MFAIX vs. PTSIX
Compare and contrast key facts about Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio (MFAIX) and PIMCO RAE PLUS International Fund (PTSIX).
MFAIX is managed by T. Rowe Price. It was launched on Dec 27, 2010. PTSIX is managed by PIMCO. It was launched on Sep 29, 2011.
Performance
MFAIX vs. PTSIX - Performance Comparison
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MFAIX vs. PTSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
PTSIX PIMCO RAE PLUS International Fund | 7.77% | 35.74% | 2.54% | 18.35% | -11.35% | -56.03% | 0.48% | 18.29% | -16.33% | 28.37% |
Returns By Period
In the year-to-date period, MFAIX achieves a -11.91% return, which is significantly lower than PTSIX's 7.77% return. Over the past 10 years, MFAIX has outperformed PTSIX with an annualized return of 8.94%, while PTSIX has yielded a comparatively lower 0.25% annualized return.
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%
PTSIX
- 1D
- 0.52%
- 1M
- -7.19%
- YTD
- 7.77%
- 6M
- 16.86%
- 1Y
- 36.40%
- 3Y*
- 18.32%
- 5Y*
- -8.79%
- 10Y*
- 0.25%
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MFAIX vs. PTSIX - Expense Ratio Comparison
MFAIX has a 1.01% expense ratio, which is higher than PTSIX's 0.82% expense ratio.
Return for Risk
MFAIX vs. PTSIX — Risk / Return Rank
MFAIX
PTSIX
MFAIX vs. PTSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio (MFAIX) and PIMCO RAE PLUS International Fund (PTSIX). 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.
| MFAIX | PTSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.05 | 2.25 | -2.29 |
Sortino ratioReturn per unit of downside risk | 0.07 | 2.77 | -2.70 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.44 | -0.43 |
Calmar ratioReturn relative to maximum drawdown | -0.15 | 2.53 | -2.68 |
Martin ratioReturn relative to average drawdown | -0.60 | 11.73 | -12.34 |
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
| MFAIX | PTSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.05 | 2.25 | -2.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | -0.29 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.01 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.10 | +0.38 |
Correlation
The correlation between MFAIX and PTSIX is 0.57, 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
MFAIX vs. PTSIX - Dividend Comparison
MFAIX has not paid dividends to shareholders, while PTSIX's dividend yield for the trailing twelve months is around 4.33%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PTSIX PIMCO RAE PLUS International Fund | 4.33% | 3.62% | 7.01% | 3.18% | 67.07% | 64.36% | 7.45% | 3.49% | 29.39% | 7.86% | 0.84% | 3.54% |
Drawdowns
MFAIX vs. PTSIX - Drawdown Comparison
The maximum MFAIX drawdown since its inception was -47.98%, smaller than the maximum PTSIX drawdown of -72.38%. Use the drawdown chart below to compare losses from any high point for MFAIX and PTSIX.
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Drawdown Indicators
| MFAIX | PTSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.98% | -72.38% | +24.40% |
Max Drawdown (1Y)Largest decline over 1 year | -15.56% | -11.66% | -3.90% |
Max Drawdown (5Y)Largest decline over 5 years | -47.98% | -72.38% | +24.40% |
Max Drawdown (10Y)Largest decline over 10 years | -47.98% | -72.38% | +24.40% |
Current DrawdownCurrent decline from peak | -20.40% | -42.10% | +21.70% |
Average DrawdownAverage peak-to-trough decline | -9.14% | -25.01% | +15.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.97% | 2.77% | +1.20% |
Volatility
MFAIX vs. PTSIX - Volatility Comparison
Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio (MFAIX) has a higher volatility of 7.13% compared to PIMCO RAE PLUS International Fund (PTSIX) at 5.66%. This indicates that MFAIX's price experiences larger fluctuations and is considered to be riskier than PTSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFAIX | PTSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 5.66% | +1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 12.99% | 9.03% | +3.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.64% | 15.17% | +4.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.49% | 30.91% | -9.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.13% | 25.08% | -5.95% |