MSEGX vs. EDD
MSEGX (Morgan Stanley Institutional Growth Portfolio) and EDD (Morgan Stanley Emerging Markets Domestic Fund) are both mutual funds - MSEGX is a Large Cap Growth Equities fund actively managed by Morgan Stanley, while EDD is a Emerging Markets Bonds fund managed by Morgan Stanley. Over the past 10 years, MSEGX returned 15.45%/yr vs 5.53%/yr for EDD. Their 0.36 correlation means their historical movements had little consistent relationship. MSEGX charges 0.87%/yr vs 2.20%/yr for EDD.
Performance
MSEGX vs. EDD - Performance Comparison
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Returns By Period
In the year-to-date period, MSEGX achieves a -8.56% return, which is significantly lower than EDD's 16.37% return. Over the past 10 years, MSEGX has outperformed EDD with an annualized return of 15.45%, while EDD has yielded a comparatively lower 5.53% annualized return.
MSEGX
- 1D
- 2.02%
- 1M
- -6.14%
- 6M
- 2.08%
- YTD
- -8.56%
- 1Y
- -6.44%
- 3Y*
- 22.63%
- 5Y*
- -3.06%
- 10Y*
- 15.45%
- ALL TIME*
- 10.89%
EDD
- 1D
- 0.85%
- 1M
- 1.37%
- 6M
- 6.92%
- YTD
- 16.37%
- 1Y
- 28.62%
- 3Y*
- 19.67%
- 5Y*
- 8.51%
- 10Y*
- 5.53%
- ALL TIME*
- 3.03%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.80M | $2.90M | $2.41M | |
| $0.00 | $0.00 | $0.00 |
MSEGX vs. EDD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSEGX Morgan Stanley Institutional Growth Portfolio | -8.56% | 24.43% | 46.29% | 49.87% | -60.27% | -0.31% | 115.11% | 38.93% | 5.01% | 43.53% |
EDD Morgan Stanley Emerging Markets Domestic Fund | 16.37% | 32.46% | 8.64% | 14.09% | -14.15% | -7.03% | -2.84% | 25.45% | -14.09% | 16.34% |
Correlation
The correlation between MSEGX and EDD is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.29 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.34 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.31 |
Correlation (All Time) Calculated using the full available price history since Apr 24, 2007 | 0.36 |
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Return for Risk
MSEGX vs. EDD — Risk / Return Rank
MSEGX
EDD
MSEGX vs. EDD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Growth Portfolio (MSEGX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MSEGX | EDD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -2.32 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.30 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 1.63 | -1.73 |
| Martin ratioReturn relative to average drawdown | -0.20 | 5.21 | -5.41 |
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Drawdowns
MSEGX vs. EDD - Drawdown Comparison
The maximum MSEGX drawdown since its inception was -69.57%, which is greater than EDD's maximum drawdown of -59.38%. Use the drawdown chart below to compare losses from any high point for MSEGX and EDD.
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Drawdown Indicators
| MSEGX | EDD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.57% | -59.38% | -10.19% |
Max Drawdown (1Y)Largest decline over 1 year | -27.83% | -17.67% | -10.16% |
Max Drawdown (3Y)Largest decline over 3 years | -32.54% | -17.67% | -14.87% |
Max Drawdown (5Y)Largest decline over 5 years | -69.57% | -32.04% | -37.53% |
Max Drawdown (10Y)Largest decline over 10 years | -69.57% | -42.70% | -26.87% |
Current DrawdownCurrent decline from peak | -20.97% | -1.50% | -19.47% |
Average DrawdownAverage peak-to-trough decline | -19.50% | -24.05% | +4.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.57% | 5.50% | +9.07% |
Volatility
MSEGX vs. EDD - Volatility Comparison
Morgan Stanley Institutional Growth Portfolio (MSEGX) has a higher volatility of 7.72% compared to Morgan Stanley Emerging Markets Domestic Fund (EDD) at 4.66%. This indicates that MSEGX's price experiences larger fluctuations and is considered to be riskier than EDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSEGX | EDD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 4.66% | +3.06% |
Volatility (6M)Calculated over the trailing 6-month period | 22.82% | 13.87% | +8.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.63% | 16.73% | +12.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.95% | 15.58% | +24.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.98% | 17.67% | +16.31% |
MSEGX vs. EDD - Expense Ratio Comparison
MSEGX has a 0.87% expense ratio, which is lower than EDD's 2.20% expense ratio.
Dividends
MSEGX vs. EDD - Dividend Comparison
MSEGX has not paid dividends to shareholders, while EDD's dividend yield for the trailing twelve months is around 10.68%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDD Morgan Stanley Emerging Markets Domestic Fund | 10.68% | 9.76% | 11.45% | 7.30% | 6.82% | 6.93% | 6.92% | 8.15% | 9.90% | 8.18% | 10.32% | 12.65% |
MSEGX Morgan Stanley Institutional Growth Portfolio | 0.00% | 0.00% | 0.42% | 0.00% | 18.70% | 26.52% | 10.03% | 22.75% | 5.67% | 22.18% | 13.17% | 7.76% |
Frequently Asked Questions
MSEGX and EDD have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSEGX has higher volatility (7.72%) compared to EDD (4.66%). In terms of maximum drawdown, MSEGX dropped -69.57% vs EDD's -59.38%.
EDD currently has the higher Sharpe Ratio (1.72 vs -0.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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