MFAIX vs. PRGSX

In the year-to-date period, MFAIX achieves a 11.45% return, which is significantly higher than PRGSX's 7.26% return. Over the past 10 years, MFAIX has underperformed PRGSX with an annualized return of 7.42%, while PRGSX has yielded a comparatively higher 9.76% annualized return.

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MFAIX has a 1.01% expense ratio, which is higher than PRGSX's 0.82% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio (MFAIX) and T. Rowe Price Global Stock Fund (PRGSX). 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 1.04, which is comparable to the PRGSX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of MFAIX and PRGSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MFAIX's dividend yield for the trailing twelve months is around 0.12%, more than PRGSX's 0.07% yield.

The maximum MFAIX drawdown since its inception was -48.49%, smaller than the maximum PRGSX drawdown of -66.74%. Use the drawdown chart below to compare losses from any high point for MFAIX and PRGSX. For additional features, visit the drawdowns tool.

Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio (MFAIX) has a higher volatility of 5.24% compared to T. Rowe Price Global Stock Fund (PRGSX) at 4.06%. This indicates that MFAIX's price experiences larger fluctuations and is considered to be riskier than PRGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.