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MSJIX vs. DINDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSJIX vs. DINDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Global Endurance Portfolio (MSJIX) and Morgan Stanley Global Fixed Income Opportunities Fund (DINDX). The values are adjusted to include any dividend payments, if applicable.

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MSJIX vs. DINDX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MSJIX
Morgan Stanley Global Endurance Portfolio
-4.68%24.62%5.99%72.54%-66.23%9.69%110.10%34.61%
DINDX
Morgan Stanley Global Fixed Income Opportunities Fund
0.00%8.28%6.76%8.49%-7.06%0.01%5.10%9.39%

Returns By Period


MSJIX

1D
3.73%
1M
-4.63%
YTD
-4.68%
6M
-1.37%
1Y
23.75%
3Y*
18.38%
5Y*
-8.42%
10Y*

DINDX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSJIX vs. DINDX - Expense Ratio Comparison

MSJIX has a 1.00% expense ratio, which is higher than DINDX's 0.56% expense ratio.


Return for Risk

MSJIX vs. DINDX — Risk / Return Rank

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

MSJIX
MSJIX Risk / Return Rank: 5151
Overall Rank
MSJIX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MSJIX Sortino Ratio Rank: 5252
Sortino Ratio Rank
MSJIX Omega Ratio Rank: 4242
Omega Ratio Rank
MSJIX Calmar Ratio Rank: 6363
Calmar Ratio Rank
MSJIX Martin Ratio Rank: 5252
Martin Ratio Rank

DINDX
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.

MSJIX vs. DINDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Global Endurance Portfolio (MSJIX) and Morgan Stanley Global Fixed Income Opportunities Fund (DINDX). 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.


MSJIXDINDXDifference

Sharpe ratio

Return per unit of total volatility

1.01

Sortino ratio

Return per unit of downside risk

1.55

Omega ratio

Gain probability vs. loss probability

1.20

Calmar ratio

Return relative to maximum drawdown

1.62

Martin ratio

Return relative to average drawdown

5.59

MSJIX vs. DINDX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MSJIXDINDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

Correlation

The correlation between MSJIX and DINDX is 0.21, 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

MSJIX vs. DINDX - Dividend Comparison

MSJIX's dividend yield for the trailing twelve months is around 0.56%, while DINDX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
MSJIX
Morgan Stanley Global Endurance Portfolio
0.56%0.53%0.56%1.83%0.00%4.68%3.17%0.00%0.00%0.00%0.00%0.00%
DINDX
Morgan Stanley Global Fixed Income Opportunities Fund
3.44%4.69%5.36%4.69%5.82%3.52%2.98%3.43%3.68%3.13%6.24%4.80%

Drawdowns

MSJIX vs. DINDX - Drawdown Comparison


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Volatility

MSJIX vs. DINDX - Volatility Comparison


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Volatility by Period


MSJIXDINDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.47%

Volatility (6M)

Calculated over the trailing 6-month period

13.09%

Volatility (1Y)

Calculated over the trailing 1-year period

22.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.82%