PortfoliosLab logoPortfoliosLab logo
MIOIX vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MIOIX vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MIOIX vs. VOO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MIOIX
Morgan Stanley Institutional Fund, Inc. International Opportunity Portfolio
-10.22%12.64%19.32%21.11%-43.76%-5.25%55.49%35.20%-12.03%53.41%
VOO
Vanguard S&P 500 ETF
-3.66%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%

Returns By Period

In the year-to-date period, MIOIX achieves a -10.22% return, which is significantly lower than VOO's -3.66% return. Over the past 10 years, MIOIX has underperformed VOO with an annualized return of 8.54%, while VOO has yielded a comparatively higher 14.14% annualized return.


MIOIX

1D
3.73%
1M
-10.92%
YTD
-10.22%
6M
-13.17%
1Y
-1.10%
3Y*
7.75%
5Y*
-5.30%
10Y*
8.54%

VOO

1D
0.79%
1M
-4.29%
YTD
-3.66%
6M
-1.41%
1Y
18.17%
3Y*
18.58%
5Y*
11.93%
10Y*
14.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. VOO - Expense Ratio Comparison

MIOIX has a 1.00% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

MIOIX vs. VOO — Risk / Return Rank

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

MIOIX
MIOIX Risk / Return Rank: 44
Overall Rank
MIOIX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
MIOIX Sortino Ratio Rank: 44
Sortino Ratio Rank
MIOIX Omega Ratio Rank: 44
Omega Ratio Rank
MIOIX Calmar Ratio Rank: 44
Calmar Ratio Rank
MIOIX Martin Ratio Rank: 44
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6060
Overall Rank
VOO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5757
Sortino Ratio Rank
VOO Omega Ratio Rank: 6161
Omega Ratio Rank
VOO Calmar Ratio Rank: 5959
Calmar Ratio Rank
VOO Martin Ratio Rank: 6969
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. VOO - 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 Vanguard S&P 500 ETF (VOO). 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.


MIOIXVOODifference

Sharpe ratio

Return per unit of total volatility

-0.05

1.01

-1.06

Sortino ratio

Return per unit of downside risk

0.07

1.53

-1.47

Omega ratio

Gain probability vs. loss probability

1.01

1.23

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.12

1.55

-1.67

Martin ratio

Return relative to average drawdown

-0.41

7.31

-7.71

MIOIX vs. VOO - Sharpe Ratio Comparison

The current MIOIX Sharpe Ratio is -0.05, which is lower than the VOO Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of MIOIX and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MIOIXVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

1.01

-1.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

0.71

-0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.79

-0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.83

-0.41

Correlation

The correlation between MIOIX and VOO is 0.73, 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. VOO - Dividend Comparison

MIOIX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.18%.


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%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

MIOIX vs. VOO - Drawdown Comparison

The maximum MIOIX drawdown since its inception was -60.88%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MIOIX and VOO.


Loading graphics...

Drawdown Indicators


MIOIXVOODifference

Max Drawdown

Largest peak-to-trough decline

-60.88%

-33.99%

-26.89%

Max Drawdown (1Y)

Largest decline over 1 year

-18.50%

-11.98%

-6.52%

Max Drawdown (5Y)

Largest decline over 5 years

-56.75%

-24.52%

-32.23%

Max Drawdown (10Y)

Largest decline over 10 years

-60.88%

-33.99%

-26.89%

Current Drawdown

Current decline from peak

-34.06%

-5.55%

-28.51%

Average Drawdown

Average peak-to-trough decline

-15.69%

-3.72%

-11.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.27%

2.55%

+2.72%

Volatility

MIOIX vs. VOO - Volatility Comparison

Morgan Stanley Institutional Fund, Inc. International Opportunity Portfolio (MIOIX) has a higher volatility of 9.82% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that MIOIX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MIOIXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

9.82%

5.34%

+4.48%

Volatility (6M)

Calculated over the trailing 6-month period

14.69%

9.47%

+5.22%

Volatility (1Y)

Calculated over the trailing 1-year period

20.38%

18.11%

+2.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.85%

16.82%

+8.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.93%

17.99%

+3.94%