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MIOIX vs. ACWI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MIOIX and ACWI is 0.80, 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.


-0.50.00.51.00.8

Performance

MIOIX vs. ACWI - 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 iShares MSCI ACWI ETF (ACWI). The values are adjusted to include any dividend payments, if applicable.

160.00%180.00%200.00%220.00%240.00%260.00%280.00%JulyAugustSeptemberOctoberNovemberDecember
197.30%
269.66%
MIOIX
ACWI

Key characteristics

Sharpe Ratio

MIOIX:

1.45

ACWI:

1.73

Sortino Ratio

MIOIX:

2.08

ACWI:

2.36

Omega Ratio

MIOIX:

1.26

ACWI:

1.32

Calmar Ratio

MIOIX:

0.44

ACWI:

2.52

Martin Ratio

MIOIX:

10.63

ACWI:

10.99

Ulcer Index

MIOIX:

2.18%

ACWI:

1.86%

Daily Std Dev

MIOIX:

16.00%

ACWI:

11.78%

Max Drawdown

MIOIX:

-61.72%

ACWI:

-56.00%

Current Drawdown

MIOIX:

-40.79%

ACWI:

-3.22%

Returns By Period

In the year-to-date period, MIOIX achieves a 20.89% return, which is significantly higher than ACWI's 18.07% return. Over the past 10 years, MIOIX has underperformed ACWI with an annualized return of 7.54%, while ACWI has yielded a comparatively higher 9.34% annualized return.


MIOIX

YTD

20.89%

1M

-0.72%

6M

11.24%

1Y

21.25%

5Y*

1.80%

10Y*

7.54%

ACWI

YTD

18.07%

1M

-0.34%

6M

6.25%

1Y

18.93%

5Y*

10.34%

10Y*

9.34%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MIOIX vs. ACWI - Expense Ratio Comparison

MIOIX has a 1.00% expense ratio, which is higher than ACWI's 0.32% expense ratio.


MIOIX
Morgan Stanley Institutional Fund, Inc. International Opportunity Portfolio
Expense ratio chart for MIOIX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for ACWI: current value at 0.32% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.32%

Risk-Adjusted Performance

MIOIX vs. ACWI - 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 iShares MSCI ACWI ETF (ACWI). 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 1.45, compared to the broader market-1.000.001.002.003.004.001.451.73
The chart of Sortino ratio for MIOIX, currently valued at 2.08, compared to the broader market-2.000.002.004.006.008.0010.002.082.36
The chart of Omega ratio for MIOIX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.003.501.261.32
The chart of Calmar ratio for MIOIX, currently valued at 0.44, compared to the broader market0.002.004.006.008.0010.0012.0014.000.442.52
The chart of Martin ratio for MIOIX, currently valued at 10.63, compared to the broader market0.0020.0040.0060.0010.6310.99
MIOIX
ACWI

The current MIOIX Sharpe Ratio is 1.45, which is comparable to the ACWI Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of MIOIX and ACWI, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.45
1.73
MIOIX
ACWI

Dividends

MIOIX vs. ACWI - Dividend Comparison

MIOIX has not paid dividends to shareholders, while ACWI's dividend yield for the trailing twelve months is around 1.69%.


TTM20232022202120202019201820172016201520142013
MIOIX
Morgan Stanley Institutional Fund, Inc. International Opportunity Portfolio
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.02%0.21%0.05%0.65%
ACWI
iShares MSCI ACWI ETF
1.69%1.88%1.79%1.71%1.43%2.33%2.25%1.94%2.19%2.56%2.26%1.89%

Drawdowns

MIOIX vs. ACWI - Drawdown Comparison

The maximum MIOIX drawdown since its inception was -61.72%, which is greater than ACWI's maximum drawdown of -56.00%. Use the drawdown chart below to compare losses from any high point for MIOIX and ACWI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-40.79%
-3.22%
MIOIX
ACWI

Volatility

MIOIX vs. ACWI - Volatility Comparison

Morgan Stanley Institutional Fund, Inc. International Opportunity Portfolio (MIOIX) has a higher volatility of 4.14% compared to iShares MSCI ACWI ETF (ACWI) at 3.62%. This indicates that MIOIX's price experiences larger fluctuations and is considered to be riskier than ACWI 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%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.14%
3.62%
MIOIX
ACWI
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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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