IQLT vs. MFAIX
Compare and contrast key facts about iShares MSCI Intl Quality Factor ETF (IQLT) and Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio (MFAIX).
IQLT is a passively managed fund by iShares that tracks the performance of the World ex USA Sector Neutral Quality. It was launched on Jan 13, 2015. MFAIX is managed by T. Rowe Price. It was launched on Dec 27, 2010.
Performance
IQLT vs. MFAIX - Performance Comparison
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IQLT vs. MFAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IQLT iShares MSCI Intl Quality Factor ETF | 1.72% | 25.42% | 1.54% | 18.73% | -15.22% | 12.94% | 12.48% | 28.18% | -10.76% | 24.04% |
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, IQLT achieves a 1.72% return, which is significantly higher than MFAIX's -11.91% return. Both investments have delivered pretty close results over the past 10 years, with IQLT having a 9.09% annualized return and MFAIX not far behind at 8.94%.
IQLT
- 1D
- 3.15%
- 1M
- -6.96%
- YTD
- 1.72%
- 6M
- 5.66%
- 1Y
- 19.32%
- 3Y*
- 12.17%
- 5Y*
- 7.25%
- 10Y*
- 9.09%
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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IQLT vs. MFAIX - Expense Ratio Comparison
IQLT has a 0.30% expense ratio, which is lower than MFAIX's 1.01% expense ratio.
Return for Risk
IQLT vs. MFAIX — Risk / Return Rank
IQLT
MFAIX
IQLT vs. MFAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Quality Factor ETF (IQLT) 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.
| IQLT | MFAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | -0.05 | +1.20 |
Sortino ratioReturn per unit of downside risk | 1.69 | 0.07 | +1.62 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.01 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 1.77 | -0.15 | +1.92 |
Martin ratioReturn relative to average drawdown | 6.68 | -0.60 | +7.28 |
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
| IQLT | MFAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | -0.05 | +1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | -0.05 | +0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.47 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.48 | -0.01 |
Correlation
The correlation between IQLT and MFAIX is 0.80, 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
IQLT vs. MFAIX - Dividend Comparison
IQLT's dividend yield for the trailing twelve months is around 2.29%, while MFAIX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IQLT iShares MSCI Intl Quality Factor ETF | 2.29% | 2.33% | 2.87% | 2.27% | 3.14% | 2.24% | 1.61% | 2.28% | 2.72% | 2.36% | 2.91% | 2.78% |
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
IQLT vs. MFAIX - Drawdown Comparison
The maximum IQLT drawdown since its inception was -32.21%, smaller than the maximum MFAIX drawdown of -47.98%. Use the drawdown chart below to compare losses from any high point for IQLT and MFAIX.
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Drawdown Indicators
| IQLT | MFAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.21% | -47.98% | +15.77% |
Max Drawdown (1Y)Largest decline over 1 year | -10.38% | -15.56% | +5.18% |
Max Drawdown (5Y)Largest decline over 5 years | -30.24% | -47.98% | +17.74% |
Max Drawdown (10Y)Largest decline over 10 years | -32.21% | -47.98% | +15.77% |
Current DrawdownCurrent decline from peak | -7.02% | -20.40% | +13.38% |
Average DrawdownAverage peak-to-trough decline | -6.29% | -9.14% | +2.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.74% | 3.97% | -1.23% |
Volatility
IQLT vs. MFAIX - Volatility Comparison
iShares MSCI Intl Quality Factor ETF (IQLT) and Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio (MFAIX) have volatilities of 7.46% and 7.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IQLT | MFAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.46% | 7.13% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 10.71% | 12.99% | -2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.93% | 19.64% | -2.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.31% | 21.49% | -5.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.92% | 19.13% | -2.21% |