MSACX vs. TBCIX
MSACX (Morgan Stanley Institutional Fund, Inc. Active International Allocation Portfolio) and TBCIX (T. Rowe Price Blue Chip Growth Fund I Class) are both mutual funds - MSACX is a Foreign Large Cap Equities fund managed by T. Rowe Price, while TBCIX is a Large Cap Growth Equities fund managed by T. Rowe Price. Over the past 10 years, MSACX returned 8.95%/yr vs 17.93%/yr for TBCIX. A 0.68 correlation means they provide meaningful diversification when combined. MSACX charges 0.90%/yr vs 0.56%/yr for TBCIX.
Performance
MSACX vs. TBCIX - Performance Comparison
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Returns By Period
In the year-to-date period, MSACX achieves a 17.05% return, which is significantly higher than TBCIX's 5.54% return. Over the past 10 years, MSACX has underperformed TBCIX with an annualized return of 8.95%, while TBCIX has yielded a comparatively higher 17.93% annualized return.
MSACX
- 1D
- 0.68%
- 1M
- 5.92%
- YTD
- 17.05%
- 6M
- 5.92%
- 1Y
- 17.93%
- 3Y*
- 16.30%
- 5Y*
- 4.86%
- 10Y*
- 8.95%
TBCIX
- 1D
- -0.69%
- 1M
- 5.17%
- YTD
- 5.54%
- 6M
- 5.71%
- 1Y
- 22.23%
- 3Y*
- 29.00%
- 5Y*
- 14.09%
- 10Y*
- 17.93%
MSACX vs. TBCIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSACX Morgan Stanley Institutional Fund, Inc. Active International Allocation Portfolio | 17.05% | 21.80% | 7.17% | 12.50% | -21.58% | 2.26% | 30.48% | 22.42% | -15.15% | 24.79% |
TBCIX T. Rowe Price Blue Chip Growth Fund I Class | 5.54% | 18.94% | 48.73% | 49.61% | -38.48% | 18.30% | 34.90% | 30.30% | 2.13% | 36.68% |
Correlation
The correlation between MSACX and TBCIX is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.68 |
The correlation between MSACX and TBCIX shifts across timeframes, from 0.58 (3 years) to 0.68 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
MSACX vs. TBCIX — Risk / Return Rank
MSACX
TBCIX
MSACX vs. TBCIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund, Inc. Active International Allocation Portfolio (MSACX) and T. Rowe Price Blue Chip Growth Fund I Class (TBCIX). 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.
| MSACX | TBCIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.26 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | 1.36 | -0.08 |
| Martin ratioReturn relative to average drawdown | 4.43 | 4.57 | -0.14 |
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
| MSACX | TBCIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.47 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.59 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.79 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.76 | -0.38 |
Drawdowns
MSACX vs. TBCIX - Drawdown Comparison
The maximum MSACX drawdown since its inception was -55.43%, which is greater than TBCIX's maximum drawdown of -43.26%. Use the drawdown chart below to compare losses from any high point for MSACX and TBCIX.
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Drawdown Indicators
| MSACX | TBCIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.43% | -43.26% | -12.17% |
Max Drawdown (1Y)Largest decline over 1 year | -13.85% | -16.96% | +3.11% |
Max Drawdown (3Y)Largest decline over 3 years | -13.85% | -23.06% | +9.21% |
Max Drawdown (5Y)Largest decline over 5 years | -37.36% | -43.26% | +5.90% |
Max Drawdown (10Y)Largest decline over 10 years | -37.36% | -43.26% | +5.90% |
Current DrawdownCurrent decline from peak | 0.00% | -0.69% | +0.69% |
Average DrawdownAverage peak-to-trough decline | -12.25% | -8.07% | -4.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 5.01% | -1.05% |
Volatility
MSACX vs. TBCIX - Volatility Comparison
Morgan Stanley Institutional Fund, Inc. Active International Allocation Portfolio (MSACX) has a higher volatility of 5.00% compared to T. Rowe Price Blue Chip Growth Fund I Class (TBCIX) at 3.57%. This indicates that MSACX's price experiences larger fluctuations and is considered to be riskier than TBCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSACX | TBCIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 3.57% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 18.77% | 12.01% | +6.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.69% | 15.64% | +4.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.74% | 23.91% | -5.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.28% | 22.76% | -4.48% |
MSACX vs. TBCIX - Expense Ratio Comparison
MSACX has a 0.90% expense ratio, which is higher than TBCIX's 0.56% expense ratio.
Dividends
MSACX vs. TBCIX - Dividend Comparison
MSACX has not paid dividends to shareholders, while TBCIX's dividend yield for the trailing twelve months is around 4.93%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSACX Morgan Stanley Institutional Fund, Inc. Active International Allocation Portfolio | 0.00% | 0.00% | 3.49% | 3.41% | 1.73% | 8.51% | 0.04% | 1.25% | 1.70% | 2.04% | 2.42% | 0.97% |
TBCIX T. Rowe Price Blue Chip Growth Fund I Class | 4.93% | 5.20% | 18.28% | 3.47% | 5.84% | 10.03% | 1.18% | 0.59% | 2.50% | 3.05% | 0.81% | 0.00% |
Frequently Asked Questions
MSACX and TBCIX have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSACX has higher volatility (5.00%) compared to TBCIX (3.57%). In terms of maximum drawdown, MSACX dropped -55.43% vs TBCIX's -43.26%.
TBCIX currently has the higher Sharpe Ratio (1.47 vs 0.90), 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.
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