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MSJIX vs. EISMX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


MSJIXEISMX
YTD Return2.46%14.79%
1Y Return7.49%23.74%
3Y Return (Ann)-20.53%8.77%
5Y Return (Ann)8.13%10.88%
Sharpe Ratio0.261.76
Daily Std Dev23.30%13.46%
Max Drawdown-75.26%-45.32%
Current Drawdown-54.91%-0.16%

Correlation

-0.50.00.51.00.6

The correlation between MSJIX and EISMX is 0.64, 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 2.46% return, which is significantly lower than EISMX's 14.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%AprilMayJuneJulyAugustSeptember
-1.99%
5.46%
MSJIX
EISMX

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MSJIX vs. EISMX - Expense Ratio Comparison

MSJIX has a 1.00% expense ratio, which is higher than EISMX's 0.88% expense ratio.


MSJIX
Morgan Stanley Global Endurance Portfolio
Expense ratio chart for MSJIX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for EISMX: current value at 0.88% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.88%

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.


MSJIX
Sharpe ratio
The chart of Sharpe ratio for MSJIX, currently valued at 0.26, compared to the broader market-1.000.001.002.003.004.005.000.26
Sortino ratio
The chart of Sortino ratio for MSJIX, currently valued at 0.55, compared to the broader market0.005.0010.000.55
Omega ratio
The chart of Omega ratio for MSJIX, currently valued at 1.06, compared to the broader market1.002.003.004.001.06
Calmar ratio
The chart of Calmar ratio for MSJIX, currently valued at 0.10, compared to the broader market0.005.0010.0015.0020.000.10
Martin ratio
The chart of Martin ratio for MSJIX, currently valued at 0.86, compared to the broader market0.0020.0040.0060.0080.00100.000.86
EISMX
Sharpe ratio
The chart of Sharpe ratio for EISMX, currently valued at 1.76, compared to the broader market-1.000.001.002.003.004.005.001.76
Sortino ratio
The chart of Sortino ratio for EISMX, currently valued at 2.48, compared to the broader market0.005.0010.002.48
Omega ratio
The chart of Omega ratio for EISMX, currently valued at 1.30, compared to the broader market1.002.003.004.001.30
Calmar ratio
The chart of Calmar ratio for EISMX, currently valued at 2.09, compared to the broader market0.005.0010.0015.0020.002.09
Martin ratio
The chart of Martin ratio for EISMX, currently valued at 8.65, compared to the broader market0.0020.0040.0060.0080.00100.008.65

MSJIX vs. EISMX - Sharpe Ratio Comparison

The current MSJIX Sharpe Ratio is 0.26, which is lower than the EISMX Sharpe Ratio of 1.76. The chart below compares the 12-month rolling Sharpe Ratio of MSJIX and EISMX.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AprilMayJuneJulyAugustSeptember
0.26
1.76
MSJIX
EISMX

Dividends

MSJIX vs. EISMX - Dividend Comparison

MSJIX's dividend yield for the trailing twelve months is around 1.79%, less than EISMX's 2.42% yield.


TTM20232022202120202019201820172016201520142013
MSJIX
Morgan Stanley Global Endurance Portfolio
1.79%1.83%0.00%4.68%3.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EISMX
Eaton Vance Atlanta Capital SMID-Cap Fund
2.42%2.78%10.37%10.49%9.80%6.72%7.20%3.30%3.58%6.70%3.02%0.60%

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 -45.32%. Use the drawdown chart below to compare losses from any high point for MSJIX and EISMX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-54.91%
-0.16%
MSJIX
EISMX

Volatility

MSJIX vs. EISMX - Volatility Comparison

Morgan Stanley Global Endurance Portfolio (MSJIX) has a higher volatility of 5.73% compared to Eaton Vance Atlanta Capital SMID-Cap Fund (EISMX) at 3.42%. 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.


2.00%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
5.73%
3.42%
MSJIX
EISMX