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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Morningstar International Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Morningstar International Equity Fund (MSTFX) has returned -1.79% so far this year and 7.76% over the past 12 months.
Morningstar International Equity Fund
- 1D
- -0.99%
- 1M
- -11.16%
- YTD
- -1.79%
- 6M
- -7.76%
- 1Y
- 7.76%
- 3Y*
- 7.12%
- 5Y*
- 2.98%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Nov 5, 2018, MSTFX's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, your investment would double in approximately 9.2 years.
Historically, 56% of months were positive and 44% were negative. The best month was Nov 2020 with a return of +17.6%, while the worst month was Mar 2020 at -18.2%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.
On a daily basis, MSTFX closed higher 51% of trading days. The best single day was Apr 9, 2025 with a return of +6.3%, while the worst single day was Mar 16, 2020 at -10.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.24% | 3.08% | -11.16% | -1.79% | |||||||||
| 2025 | 5.80% | -0.77% | 1.36% | 2.01% | 4.50% | 3.05% | -0.61% | 4.20% | 2.69% | 1.55% | -0.00% | -7.52% | 16.75% |
| 2024 | -3.15% | 2.94% | 2.56% | -1.63% | 3.42% | -1.89% | 2.50% | 2.54% | 2.75% | -5.08% | -1.32% | -1.90% | 1.29% |
| 2023 | 10.21% | -3.63% | 2.82% | 1.02% | -3.32% | 5.20% | 3.56% | -5.35% | -3.23% | -4.17% | 8.27% | 4.65% | 15.57% |
| 2022 | -0.18% | -5.36% | -2.02% | -6.27% | 2.93% | -7.82% | 2.86% | -4.71% | -10.11% | 3.00% | 15.90% | -2.25% | -15.36% |
| 2021 | -0.84% | 4.40% | 1.62% | 1.52% | 3.77% | -1.06% | -1.53% | 1.17% | -2.46% | 2.13% | -5.40% | 4.19% | 7.25% |
Benchmark Metrics
Morningstar International Equity Fund has an annualized alpha of -2.27%, beta of 0.75, and R² of 0.61 versus S&P 500 Index. Calculated based on daily prices since November 06, 2018.
- This fund participated in 100.36% of S&P 500 Index downside but only 78.71% of its upside — more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -2.27% versus S&P 500 Index — delivering less than market exposure alone would predict.
- Alpha
- -2.27%
- Beta
- 0.75
- R²
- 0.61
- Upside Capture
- 78.71%
- Downside Capture
- 100.36%
Expense Ratio
MSTFX has a high expense ratio of 1.00%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
MSTFX ranks 21 for risk / return — below 21% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Morningstar International Equity Fund (MSTFX) and compare them to a chosen benchmark (S&P 500 Index).
| MSTFX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 0.90 | -0.57 |
Sortino ratioReturn per unit of downside risk | 0.55 | 1.39 | -0.84 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.21 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.40 | -0.42 |
Martin ratioReturn relative to average drawdown | 3.72 | 6.61 | -2.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore MSTFX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Morningstar International Equity Fund provided a 2.61% dividend yield over the last twelve months, with an annual payout of $0.29 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.29 | $0.29 | $0.47 | $0.24 | $0.32 | $1.72 | $0.33 | $0.30 | $0.03 |
Dividend yield | 2.61% | 2.56% | 4.80% | 2.38% | 3.60% | 15.59% | 2.76% | 2.65% | 0.27% |
Monthly Dividends
The table displays the monthly dividend distributions for Morningstar International Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.29 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.47 | $0.47 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.24 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.32 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.72 | $1.72 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Morningstar International Equity Fund. 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 Morningstar International Equity Fund was 35.86%, occurring on Mar 18, 2020. Recovery took 169 trading sessions.
The current Morningstar International Equity Fund drawdown is 11.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.86% | Jan 3, 2020 | 52 | Mar 18, 2020 | 169 | Nov 16, 2020 | 221 |
| -31.51% | Jun 8, 2021 | 341 | Oct 12, 2022 | 489 | Sep 24, 2024 | 830 |
| -13.93% | Mar 20, 2025 | 13 | Apr 8, 2025 | 19 | May 6, 2025 | 32 |
| -11.37% | Feb 26, 2026 | 18 | Mar 30, 2026 | — | — | — |
| -10.26% | Sep 27, 2024 | 73 | Jan 13, 2025 | 42 | Mar 17, 2025 | 115 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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