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MIOIX vs. GFFFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIOIX vs. GFFFX - 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 American Funds The Growth Fund of America (GFFFX). The values are adjusted to include any dividend payments, if applicable.

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MIOIX vs. GFFFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MIOIX
Morgan Stanley Institutional Fund, Inc. International Opportunity Portfolio
-13.46%12.64%19.32%21.11%-43.76%-5.25%55.49%35.20%-12.03%53.41%
GFFFX
American Funds The Growth Fund of America
-11.18%19.96%28.28%37.51%-30.61%19.55%38.16%28.43%-2.96%26.38%

Returns By Period

In the year-to-date period, MIOIX achieves a -13.46% return, which is significantly lower than GFFFX's -11.18% return. Over the past 10 years, MIOIX has underperformed GFFFX with an annualized return of 8.15%, while GFFFX has yielded a comparatively higher 14.16% annualized return.


MIOIX

1D
-0.89%
1M
-15.22%
YTD
-13.46%
6M
-16.22%
1Y
-4.66%
3Y*
6.44%
5Y*
-5.59%
10Y*
8.15%

GFFFX

1D
-0.48%
1M
-9.64%
YTD
-11.18%
6M
-9.80%
1Y
13.80%
3Y*
19.10%
5Y*
8.75%
10Y*
14.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MIOIX vs. GFFFX - Expense Ratio Comparison

MIOIX has a 1.00% expense ratio, which is higher than GFFFX's 0.40% expense ratio.


Return for Risk

MIOIX vs. GFFFX — Risk / Return Rank

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

MIOIX
MIOIX Risk / Return Rank: 22
Overall Rank
MIOIX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
MIOIX Sortino Ratio Rank: 33
Sortino Ratio Rank
MIOIX Omega Ratio Rank: 33
Omega Ratio Rank
MIOIX Calmar Ratio Rank: 22
Calmar Ratio Rank
MIOIX Martin Ratio Rank: 11
Martin Ratio Rank

GFFFX
GFFFX Risk / Return Rank: 2929
Overall Rank
GFFFX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
GFFFX Sortino Ratio Rank: 3232
Sortino Ratio Rank
GFFFX Omega Ratio Rank: 3131
Omega Ratio Rank
GFFFX Calmar Ratio Rank: 2727
Calmar Ratio Rank
GFFFX Martin Ratio Rank: 2828
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MIOIX vs. GFFFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund, Inc. International Opportunity Portfolio (MIOIX) and American Funds The Growth Fund of America (GFFFX). 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.


MIOIXGFFFXDifference

Sharpe ratio

Return per unit of total volatility

-0.28

0.66

-0.94

Sortino ratio

Return per unit of downside risk

-0.26

1.08

-1.35

Omega ratio

Gain probability vs. loss probability

0.97

1.15

-0.19

Calmar ratio

Return relative to maximum drawdown

-0.40

0.78

-1.18

Martin ratio

Return relative to average drawdown

-1.44

2.99

-4.43

MIOIX vs. GFFFX - Sharpe Ratio Comparison

The current MIOIX Sharpe Ratio is -0.28, which is lower than the GFFFX Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of MIOIX and GFFFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MIOIXGFFFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.28

0.66

-0.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

0.44

-0.66

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.72

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.74

-0.32

Correlation

The correlation between MIOIX and GFFFX is 0.79, 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.


Dividends

MIOIX vs. GFFFX - Dividend Comparison

MIOIX has not paid dividends to shareholders, while GFFFX's dividend yield for the trailing twelve months is around 12.33%.


TTM20252024202320222021202020192018201720162015
MIOIX
Morgan Stanley Institutional Fund, Inc. International Opportunity Portfolio
0.00%0.00%0.16%0.00%9.25%2.13%0.24%0.00%0.24%1.63%0.02%3.15%
GFFFX
American Funds The Growth Fund of America
12.33%10.95%9.23%7.64%4.32%8.42%4.51%7.38%12.29%7.27%6.87%9.13%

Drawdowns

MIOIX vs. GFFFX - Drawdown Comparison

The maximum MIOIX drawdown since its inception was -60.88%, which is greater than GFFFX's maximum drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for MIOIX and GFFFX.


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Drawdown Indicators


MIOIXGFFFXDifference

Max Drawdown

Largest peak-to-trough decline

-60.88%

-36.26%

-24.62%

Max Drawdown (1Y)

Largest decline over 1 year

-18.50%

-13.74%

-4.76%

Max Drawdown (5Y)

Largest decline over 5 years

-56.75%

-36.26%

-20.49%

Max Drawdown (10Y)

Largest decline over 10 years

-60.88%

-36.26%

-24.62%

Current Drawdown

Current decline from peak

-36.44%

-13.74%

-22.70%

Average Drawdown

Average peak-to-trough decline

-15.69%

-5.60%

-10.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.19%

3.56%

+1.63%

Volatility

MIOIX vs. GFFFX - Volatility Comparison

Morgan Stanley Institutional Fund, Inc. International Opportunity Portfolio (MIOIX) has a higher volatility of 8.78% compared to American Funds The Growth Fund of America (GFFFX) at 5.47%. This indicates that MIOIX's price experiences larger fluctuations and is considered to be riskier than GFFFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIOIXGFFFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.78%

5.47%

+3.31%

Volatility (6M)

Calculated over the trailing 6-month period

14.23%

11.61%

+2.62%

Volatility (1Y)

Calculated over the trailing 1-year period

20.07%

20.77%

-0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.80%

20.17%

+4.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.90%

19.61%

+2.29%