MSJIX vs. EISMX
Compare and contrast key facts about Morgan Stanley Global Endurance Portfolio (MSJIX) and Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX).
MSJIX is managed by Morgan Stanley. It was launched on Dec 30, 2018. EISMX is managed by Eaton Vance. It was launched on Apr 30, 2002.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSJIX or EISMX.
Key characteristics
| MSJIX | EISMX | |
|---|---|---|
| YTD Return | 8.51% | 20.68% |
| 1Y Return | 23.37% | 26.81% |
| 3Y Return (Ann) | -18.61% | -0.19% |
| 5Y Return (Ann) | 8.94% | 3.27% |
| Sharpe Ratio | 1.27 | 2.32 |
| Sortino Ratio | 1.91 | 3.25 |
| Omega Ratio | 1.23 | 1.40 |
| Calmar Ratio | 0.46 | 1.37 |
| Martin Ratio | 4.88 | 13.22 |
| Ulcer Index | 5.82% | 2.25% |
| Daily Std Dev | 22.39% | 12.77% |
| Max Drawdown | -75.26% | -53.04% |
| Current Drawdown | -52.25% | -0.89% |
Correlation
The correlation between MSJIX and EISMX is 0.63, 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.
Performance
MSJIX vs. EISMX - Performance Comparison
In the year-to-date period, MSJIX achieves a 8.51% return, which is significantly lower than EISMX's 20.68% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MSJIX vs. EISMX - Expense Ratio Comparison
MSJIX has a 1.00% expense ratio, which is higher than EISMX's 0.88% expense ratio.
Risk-Adjusted Performance
MSJIX vs. EISMX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Global Endurance Portfolio (MSJIX) and Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX). 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.
Dividends
MSJIX vs. EISMX - Dividend Comparison
MSJIX's dividend yield for the trailing twelve months is around 1.69%, more than EISMX's 0.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
MSJIX Morgan Stanley Global Endurance Portfolio | 1.69% | 1.83% | 0.00% | 0.07% | 0.10% | 0.00% |
EISMX Eaton Vance Atlanta Capital SMID-Cap Fund | 0.09% | 0.11% | 0.00% | 0.00% | 0.00% | 0.04% |
Drawdowns
MSJIX vs. EISMX - Drawdown Comparison
The maximum MSJIX drawdown since its inception was -75.26%, which is greater than EISMX's maximum drawdown of -53.04%. Use the drawdown chart below to compare losses from any high point for MSJIX and EISMX. For additional features, visit the drawdowns tool.
Volatility
MSJIX vs. EISMX - Volatility Comparison
Morgan Stanley Global Endurance Portfolio (MSJIX) has a higher volatility of 5.46% compared to Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) at 3.84%. This indicates that MSJIX's price experiences larger fluctuations and is considered to be riskier than EISMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.