MIOIX vs. VOO
Compare and contrast key facts about Morgan Stanley Institutional Fund, Inc. International Opportunity Portfolio (MIOIX) and Vanguard S&P 500 ETF (VOO).
MIOIX is managed by T. Rowe Price. It was launched on Mar 30, 2010. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MIOIX or VOO.
Performance
MIOIX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, MIOIX achieves a 21.93% return, which is significantly lower than VOO's 26.16% return. Over the past 10 years, MIOIX has underperformed VOO with an annualized return of 7.18%, while VOO has yielded a comparatively higher 13.18% annualized return.
MIOIX
21.93%
0.21%
12.20%
27.91%
2.63%
7.18%
VOO
26.16%
1.77%
13.62%
32.33%
15.68%
13.18%
Key characteristics
| MIOIX | VOO | |
|---|---|---|
| Sharpe Ratio | 1.82 | 2.70 |
| Sortino Ratio | 2.58 | 3.60 |
| Omega Ratio | 1.31 | 1.50 |
| Calmar Ratio | 0.54 | 3.90 |
| Martin Ratio | 13.61 | 17.65 |
| Ulcer Index | 2.12% | 1.86% |
| Daily Std Dev | 15.82% | 12.19% |
| Max Drawdown | -61.72% | -33.99% |
| Current Drawdown | -40.28% | -0.86% |
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.
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.
Risk-Adjusted Performance
MIOIX vs. VOO - 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 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.
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 1.24%.
| 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% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
MIOIX vs. VOO - Drawdown Comparison
The maximum MIOIX drawdown since its inception was -61.72%, 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. For additional features, visit the drawdowns tool.
Volatility
MIOIX vs. VOO - Volatility Comparison
Morgan Stanley Institutional Fund, Inc. International Opportunity Portfolio (MIOIX) and Vanguard S&P 500 ETF (VOO) have volatilities of 3.83% 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.