MPEGX vs. EUGDX
Compare and contrast key facts about Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) and Morgan Stanley Europe Opportunity Fund Inc. (EUGDX).
MPEGX is managed by Morgan Stanley. It was launched on Mar 30, 1990. EUGDX is managed by Morgan Stanley. It was launched on Jul 27, 1997.
Performance
MPEGX vs. EUGDX - Performance Comparison
Loading graphics...
MPEGX vs. EUGDX - 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% |
EUGDX Morgan Stanley Europe Opportunity Fund Inc. | -15.38% | 11.93% | 12.41% | 25.16% | -44.49% | 15.80% | 55.57% | 27.34% | -13.02% | 23.11% |
Returns By Period
The year-to-date returns for both stocks are quite close, with MPEGX having a -15.37% return and EUGDX slightly lower at -15.38%. Over the past 10 years, MPEGX has outperformed EUGDX with an annualized return of 12.57%, while EUGDX has yielded a comparatively lower 6.22% 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%
EUGDX
- 1D
- 0.17%
- 1M
- -14.60%
- YTD
- -15.38%
- 6M
- -14.94%
- 1Y
- -7.55%
- 3Y*
- 2.90%
- 5Y*
- -3.14%
- 10Y*
- 6.22%
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. EUGDX - Expense Ratio Comparison
MPEGX has a 0.72% expense ratio, which is lower than EUGDX's 1.05% expense ratio.
Return for Risk
MPEGX vs. EUGDX — Risk / Return Rank
MPEGX
EUGDX
MPEGX vs. EUGDX - 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 Europe Opportunity Fund Inc. (EUGDX). 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 | EUGDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.10 | -0.44 | +0.54 |
Sortino ratioReturn per unit of downside risk | 0.38 | -0.50 | +0.88 |
Omega ratioGain probability vs. loss probability | 1.05 | 0.94 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | -0.02 | -0.46 | +0.44 |
Martin ratioReturn relative to average drawdown | -0.04 | -1.41 | +1.37 |
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 | EUGDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | -0.44 | +0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | -0.13 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.29 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.21 | +0.25 |
Correlation
The correlation between MPEGX and EUGDX is 0.57, 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
MPEGX vs. EUGDX - Dividend Comparison
MPEGX has not paid dividends to shareholders, while EUGDX's dividend yield for the trailing twelve months is around 0.74%.
| 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% |
EUGDX Morgan Stanley Europe Opportunity Fund Inc. | 0.74% | 0.62% | 0.00% | 0.00% | 0.00% | 5.45% | 7.53% | 3.27% | 1.02% | 0.90% | 2.75% | 2.30% |
Drawdowns
MPEGX vs. EUGDX - Drawdown Comparison
The maximum MPEGX drawdown since its inception was -75.29%, which is greater than EUGDX's maximum drawdown of -59.74%. Use the drawdown chart below to compare losses from any high point for MPEGX and EUGDX.
Loading graphics...
Drawdown Indicators
| MPEGX | EUGDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.29% | -59.74% | -15.55% |
Max Drawdown (1Y)Largest decline over 1 year | -27.46% | -20.36% | -7.10% |
Max Drawdown (5Y)Largest decline over 5 years | -72.99% | -56.02% | -16.97% |
Max Drawdown (10Y)Largest decline over 10 years | -75.29% | -56.02% | -19.27% |
Current DrawdownCurrent decline from peak | -47.67% | -31.06% | -16.61% |
Average DrawdownAverage peak-to-trough decline | -21.13% | -18.06% | -3.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.76% | 6.62% | +4.14% |
Volatility
MPEGX vs. EUGDX - Volatility Comparison
Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) has a higher volatility of 8.03% compared to Morgan Stanley Europe Opportunity Fund Inc. (EUGDX) at 6.45%. This indicates that MPEGX's price experiences larger fluctuations and is considered to be riskier than EUGDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MPEGX | EUGDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.03% | 6.45% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 21.80% | 12.48% | +9.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.93% | 19.36% | +12.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.32% | 24.11% | +16.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.32% | 21.27% | +13.05% |