MSJIX vs. GENIX
Compare and contrast key facts about Morgan Stanley Global Endurance Portfolio (MSJIX) and Gotham Enhanced Return Fund (GENIX).
MSJIX is managed by Morgan Stanley. It was launched on Dec 30, 2018. GENIX is managed by Gotham. It was launched on May 31, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSJIX or GENIX.
Key characteristics
| MSJIX | GENIX | |
|---|---|---|
| YTD Return | 10.96% | 34.37% |
| 1Y Return | 31.33% | 33.33% |
| 3Y Return (Ann) | -19.01% | 3.37% |
| 5Y Return (Ann) | 10.49% | 0.28% |
| Sharpe Ratio | 1.33 | 2.09 |
| Sortino Ratio | 2.00 | 2.41 |
| Omega Ratio | 1.24 | 1.46 |
| Calmar Ratio | 0.47 | 1.03 |
| Martin Ratio | 5.09 | 11.60 |
| Ulcer Index | 5.82% | 2.81% |
| Daily Std Dev | 22.28% | 15.55% |
| Max Drawdown | -75.26% | -55.97% |
| Current Drawdown | -51.17% | -4.13% |
Correlation
The correlation between MSJIX and GENIX is 0.59, 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. GENIX - Performance Comparison
In the year-to-date period, MSJIX achieves a 10.96% return, which is significantly lower than GENIX's 34.37% 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. GENIX - Expense Ratio Comparison
MSJIX has a 1.00% expense ratio, which is lower than GENIX's 1.50% expense ratio.
Risk-Adjusted Performance
MSJIX vs. GENIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Global Endurance Portfolio (MSJIX) and Gotham Enhanced Return Fund (GENIX). 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. GENIX - Dividend Comparison
MSJIX's dividend yield for the trailing twelve months is around 1.65%, while GENIX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
MSJIX Morgan Stanley Global Endurance Portfolio | 1.65% | 1.83% | 0.00% | 0.07% | 0.10% |
GENIX Gotham Enhanced Return Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.14% |
Drawdowns
MSJIX vs. GENIX - Drawdown Comparison
The maximum MSJIX drawdown since its inception was -75.26%, which is greater than GENIX's maximum drawdown of -55.97%. Use the drawdown chart below to compare losses from any high point for MSJIX and GENIX. For additional features, visit the drawdowns tool.
Volatility
MSJIX vs. GENIX - Volatility Comparison
Morgan Stanley Global Endurance Portfolio (MSJIX) has a higher volatility of 4.80% compared to Gotham Enhanced Return Fund (GENIX) at 3.39%. This indicates that MSJIX's price experiences larger fluctuations and is considered to be riskier than GENIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.