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MIOIX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between MIOIX and ^GSPC is 0.73, 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.


-0.50.00.51.00.7

Performance

MIOIX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Institutional Fund, Inc. International Opportunity Portfolio (MIOIX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

200.00%250.00%300.00%350.00%400.00%SeptemberOctoberNovemberDecember2025February
210.16%
401.23%
MIOIX
^GSPC

Key characteristics

Sharpe Ratio

MIOIX:

1.22

^GSPC:

1.22

Sortino Ratio

MIOIX:

1.81

^GSPC:

1.68

Omega Ratio

MIOIX:

1.22

^GSPC:

1.22

Calmar Ratio

MIOIX:

0.39

^GSPC:

1.84

Martin Ratio

MIOIX:

7.75

^GSPC:

7.34

Ulcer Index

MIOIX:

2.49%

^GSPC:

2.13%

Daily Std Dev

MIOIX:

15.90%

^GSPC:

12.84%

Max Drawdown

MIOIX:

-61.72%

^GSPC:

-56.78%

Current Drawdown

MIOIX:

-38.23%

^GSPC:

-4.60%

Returns By Period

In the year-to-date period, MIOIX achieves a 5.71% return, which is significantly higher than ^GSPC's -0.34% return. Over the past 10 years, MIOIX has underperformed ^GSPC with an annualized return of 7.39%, while ^GSPC has yielded a comparatively higher 10.75% annualized return.


MIOIX

YTD

5.71%

1M

0.97%

6M

10.02%

1Y

19.73%

5Y*

3.88%

10Y*

7.39%

^GSPC

YTD

-0.34%

1M

-3.40%

6M

4.82%

1Y

15.62%

5Y*

14.74%

10Y*

10.75%

*Annualized

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Risk-Adjusted Performance

MIOIX vs. ^GSPC — Risk-Adjusted Performance Rank

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

MIOIX
The Risk-Adjusted Performance Rank of MIOIX is 6666
Overall Rank
The Sharpe Ratio Rank of MIOIX is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of MIOIX is 7373
Sortino Ratio Rank
The Omega Ratio Rank of MIOIX is 6767
Omega Ratio Rank
The Calmar Ratio Rank of MIOIX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of MIOIX is 8484
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 7272
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 6666
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6666
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8080
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 7979
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.

MIOIX vs. ^GSPC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund, Inc. International Opportunity Portfolio (MIOIX) and S&P 500 (^GSPC). 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.


Sharpe ratio
The chart of Sharpe ratio for MIOIX, currently valued at 1.22, compared to the broader market-1.000.001.002.003.004.001.221.22
The chart of Sortino ratio for MIOIX, currently valued at 1.81, compared to the broader market0.002.004.006.008.0010.0012.001.811.68
The chart of Omega ratio for MIOIX, currently valued at 1.22, compared to the broader market1.002.003.004.001.221.22
The chart of Calmar ratio for MIOIX, currently valued at 0.39, compared to the broader market0.005.0010.0015.000.391.84
The chart of Martin ratio for MIOIX, currently valued at 7.75, compared to the broader market0.0020.0040.0060.0080.007.757.34
MIOIX
^GSPC

The current MIOIX Sharpe Ratio is 1.22, which is comparable to the ^GSPC Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of MIOIX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50SeptemberOctoberNovemberDecember2025February
1.22
1.22
MIOIX
^GSPC

Drawdowns

MIOIX vs. ^GSPC - Drawdown Comparison

The maximum MIOIX drawdown since its inception was -61.72%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for MIOIX and ^GSPC. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-38.23%
-4.60%
MIOIX
^GSPC

Volatility

MIOIX vs. ^GSPC - Volatility Comparison

Morgan Stanley Institutional Fund, Inc. International Opportunity Portfolio (MIOIX) has a higher volatility of 5.46% compared to S&P 500 (^GSPC) at 3.30%. This indicates that MIOIX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
5.46%
3.30%
MIOIX
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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