MIOIX vs. PRWAX
Compare and contrast key facts about Morgan Stanley Institutional Fund, Inc. International Opportunity Portfolio (MIOIX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX).
MIOIX is managed by T. Rowe Price. It was launched on Mar 30, 2010. PRWAX is managed by T. Rowe Price. It was launched on Sep 30, 1985.
Performance
MIOIX vs. PRWAX - Performance Comparison
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MIOIX vs. PRWAX - 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% |
PRWAX T. Rowe Price All-Cap Opportunities Fund | -12.37% | 26.78% | 25.24% | 29.02% | -21.37% | 20.63% | 44.73% | 35.08% | 1.26% | 34.51% |
Returns By Period
In the year-to-date period, MIOIX achieves a -13.46% return, which is significantly lower than PRWAX's -12.37% return. Over the past 10 years, MIOIX has underperformed PRWAX with an annualized return of 8.15%, while PRWAX has yielded a comparatively higher 16.95% 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%
PRWAX
- 1D
- -0.24%
- 1M
- -9.15%
- YTD
- -12.37%
- 6M
- -3.78%
- 1Y
- 16.34%
- 3Y*
- 18.79%
- 5Y*
- 10.36%
- 10Y*
- 16.95%
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MIOIX vs. PRWAX - Expense Ratio Comparison
MIOIX has a 1.00% expense ratio, which is higher than PRWAX's 0.76% expense ratio.
Return for Risk
MIOIX vs. PRWAX — Risk / Return Rank
MIOIX
PRWAX
MIOIX vs. PRWAX - 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 T. Rowe Price All-Cap Opportunities Fund (PRWAX). 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 | PRWAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.28 | 0.87 | -1.15 |
Sortino ratioReturn per unit of downside risk | -0.26 | 1.42 | -1.69 |
Omega ratioGain probability vs. loss probability | 0.97 | 1.20 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | -0.40 | 1.02 | -1.43 |
Martin ratioReturn relative to average drawdown | -1.44 | 3.79 | -5.23 |
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 | PRWAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.28 | 0.87 | -1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.23 | 0.58 | -0.81 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.90 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.59 | -0.18 |
Correlation
The correlation between MIOIX and PRWAX is 0.76, 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. PRWAX - Dividend Comparison
MIOIX has not paid dividends to shareholders, while PRWAX's dividend yield for the trailing twelve months is around 19.01%.
| 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% |
PRWAX T. Rowe Price All-Cap Opportunities Fund | 19.01% | 16.66% | 9.22% | 5.10% | 3.11% | 20.51% | 15.44% | 7.01% | 12.58% | 12.30% | 6.19% | 8.84% |
Drawdowns
MIOIX vs. PRWAX - Drawdown Comparison
The maximum MIOIX drawdown since its inception was -60.88%, which is greater than PRWAX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for MIOIX and PRWAX.
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Drawdown Indicators
| MIOIX | PRWAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.88% | -55.06% | -5.82% |
Max Drawdown (1Y)Largest decline over 1 year | -18.50% | -14.05% | -4.45% |
Max Drawdown (5Y)Largest decline over 5 years | -56.75% | -29.38% | -27.37% |
Max Drawdown (10Y)Largest decline over 10 years | -60.88% | -30.50% | -30.38% |
Current DrawdownCurrent decline from peak | -36.44% | -14.05% | -22.39% |
Average DrawdownAverage peak-to-trough decline | -15.69% | -9.92% | -5.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.19% | 3.79% | +1.40% |
Volatility
MIOIX vs. PRWAX - Volatility Comparison
Morgan Stanley Institutional Fund, Inc. International Opportunity Portfolio (MIOIX) has a higher volatility of 8.78% compared to T. Rowe Price All-Cap Opportunities Fund (PRWAX) at 4.90%. This indicates that MIOIX's price experiences larger fluctuations and is considered to be riskier than PRWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MIOIX | PRWAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.78% | 4.90% | +3.88% |
Volatility (6M)Calculated over the trailing 6-month period | 14.23% | 12.45% | +1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.07% | 19.42% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.80% | 17.88% | +6.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.90% | 18.82% | +3.08% |