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MSAQX vs. MATFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSAQX vs. MATFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Institutional Fund, Inc. Asia Opportunity Portfolio (MSAQX) and Matthews Asia Innovators Fund (MATFX). The values are adjusted to include any dividend payments, if applicable.

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MSAQX vs. MATFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSAQX
Morgan Stanley Institutional Fund, Inc. Asia Opportunity Portfolio
-11.91%2.06%19.71%-6.83%-22.01%-20.52%52.55%44.74%-13.64%76.83%
MATFX
Matthews Asia Innovators Fund
6.71%30.22%16.47%-1.77%-24.66%-5.90%86.75%29.60%-18.59%52.78%

Returns By Period

In the year-to-date period, MSAQX achieves a -11.91% return, which is significantly lower than MATFX's 6.71% return. Over the past 10 years, MSAQX has underperformed MATFX with an annualized return of 7.78%, while MATFX has yielded a comparatively higher 11.50% annualized return.


MSAQX

1D
-1.08%
1M
-15.56%
YTD
-11.91%
6M
-21.86%
1Y
-11.91%
3Y*
-0.57%
5Y*
-9.29%
10Y*
7.78%

MATFX

1D
-1.05%
1M
-9.74%
YTD
6.71%
6M
3.63%
1Y
36.32%
3Y*
15.76%
5Y*
2.57%
10Y*
11.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSAQX vs. MATFX - Expense Ratio Comparison

MSAQX has a 1.10% expense ratio, which is lower than MATFX's 1.18% expense ratio.


Return for Risk

MSAQX vs. MATFX — Risk / Return Rank

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

MSAQX
MSAQX Risk / Return Rank: 11
Overall Rank
MSAQX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MSAQX Sortino Ratio Rank: 11
Sortino Ratio Rank
MSAQX Omega Ratio Rank: 11
Omega Ratio Rank
MSAQX Calmar Ratio Rank: 11
Calmar Ratio Rank
MSAQX Martin Ratio Rank: 11
Martin Ratio Rank

MATFX
MATFX Risk / Return Rank: 8181
Overall Rank
MATFX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
MATFX Sortino Ratio Rank: 8686
Sortino Ratio Rank
MATFX Omega Ratio Rank: 8282
Omega Ratio Rank
MATFX Calmar Ratio Rank: 8080
Calmar Ratio Rank
MATFX Martin Ratio Rank: 7070
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.

MSAQX vs. MATFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund, Inc. Asia Opportunity Portfolio (MSAQX) and Matthews Asia Innovators Fund (MATFX). 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.


MSAQXMATFXDifference

Sharpe ratio

Return per unit of total volatility

-0.62

1.72

-2.34

Sortino ratio

Return per unit of downside risk

-0.73

2.28

-3.01

Omega ratio

Gain probability vs. loss probability

0.90

1.32

-0.42

Calmar ratio

Return relative to maximum drawdown

-0.58

1.92

-2.50

Martin ratio

Return relative to average drawdown

-1.63

6.58

-8.21

MSAQX vs. MATFX - Sharpe Ratio Comparison

The current MSAQX Sharpe Ratio is -0.62, which is lower than the MATFX Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of MSAQX and MATFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MSAQXMATFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.62

1.72

-2.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.39

0.11

-0.50

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.52

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.25

+0.10

Correlation

The correlation between MSAQX and MATFX is 0.87, 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

MSAQX vs. MATFX - Dividend Comparison

Neither MSAQX nor MATFX has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
MSAQX
Morgan Stanley Institutional Fund, Inc. Asia Opportunity Portfolio
0.00%0.00%1.82%0.26%0.00%0.88%1.06%0.05%0.69%1.12%2.24%0.00%
MATFX
Matthews Asia Innovators Fund
0.00%0.00%0.00%0.00%26.54%31.07%1.67%0.29%2.63%8.44%0.00%15.24%

Drawdowns

MSAQX vs. MATFX - Drawdown Comparison

The maximum MSAQX drawdown since its inception was -61.11%, smaller than the maximum MATFX drawdown of -76.88%. Use the drawdown chart below to compare losses from any high point for MSAQX and MATFX.


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Drawdown Indicators


MSAQXMATFXDifference

Max Drawdown

Largest peak-to-trough decline

-61.11%

-76.88%

+15.77%

Max Drawdown (1Y)

Largest decline over 1 year

-23.57%

-13.52%

-10.05%

Max Drawdown (5Y)

Largest decline over 5 years

-54.44%

-45.33%

-9.11%

Max Drawdown (10Y)

Largest decline over 10 years

-61.11%

-52.42%

-8.69%

Current Drawdown

Current decline from peak

-49.26%

-10.64%

-38.62%

Average Drawdown

Average peak-to-trough decline

-24.17%

-28.35%

+4.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.34%

4.75%

+3.59%

Volatility

MSAQX vs. MATFX - Volatility Comparison

Morgan Stanley Institutional Fund, Inc. Asia Opportunity Portfolio (MSAQX) and Matthews Asia Innovators Fund (MATFX) have volatilities of 10.10% and 9.83%, 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


MSAQXMATFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.10%

9.83%

+0.27%

Volatility (6M)

Calculated over the trailing 6-month period

15.58%

15.52%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

20.48%

21.52%

-1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.07%

23.97%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.04%

22.22%

-0.18%