MIOIX vs. FNDF
Compare and contrast key facts about Morgan Stanley Institutional Fund, Inc. International Opportunity Portfolio (MIOIX) and Schwab Fundamental International Large Company Index ETF (FNDF).
MIOIX is managed by T. Rowe Price. It was launched on Mar 30, 2010. FNDF is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental Developed ex-U.S. Large Company Index. It was launched on Aug 15, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MIOIX or FNDF.
Performance
MIOIX vs. FNDF - Performance Comparison
Returns By Period
In the year-to-date period, MIOIX achieves a 21.35% return, which is significantly higher than FNDF's 4.56% return. Over the past 10 years, MIOIX has outperformed FNDF with an annualized return of 7.16%, while FNDF has yielded a comparatively lower 5.47% annualized return.
MIOIX
21.35%
-0.72%
10.14%
27.46%
2.60%
7.16%
FNDF
4.56%
-4.53%
-3.16%
9.90%
7.40%
5.47%
Key characteristics
| MIOIX | FNDF | |
|---|---|---|
| Sharpe Ratio | 1.84 | 0.81 |
| Sortino Ratio | 2.60 | 1.15 |
| Omega Ratio | 1.31 | 1.14 |
| Calmar Ratio | 0.54 | 1.23 |
| Martin Ratio | 13.83 | 3.89 |
| Ulcer Index | 2.11% | 2.63% |
| Daily Std Dev | 15.89% | 12.62% |
| Max Drawdown | -61.72% | -40.14% |
| Current Drawdown | -40.56% | -7.32% |
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MIOIX vs. FNDF - Expense Ratio Comparison
MIOIX has a 1.00% expense ratio, which is higher than FNDF's 0.25% expense ratio.
Correlation
The correlation between MIOIX and FNDF is 0.71, 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.
Risk-Adjusted Performance
MIOIX vs. FNDF - 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 Schwab Fundamental International Large Company Index ETF (FNDF). 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.
Dividends
MIOIX vs. FNDF - Dividend Comparison
MIOIX has not paid dividends to shareholders, while FNDF's dividend yield for the trailing twelve months is around 3.11%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FNDF Schwab Fundamental International Large Company Index ETF | 3.11% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% | 1.83% | 0.48% |
Drawdowns
MIOIX vs. FNDF - Drawdown Comparison
The maximum MIOIX drawdown since its inception was -61.72%, which is greater than FNDF's maximum drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for MIOIX and FNDF. For additional features, visit the drawdowns tool.
Volatility
MIOIX vs. FNDF - Volatility Comparison
Morgan Stanley Institutional Fund, Inc. International Opportunity Portfolio (MIOIX) and Schwab Fundamental International Large Company Index ETF (FNDF) have volatilities of 3.86% and 3.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.