FMIEX vs. MSFAX
Compare and contrast key facts about Wasatch Global Value Fund Investor Class Shares (FMIEX) and Morgan Stanley Institutional Fund, Inc. Global Franchise Portfolio (MSFAX).
FMIEX is managed by Wasatch. It was launched on Sep 25, 1996. MSFAX is managed by T. Rowe Price. It was launched on Nov 27, 2001.
Performance
FMIEX vs. MSFAX - Performance Comparison
Loading graphics...
FMIEX vs. MSFAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FMIEX Wasatch Global Value Fund Investor Class Shares | 6.04% | 30.93% | 8.66% | 5.67% | -0.12% | 25.11% | 2.04% | 17.27% | -5.67% | 11.21% |
MSFAX Morgan Stanley Institutional Fund, Inc. Global Franchise Portfolio | -13.49% | -11.65% | 8.94% | 16.41% | -17.26% | 21.89% | 13.24% | 34.63% | -1.66% | 24.68% |
Returns By Period
In the year-to-date period, FMIEX achieves a 6.04% return, which is significantly higher than MSFAX's -13.49% return. Over the past 10 years, FMIEX has outperformed MSFAX with an annualized return of 11.03%, while MSFAX has yielded a comparatively lower 6.27% annualized return.
FMIEX
- 1D
- 0.60%
- 1M
- -5.84%
- YTD
- 6.04%
- 6M
- 10.61%
- 1Y
- 24.34%
- 3Y*
- 16.68%
- 5Y*
- 11.63%
- 10Y*
- 11.03%
MSFAX
- 1D
- 1.14%
- 1M
- -9.24%
- YTD
- -13.49%
- 6M
- -26.38%
- 1Y
- -25.95%
- 3Y*
- -3.04%
- 5Y*
- -0.71%
- 10Y*
- 6.27%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FMIEX vs. MSFAX - Expense Ratio Comparison
FMIEX has a 1.10% expense ratio, which is higher than MSFAX's 0.92% expense ratio.
Return for Risk
FMIEX vs. MSFAX — Risk / Return Rank
FMIEX
MSFAX
FMIEX vs. MSFAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Global Value Fund Investor Class Shares (FMIEX) and Morgan Stanley Institutional Fund, Inc. Global Franchise Portfolio (MSFAX). 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.
| FMIEX | MSFAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.14 | -1.33 | +3.47 |
Sortino ratioReturn per unit of downside risk | 2.85 | -1.68 | +4.54 |
Omega ratioGain probability vs. loss probability | 1.42 | 0.72 | +0.70 |
Calmar ratioReturn relative to maximum drawdown | 2.57 | -0.86 | +3.43 |
Martin ratioReturn relative to average drawdown | 11.99 | -2.10 | +14.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FMIEX | MSFAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | -1.33 | +3.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | -0.04 | +0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.37 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.60 | -0.01 |
Correlation
The correlation between FMIEX and MSFAX is 0.68, 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.
Dividends
FMIEX vs. MSFAX - Dividend Comparison
FMIEX's dividend yield for the trailing twelve months is around 4.95%, while MSFAX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FMIEX Wasatch Global Value Fund Investor Class Shares | 4.95% | 5.76% | 9.02% | 3.27% | 8.54% | 4.34% | 1.74% | 3.82% | 18.46% | 16.45% | 5.16% | 11.75% |
MSFAX Morgan Stanley Institutional Fund, Inc. Global Franchise Portfolio | 0.00% | 0.00% | 11.85% | 1.96% | 1.69% | 2.75% | 3.48% | 8.23% | 5.76% | 3.72% | 3.11% | 4.75% |
Drawdowns
FMIEX vs. MSFAX - Drawdown Comparison
The maximum FMIEX drawdown since its inception was -49.85%, which is greater than MSFAX's maximum drawdown of -43.81%. Use the drawdown chart below to compare losses from any high point for FMIEX and MSFAX.
Loading graphics...
Drawdown Indicators
| FMIEX | MSFAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.85% | -43.81% | -6.04% |
Max Drawdown (1Y)Largest decline over 1 year | -9.34% | -30.00% | +20.66% |
Max Drawdown (5Y)Largest decline over 5 years | -18.63% | -33.89% | +15.26% |
Max Drawdown (10Y)Largest decline over 10 years | -39.33% | -33.89% | -5.44% |
Current DrawdownCurrent decline from peak | -5.84% | -33.13% | +27.29% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -5.69% | -0.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 12.30% | -10.26% |
Volatility
FMIEX vs. MSFAX - Volatility Comparison
The current volatility for Wasatch Global Value Fund Investor Class Shares (FMIEX) is 3.51%, while Morgan Stanley Institutional Fund, Inc. Global Franchise Portfolio (MSFAX) has a volatility of 4.10%. This indicates that FMIEX experiences smaller price fluctuations and is considered to be less risky than MSFAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| FMIEX | MSFAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | 4.10% | -0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 6.70% | 15.72% | -9.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.81% | 19.24% | -7.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.77% | 16.91% | -4.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.73% | 16.90% | -1.17% |