MLNIX vs. VMVFX
Compare and contrast key facts about Morgan Stanley Institutional Fund, Inc. Global Concentrated Portfolio (MLNIX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX).
MLNIX is managed by T. Rowe Price. It was launched on May 26, 2016. VMVFX is managed by Vanguard. It was launched on Dec 12, 2013.
Performance
MLNIX vs. VMVFX - Performance Comparison
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MLNIX vs. VMVFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MLNIX Morgan Stanley Institutional Fund, Inc. Global Concentrated Portfolio | -12.75% | 17.59% | 32.90% | 18.42% | -22.28% | 17.75% | 23.52% | 33.11% | -14.62% | 21.09% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 1.71% | 12.74% | 13.38% | 7.82% | -4.48% | 23.74% | -3.99% | 23.28% | -1.79% | 15.44% |
Returns By Period
In the year-to-date period, MLNIX achieves a -12.75% return, which is significantly lower than VMVFX's 1.71% return.
MLNIX
- 1D
- -0.13%
- 1M
- -11.31%
- YTD
- -12.75%
- 6M
- -14.76%
- 1Y
- 4.42%
- 3Y*
- 14.94%
- 5Y*
- 7.01%
- 10Y*
- —
VMVFX
- 1D
- 0.25%
- 1M
- -5.81%
- YTD
- 1.71%
- 6M
- 2.90%
- 1Y
- 8.07%
- 3Y*
- 11.40%
- 5Y*
- 9.94%
- 10Y*
- 9.02%
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MLNIX vs. VMVFX - Expense Ratio Comparison
MLNIX has a 1.00% expense ratio, which is higher than VMVFX's 0.21% expense ratio.
Return for Risk
MLNIX vs. VMVFX — Risk / Return Rank
MLNIX
VMVFX
MLNIX vs. VMVFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund, Inc. Global Concentrated Portfolio (MLNIX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX). 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.
| MLNIX | VMVFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.22 | 0.90 | -0.68 |
Sortino ratioReturn per unit of downside risk | 0.45 | 1.30 | -0.85 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.20 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.15 | 1.06 | -0.91 |
Martin ratioReturn relative to average drawdown | 0.57 | 5.20 | -4.62 |
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
| MLNIX | VMVFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.22 | 0.90 | -0.68 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.93 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.72 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.78 | -0.26 |
Correlation
The correlation between MLNIX and VMVFX is 0.75, 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
MLNIX vs. VMVFX - Dividend Comparison
MLNIX's dividend yield for the trailing twelve months is around 2.15%, less than VMVFX's 9.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MLNIX Morgan Stanley Institutional Fund, Inc. Global Concentrated Portfolio | 2.15% | 1.88% | 0.20% | 0.79% | 0.30% | 3.80% | 0.00% | 1.11% | 0.72% | 0.30% | 0.00% | 0.00% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 9.81% | 9.98% | 3.77% | 3.05% | 4.96% | 12.73% | 2.02% | 5.12% | 7.27% | 2.30% | 2.71% | 3.22% |
Drawdowns
MLNIX vs. VMVFX - Drawdown Comparison
The maximum MLNIX drawdown since its inception was -34.79%, which is greater than VMVFX's maximum drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for MLNIX and VMVFX.
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Drawdown Indicators
| MLNIX | VMVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.79% | -33.09% | -1.70% |
Max Drawdown (1Y)Largest decline over 1 year | -16.10% | -7.96% | -8.14% |
Max Drawdown (5Y)Largest decline over 5 years | -31.85% | -13.02% | -18.83% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.09% | — |
Current DrawdownCurrent decline from peak | -16.10% | -6.03% | -10.07% |
Average DrawdownAverage peak-to-trough decline | -8.10% | -2.84% | -5.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 1.63% | +2.58% |
Volatility
MLNIX vs. VMVFX - Volatility Comparison
Morgan Stanley Institutional Fund, Inc. Global Concentrated Portfolio (MLNIX) has a higher volatility of 6.06% compared to Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) at 2.61%. This indicates that MLNIX's price experiences larger fluctuations and is considered to be riskier than VMVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MLNIX | VMVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.06% | 2.61% | +3.45% |
Volatility (6M)Calculated over the trailing 6-month period | 11.64% | 4.87% | +6.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.18% | 10.02% | +9.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.25% | 10.75% | +8.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.22% | 12.48% | +7.74% |