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MPFDX vs. SRINX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MPFDX vs. SRINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio (MPFDX) and Columbia Corporate Income Fund (SRINX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MPFDX achieves a -0.83% return, which is significantly lower than SRINX's -0.21% return. Both investments have delivered pretty close results over the past 10 years, with MPFDX having a 2.73% annualized return and SRINX not far behind at 2.68%.


MPFDX

1D
0.10%
1M
-1.96%
6M
-1.38%
YTD
-0.83%
1Y
2.47%
3Y*
4.98%
5Y*
-0.02%
10Y*
2.73%
ALL TIME*
5.72%

SRINX

1D
0.00%
1M
-1.04%
6M
-0.43%
YTD
-0.21%
1Y
3.34%
3Y*
4.62%
5Y*
0.06%
10Y*
2.68%
ALL TIME*
5.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

MPFDX vs. SRINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MPFDX
Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio
-0.83%7.75%2.69%10.05%-16.28%-1.92%10.32%15.73%-3.87%6.91%
SRINX
Columbia Corporate Income Fund
-0.21%7.34%2.05%9.17%-15.52%-0.69%11.38%15.28%-3.50%5.95%

Correlation

The correlation between MPFDX and SRINX is 0.87, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.87

Correlation (3Y)
Balances recent behavior with more history.

0.92

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.94

Correlation (10Y)
Provides a long-term view across more market conditions.

0.93

Correlation (All Time)
Calculated using the full available price history since Aug 31, 1990

0.83

The correlation between MPFDX and SRINX shifts across timeframes, from 0.83 (all time) to 0.94 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

MPFDX vs. SRINX — Risk / Return Rank

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

MPFDX
MPFDX Risk / Return Rank: 1717
Overall Rank
MPFDX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
MPFDX Sortino Ratio Rank: 1616
Sortino Ratio Rank
MPFDX Omega Ratio Rank: 1616
Omega Ratio Rank
MPFDX Calmar Ratio Rank: 1818
Calmar Ratio Rank
MPFDX Martin Ratio Rank: 1919
Martin Ratio Rank

SRINX
SRINX Risk / Return Rank: 2626
Overall Rank
SRINX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SRINX Sortino Ratio Rank: 2525
Sortino Ratio Rank
SRINX Omega Ratio Rank: 2525
Omega Ratio Rank
SRINX Calmar Ratio Rank: 2626
Calmar Ratio Rank
SRINX Martin Ratio Rank: 2727
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.

MPFDX vs. SRINX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio (MPFDX) and Columbia Corporate Income Fund (SRINX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MPFDXSRINXDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.12

1.16

-0.05

Calmar ratioReturn relative to maximum drawdown

0.91

1.21

-0.30

Martin ratioReturn relative to average drawdown

2.64

3.92

-1.28

MPFDX vs. SRINX - Sharpe Ratio Comparison

The current MPFDX Sharpe Ratio is 0.68, which is comparable to the SRINX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of MPFDX and SRINX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MPFDX vs. SRINX - Drawdown Comparison

The maximum MPFDX drawdown since its inception was -25.17%, which is greater than SRINX's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for MPFDX and SRINX.


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Drawdown Indicators


MPFDXSRINXDifference

Max Drawdown

Largest peak-to-trough decline

-25.17%

-21.63%

-3.54%

Max Drawdown (1Y)

Largest decline over 1 year

-3.06%

-3.00%

-0.06%

Max Drawdown (3Y)

Largest decline over 3 years

-6.10%

-5.93%

-0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-22.81%

-21.63%

-1.18%

Max Drawdown (10Y)

Largest decline over 10 years

-25.17%

-21.63%

-3.54%

Current Drawdown

Current decline from peak

-3.72%

-1.58%

-2.14%

Average Drawdown

Average peak-to-trough decline

-3.13%

-2.84%

-0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

0.92%

+0.13%

Volatility

MPFDX vs. SRINX - Volatility Comparison

Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio (MPFDX) and Columbia Corporate Income Fund (SRINX) have volatilities of 1.05% and 1.01%, 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.


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Volatility by Period


MPFDXSRINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

1.01%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

3.16%

3.13%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

4.11%

3.95%

+0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.46%

6.41%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.17%

5.82%

+0.35%

MPFDX vs. SRINX - Expense Ratio Comparison

MPFDX has a 0.70% expense ratio, which is higher than SRINX's 0.62% expense ratio.


Dividends

MPFDX vs. SRINX - Dividend Comparison

MPFDX's dividend yield for the trailing twelve months is around 4.66%, which matches SRINX's 4.69% yield.


PositionTTM20252024202320222021202020192018201720162015
MPFDX
Morgan Stanley Institutional Fund Trust Corporate Bond Portfolio
4.66%4.58%5.40%4.41%3.17%4.74%5.79%2.98%3.04%2.92%3.05%3.12%
SRINX
Columbia Corporate Income Fund
4.69%4.53%3.70%3.63%3.10%4.32%6.71%3.10%3.23%2.69%3.02%3.38%

Frequently Asked Questions


MPFDX and SRINX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MPFDX has higher volatility (1.05%) compared to SRINX (1.01%). In terms of maximum drawdown, MPFDX dropped -25.17% vs SRINX's -21.63%.

SRINX currently has the higher Sharpe Ratio (0.92 vs 0.68), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MPFDX and SRINX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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