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MFAIX vs. FMIJX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MFAIX and FMIJX is 0.74, 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.


Performance

MFAIX vs. FMIJX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio (MFAIX) and FMI International Fund (FMIJX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MFAIX:

0.85

FMIJX:

0.02

Sortino Ratio

MFAIX:

1.36

FMIJX:

0.24

Omega Ratio

MFAIX:

1.17

FMIJX:

1.03

Calmar Ratio

MFAIX:

0.54

FMIJX:

0.09

Martin Ratio

MFAIX:

3.73

FMIJX:

0.35

Ulcer Index

MFAIX:

4.62%

FMIJX:

3.95%

Daily Std Dev

MFAIX:

20.14%

FMIJX:

15.86%

Max Drawdown

MFAIX:

-48.49%

FMIJX:

-37.45%

Current Drawdown

MFAIX:

-16.85%

FMIJX:

-2.64%

Returns By Period

In the year-to-date period, MFAIX achieves a 12.41% return, which is significantly higher than FMIJX's 1.74% return. Over the past 10 years, MFAIX has outperformed FMIJX with an annualized return of 6.84%, while FMIJX has yielded a comparatively lower 4.48% annualized return.


MFAIX

YTD

12.41%

1M

11.99%

6M

12.61%

1Y

17.00%

5Y*

7.73%

10Y*

6.84%

FMIJX

YTD

1.74%

1M

9.43%

6M

-0.62%

1Y

0.27%

5Y*

10.71%

10Y*

4.48%

*Annualized

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MFAIX vs. FMIJX - Expense Ratio Comparison

MFAIX has a 1.01% expense ratio, which is higher than FMIJX's 0.94% expense ratio.


Risk-Adjusted Performance

MFAIX vs. FMIJX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MFAIX
The Risk-Adjusted Performance Rank of MFAIX is 7474
Overall Rank
The Sharpe Ratio Rank of MFAIX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of MFAIX is 7777
Sortino Ratio Rank
The Omega Ratio Rank of MFAIX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of MFAIX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of MFAIX is 7979
Martin Ratio Rank

FMIJX
The Risk-Adjusted Performance Rank of FMIJX is 2323
Overall Rank
The Sharpe Ratio Rank of FMIJX is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of FMIJX is 2323
Sortino Ratio Rank
The Omega Ratio Rank of FMIJX is 2222
Omega Ratio Rank
The Calmar Ratio Rank of FMIJX is 2525
Calmar Ratio Rank
The Martin Ratio Rank of FMIJX is 2525
Martin 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.

MFAIX vs. FMIJX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio (MFAIX) and FMI International Fund (FMIJX). 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.


The current MFAIX Sharpe Ratio is 0.85, which is higher than the FMIJX Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of MFAIX and FMIJX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

MFAIX vs. FMIJX - Dividend Comparison

MFAIX's dividend yield for the trailing twelve months is around 0.12%, while FMIJX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
MFAIX
Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio
0.12%0.14%0.05%4.55%0.99%0.04%0.13%1.75%2.03%1.67%15.50%2.64%
FMIJX
FMI International Fund
0.00%0.00%0.00%4.43%3.46%0.00%3.55%7.43%1.62%3.76%1.84%3.47%

Drawdowns

MFAIX vs. FMIJX - Drawdown Comparison

The maximum MFAIX drawdown since its inception was -48.49%, which is greater than FMIJX's maximum drawdown of -37.45%. Use the drawdown chart below to compare losses from any high point for MFAIX and FMIJX. For additional features, visit the drawdowns tool.


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Volatility

MFAIX vs. FMIJX - Volatility Comparison

Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio (MFAIX) has a higher volatility of 5.14% compared to FMI International Fund (FMIJX) at 4.33%. This indicates that MFAIX's price experiences larger fluctuations and is considered to be riskier than FMIJX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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