MIOIX vs. IVFIX
Compare and contrast key facts about Morgan Stanley Institutional Fund, Inc. International Opportunity Portfolio (MIOIX) and Federated Hermes International Strategic Value Dividend Fund (IVFIX).
MIOIX is managed by T. Rowe Price. It was launched on Mar 30, 2010. IVFIX is managed by Federated. It was launched on Jun 3, 2008.
Performance
MIOIX vs. IVFIX - Performance Comparison
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MIOIX vs. IVFIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IVFIX Federated Hermes International Strategic Value Dividend Fund | 5.22% | 31.79% | 1.91% | 11.05% | -2.54% | 11.58% | -1.74% | 20.15% | -11.96% | 14.63% |
Returns By Period
In the year-to-date period, MIOIX achieves a -13.46% return, which is significantly lower than IVFIX's 5.22% return. Over the past 10 years, MIOIX has outperformed IVFIX with an annualized return of 8.15%, while IVFIX has yielded a comparatively lower 7.06% 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%
IVFIX
- 1D
- 0.21%
- 1M
- -6.40%
- YTD
- 5.22%
- 6M
- 10.50%
- 1Y
- 23.17%
- 3Y*
- 13.89%
- 5Y*
- 10.28%
- 10Y*
- 7.06%
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MIOIX vs. IVFIX - Expense Ratio Comparison
MIOIX has a 1.00% expense ratio, which is higher than IVFIX's 0.86% expense ratio.
Return for Risk
MIOIX vs. IVFIX — Risk / Return Rank
MIOIX
IVFIX
MIOIX vs. IVFIX - 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 Federated Hermes International Strategic Value Dividend Fund (IVFIX). 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.
| MIOIX | IVFIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.28 | 1.98 | -2.26 |
Sortino ratioReturn per unit of downside risk | -0.26 | 2.58 | -2.84 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.41 | -0.44 |
Calmar ratioReturn relative to maximum drawdown | -0.40 | 4.08 | -4.48 |
Martin ratioReturn relative to average drawdown | -1.44 | 17.43 | -18.87 |
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
| MIOIX | IVFIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.28 | 1.98 | -2.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.23 | 0.83 | -1.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.49 | -0.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.21 | +0.21 |
Correlation
The correlation between MIOIX and IVFIX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MIOIX vs. IVFIX - Dividend Comparison
MIOIX has not paid dividends to shareholders, while IVFIX's dividend yield for the trailing twelve months is around 3.14%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IVFIX Federated Hermes International Strategic Value Dividend Fund | 3.14% | 3.37% | 4.44% | 4.01% | 3.99% | 3.67% | 3.62% | 3.98% | 4.97% | 4.17% | 3.38% | 3.95% |
Drawdowns
MIOIX vs. IVFIX - Drawdown Comparison
The maximum MIOIX drawdown since its inception was -60.88%, which is greater than IVFIX's maximum drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for MIOIX and IVFIX.
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Drawdown Indicators
| MIOIX | IVFIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.88% | -51.49% | -9.39% |
Max Drawdown (1Y)Largest decline over 1 year | -18.50% | -8.47% | -10.03% |
Max Drawdown (5Y)Largest decline over 5 years | -56.75% | -21.29% | -35.46% |
Max Drawdown (10Y)Largest decline over 10 years | -60.88% | -33.46% | -27.42% |
Current DrawdownCurrent decline from peak | -36.44% | -6.58% | -29.86% |
Average DrawdownAverage peak-to-trough decline | -15.69% | -11.69% | -4.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.19% | 1.98% | +3.21% |
Volatility
MIOIX vs. IVFIX - Volatility Comparison
Morgan Stanley Institutional Fund, Inc. International Opportunity Portfolio (MIOIX) has a higher volatility of 8.78% compared to Federated Hermes International Strategic Value Dividend Fund (IVFIX) at 4.54%. This indicates that MIOIX's price experiences larger fluctuations and is considered to be riskier than IVFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MIOIX | IVFIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.78% | 4.54% | +4.24% |
Volatility (6M)Calculated over the trailing 6-month period | 14.23% | 8.10% | +6.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.07% | 14.63% | +5.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.80% | 12.96% | +11.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.90% | 14.74% | +7.16% |