 8.07% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 21.80% | 11.58% | +10.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.93% | 16.87% | +15.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.32% | 15.07% | +25.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.32% | 17.65% | +16.67% |