MFAIX vs. TRBCX
MFAIX (Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio) and TRBCX (T. Rowe Price Blue Chip Growth Fund) are both mutual funds - MFAIX is a Foreign Large Cap Equities fund managed by T. Rowe Price, while TRBCX is a Large Cap Growth Equities fund managed by T. Rowe Price. Over the past 10 years, MFAIX returned 10.23%/yr vs 17.69%/yr for TRBCX. A 0.72 correlation means they provide meaningful diversification when combined. MFAIX charges 1.01%/yr vs 0.69%/yr for TRBCX.
Performance
MFAIX vs. TRBCX - Performance Comparison
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Returns By Period
In the year-to-date period, MFAIX achieves a 1.58% return, which is significantly lower than TRBCX's 5.48% return. Over the past 10 years, MFAIX has underperformed TRBCX with an annualized return of 10.23%, while TRBCX has yielded a comparatively higher 17.69% annualized return.
MFAIX
- 1D
- -0.11%
- 1M
- 5.89%
- YTD
- 1.58%
- 6M
- 1.77%
- 1Y
- 3.22%
- 3Y*
- 8.00%
- 5Y*
- 0.24%
- 10Y*
- 10.23%
TRBCX
- 1D
- -0.69%
- 1M
- 5.17%
- YTD
- 5.48%
- 6M
- 5.64%
- 1Y
- 22.08%
- 3Y*
- 28.80%
- 5Y*
- 13.81%
- 10Y*
- 17.69%
MFAIX vs. TRBCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MFAIX Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio | 1.58% | 15.74% | 6.95% | 18.38% | -34.47% | 13.14% | 32.33% | 30.27% | -5.21% | 44.78% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 5.48% | 18.78% | 48.46% | 49.42% | -38.57% | 17.54% | 34.73% | 29.97% | 2.00% | 36.54% |
Correlation
The correlation between MFAIX and TRBCX is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 2010 | 0.72 |
The correlation between MFAIX and TRBCX has been stable across timeframes, ranging from 0.65 to 0.73 - a consistent structural relationship.
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Return for Risk
MFAIX vs. TRBCX — Risk / Return Rank
MFAIX
TRBCX
MFAIX vs. TRBCX - 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 T. Rowe Price Blue Chip Growth Fund (TRBCX). 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 | TRBCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.22 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.25 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | 1.34 | -1.17 |
| Martin ratioReturn relative to average drawdown | 0.57 | 4.54 | -3.97 |
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 | TRBCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.15 | 1.37 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.58 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.78 | -0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.60 | -0.07 |
Drawdowns
MFAIX vs. TRBCX - Drawdown Comparison
The maximum MFAIX drawdown since its inception was -47.98%, smaller than the maximum TRBCX drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for MFAIX and TRBCX.
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Drawdown Indicators
| MFAIX | TRBCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.98% | -54.56% | +6.58% |
Max Drawdown (1Y)Largest decline over 1 year | -15.56% | -17.01% | +1.45% |
Max Drawdown (3Y)Largest decline over 3 years | -23.07% | -23.08% | +0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -47.98% | -43.63% | -4.35% |
Max Drawdown (10Y)Largest decline over 10 years | -47.98% | -43.63% | -4.35% |
Current DrawdownCurrent decline from peak | -8.21% | -0.69% | -7.52% |
Average DrawdownAverage peak-to-trough decline | -9.17% | -11.31% | +2.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.74% | 5.01% | -0.27% |
Volatility
MFAIX vs. TRBCX - Volatility Comparison
Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio (MFAIX) has a higher volatility of 6.01% compared to T. Rowe Price Blue Chip Growth Fund (TRBCX) at 3.57%. This indicates that MFAIX's price experiences larger fluctuations and is considered to be riskier than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MFAIX | TRBCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.01% | 3.57% | +2.44% |
Volatility (6M)Calculated over the trailing 6-month period | 14.63% | 13.37% | +1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.06% | 16.66% | +1.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.76% | 24.03% | -2.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.34% | 22.79% | -3.45% |
MFAIX vs. TRBCX - Expense Ratio Comparison
MFAIX has a 1.01% expense ratio, which is higher than TRBCX's 0.69% expense ratio.
Dividends
MFAIX vs. TRBCX - Dividend Comparison
MFAIX has not paid dividends to shareholders, while TRBCX's dividend yield for the trailing twelve months is around 4.97%.
| Position | 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% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 4.97% | 5.25% | 18.16% | 3.49% | 5.87% | 9.38% | 1.19% | 0.36% | 2.44% | 2.94% | 0.67% | 3.26% |
Frequently Asked Questions
MFAIX and TRBCX have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MFAIX has higher volatility (6.01%) compared to TRBCX (3.57%). In terms of maximum drawdown, MFAIX dropped -47.98% vs TRBCX's -54.56%.
TRBCX currently has the higher Sharpe Ratio (1.37 vs 0.15), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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