DBEF vs. MFAIX
Compare and contrast key facts about Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) and Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio (MFAIX).
DBEF is a passively managed fund by DWS that tracks the performance of the MSCI EAFE US Dollar Hedged Index. It was launched on Jun 9, 2011. MFAIX is managed by T. Rowe Price. It was launched on Dec 27, 2010.
Performance
DBEF vs. MFAIX - Performance Comparison
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DBEF vs. MFAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBEF Xtrackers MSCI EAFE Hedged Equity ETF | 2.68% | 23.16% | 13.40% | 20.15% | -5.13% | 19.60% | 2.03% | 24.94% | -9.52% | 16.74% |
MFAIX Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio | -11.91% | 15.74% | 6.95% | 18.38% | -34.47% | 13.14% | 32.33% | 30.27% | -5.21% | 44.78% |
Returns By Period
In the year-to-date period, DBEF achieves a 2.68% return, which is significantly higher than MFAIX's -11.91% return. Over the past 10 years, DBEF has outperformed MFAIX with an annualized return of 11.65%, while MFAIX has yielded a comparatively lower 8.94% annualized return.
DBEF
- 1D
- 2.34%
- 1M
- -5.60%
- YTD
- 2.68%
- 6M
- 9.22%
- 1Y
- 20.92%
- 3Y*
- 16.41%
- 5Y*
- 12.35%
- 10Y*
- 11.65%
MFAIX
- 1D
- -0.61%
- 1M
- -14.58%
- YTD
- -11.91%
- 6M
- -10.88%
- 1Y
- 0.04%
- 3Y*
- 3.10%
- 5Y*
- -1.07%
- 10Y*
- 8.94%
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DBEF vs. MFAIX - Expense Ratio Comparison
DBEF has a 0.36% expense ratio, which is lower than MFAIX's 1.01% expense ratio.
Return for Risk
DBEF vs. MFAIX — Risk / Return Rank
DBEF
MFAIX
DBEF vs. MFAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) and Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio (MFAIX). 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.
| DBEF | MFAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.27 | -0.05 | +1.32 |
Sortino ratioReturn per unit of downside risk | 1.82 | 0.07 | +1.75 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.01 | +0.27 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | -0.15 | +1.84 |
Martin ratioReturn relative to average drawdown | 7.43 | -0.60 | +8.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DBEF | MFAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.27 | -0.05 | +1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | -0.05 | +0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.47 | +0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.48 | +0.05 |
Correlation
The correlation between DBEF and MFAIX is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DBEF vs. MFAIX - Dividend Comparison
DBEF's dividend yield for the trailing twelve months is around 5.40%, while MFAIX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBEF Xtrackers MSCI EAFE Hedged Equity ETF | 5.40% | 5.55% | 1.29% | 4.46% | 15.85% | 2.28% | 2.41% | 3.03% | 3.22% | 2.98% | 2.55% | 3.70% |
MFAIX Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio | 0.00% | 0.00% | 0.14% | 0.05% | 4.55% | 0.99% | 0.04% | 0.26% | 1.75% | 2.03% | 1.67% | 15.04% |
Drawdowns
DBEF vs. MFAIX - Drawdown Comparison
The maximum DBEF drawdown since its inception was -32.46%, smaller than the maximum MFAIX drawdown of -47.98%. Use the drawdown chart below to compare losses from any high point for DBEF and MFAIX.
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Drawdown Indicators
| DBEF | MFAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.46% | -47.98% | +15.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.93% | -15.56% | +3.63% |
Max Drawdown (5Y)Largest decline over 5 years | -14.95% | -47.98% | +33.03% |
Max Drawdown (10Y)Largest decline over 10 years | -32.46% | -47.98% | +15.52% |
Current DrawdownCurrent decline from peak | -5.87% | -20.40% | +14.53% |
Average DrawdownAverage peak-to-trough decline | -4.77% | -9.14% | +4.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | 3.97% | -1.27% |
Volatility
DBEF vs. MFAIX - Volatility Comparison
The current volatility for Xtrackers MSCI EAFE Hedged Equity ETF (DBEF) is 6.23%, while Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio (MFAIX) has a volatility of 7.13%. This indicates that DBEF experiences smaller price fluctuations and is considered to be less risky than MFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBEF | MFAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.23% | 7.13% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 12.99% | -3.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.55% | 19.64% | -3.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.62% | 21.49% | -7.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.82% | 19.13% | -3.31% |