PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Morgan Stanley Institutional Fund Trust Corporate ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS6174408053
CUSIP617440805
IssuerMorgan Stanley
Inception DateAug 31, 1990
CategoryCorporate Bonds
Min. Investment$1,000,000
Asset ClassBond

Expense Ratio

MPFDX has a high expense ratio of 0.70%, indicating higher-than-average management fees.


Expense ratio chart for MPFDX: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%

Share Price Chart


Loading data...

Compare to other instruments

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


Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%400.00%600.00%800.00%1,000.00%1,200.00%December2024FebruaryMarchAprilMay
307.47%
1,182.66%
MPFDX (Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio)
Benchmark (^GSPC)

S&P 500

Returns By Period

Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio had a return of 0.01% year-to-date (YTD) and 6.66% in the last 12 months. Over the past 10 years, Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio had an annualized return of 3.20%, while the S&P 500 had an annualized return of 10.97%, indicating that Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date0.01%11.29%
1 month2.44%4.87%
6 months7.48%17.88%
1 year6.66%29.16%
5 years (annualized)1.52%13.20%
10 years (annualized)3.20%10.97%

Monthly Returns

The table below presents the monthly returns of MPFDX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.09%-1.32%1.34%-2.46%0.01%
20234.33%-2.80%2.41%0.84%-1.35%0.66%0.58%-0.77%-2.73%-2.01%6.01%4.95%10.06%
2022-3.12%-2.15%-2.43%-5.62%0.49%-3.08%3.28%-2.82%-5.24%-1.21%5.04%-0.23%-16.28%
2021-1.42%-1.74%-1.77%0.88%0.56%1.73%1.39%-0.38%-0.99%0.23%-0.23%-0.10%-1.91%
20202.26%1.07%-7.80%5.41%2.00%2.35%3.27%-1.22%-0.20%-0.20%3.06%0.45%10.31%
20192.71%0.43%2.54%0.92%1.07%2.70%0.80%2.89%-0.62%0.55%0.31%0.47%15.73%
2018-0.82%-1.73%0.08%-0.95%0.42%-0.68%1.11%0.25%-0.25%-1.71%-0.52%0.88%-3.87%
20170.76%1.09%-0.25%1.01%1.16%0.49%0.83%0.74%-0.08%0.25%-0.16%0.88%6.91%
2016-0.66%0.67%8.88%1.92%-0.17%2.06%1.69%0.33%2.58%-0.82%-2.55%0.60%15.07%
20152.42%-0.44%0.09%-0.71%-0.62%-1.70%0.28%-0.92%-0.00%1.12%-0.37%-1.20%-2.10%
20141.60%1.30%0.27%1.20%1.27%0.27%0.09%1.44%-1.24%0.72%0.54%0.36%8.08%
2013-0.73%0.74%0.00%1.93%-2.16%-3.13%1.05%-0.76%0.67%2.01%0.00%0.28%-0.23%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MPFDX is 23, indicating that it is in the bottom 23% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of MPFDX is 2323
MPFDX (Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio)
The Sharpe Ratio Rank of MPFDX is 2424Sharpe Ratio Rank
The Sortino Ratio Rank of MPFDX is 2323Sortino Ratio Rank
The Omega Ratio Rank of MPFDX is 2121Omega Ratio Rank
The Calmar Ratio Rank of MPFDX is 2020Calmar Ratio Rank
The Martin Ratio Rank of MPFDX is 2929Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio (MPFDX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


MPFDX
Sharpe ratio
The chart of Sharpe ratio for MPFDX, currently valued at 0.92, compared to the broader market-1.000.001.002.003.004.000.92
Sortino ratio
The chart of Sortino ratio for MPFDX, currently valued at 1.37, compared to the broader market-2.000.002.004.006.008.0010.0012.001.37
Omega ratio
The chart of Omega ratio for MPFDX, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.003.501.16
Calmar ratio
The chart of Calmar ratio for MPFDX, currently valued at 0.33, compared to the broader market0.002.004.006.008.0010.0012.000.33
Martin ratio
The chart of Martin ratio for MPFDX, currently valued at 2.82, compared to the broader market0.0020.0040.0060.002.82
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.44, compared to the broader market-1.000.001.002.003.004.002.44
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.45, compared to the broader market-2.000.002.004.006.008.0010.0012.003.45
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.003.501.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.98, compared to the broader market0.002.004.006.008.0010.0012.001.98
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.39, compared to the broader market0.0020.0040.0060.009.39

Sharpe Ratio

The current Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio Sharpe ratio is 0.92. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2024FebruaryMarchAprilMay
0.92
2.44
MPFDX (Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio)
Benchmark (^GSPC)

Dividends

Dividend History

Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio granted a 5.01% dividend yield in the last twelve months. The annual payout for that period amounted to $0.53 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.53$0.47$0.32$0.59$0.77$0.38$0.35$0.36$0.36$0.33$0.32$0.32

Dividend yield

5.01%4.41%3.17%4.74%5.78%2.98%3.04%2.92%3.05%3.12%2.87%3.02%

Monthly Dividends

The table displays the monthly dividend distributions for Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.05$0.05$0.05$0.05$0.20
2023$0.00$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.09$0.47
2022$0.00$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.07$0.32
2021$0.00$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.39$0.59
2020$0.00$0.03$0.03$0.03$0.03$0.03$0.03$0.02$0.02$0.02$0.02$0.52$0.77
2019$0.00$0.00$0.00$0.10$0.00$0.00$0.10$0.03$0.03$0.03$0.03$0.06$0.38
2018$0.00$0.00$0.00$0.09$0.00$0.00$0.06$0.00$0.00$0.10$0.00$0.10$0.35
2017$0.00$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.09$0.36
2016$0.00$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.00$0.09$0.00$0.09$0.36
2015$0.00$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.09$0.33
2014$0.00$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.08$0.32
2013$0.08$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.08$0.32

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-9.61%
0
MPFDX (Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio was 62.28%, occurring on Nov 7, 1994. Recovery took 4483 trading sessions.

The current Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio drawdown is 9.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.28%Jul 6, 1993350Nov 7, 19944483Jul 2, 20124833
-61.82%Sep 8, 199270Dec 14, 199284Apr 9, 1993154
-60.2%Apr 12, 199327May 18, 19939May 31, 199336
-59.85%Jun 1, 19934Jun 4, 199321Jul 5, 199325
-22.93%Jan 4, 2021455Oct 21, 2022

Volatility

Volatility Chart

The current Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio volatility is 1.59%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
1.59%
3.47%
MPFDX (Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio)
Benchmark (^GSPC)