MSJIX vs. GENIX

In the year-to-date period, MSJIX achieves a 2.57% return, which is significantly lower than GENIX's 2.99% return.

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MSJIX has a 1.00% expense ratio, which is lower than GENIX's 1.50% expense ratio.

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.

The current MSJIX Sharpe Ratio is 0.27, which is lower than the GENIX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of MSJIX and GENIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MSJIX's dividend yield for the trailing twelve months is around 0.54%, while GENIX has not paid dividends to shareholders.

The maximum MSJIX drawdown since its inception was -76.37%, which is greater than GENIX's maximum drawdown of -39.35%. Use the drawdown chart below to compare losses from any high point for MSJIX and GENIX. For additional features, visit the drawdowns tool.

Morgan Stanley Global Endurance Portfolio (MSJIX) has a higher volatility of 6.31% compared to Gotham Enhanced Return Fund (GENIX) at 4.90%. 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.