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MSFAX vs. CAEIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSFAX vs. CAEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Institutional Fund, Inc. Global Franchise Portfolio (MSFAX) and Calvert Global Energy Solutions Fund (CAEIX). The values are adjusted to include any dividend payments, if applicable.

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MSFAX vs. CAEIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSFAX
Morgan Stanley Institutional Fund, Inc. Global Franchise Portfolio
-13.49%-11.65%8.94%16.41%-17.26%21.89%13.24%34.63%-1.66%24.68%
CAEIX
Calvert Global Energy Solutions Fund
4.22%32.61%-7.13%5.67%-17.43%6.73%61.52%33.48%-19.26%29.65%

Returns By Period

In the year-to-date period, MSFAX achieves a -13.49% return, which is significantly lower than CAEIX's 4.22% return. Over the past 10 years, MSFAX has underperformed CAEIX with an annualized return of 6.27%, while CAEIX has yielded a comparatively higher 9.93% annualized return.


MSFAX

1D
1.14%
1M
-9.24%
YTD
-13.49%
6M
-26.38%
1Y
-25.95%
3Y*
-3.04%
5Y*
-0.71%
10Y*
6.27%

CAEIX

1D
-0.48%
1M
-7.32%
YTD
4.22%
6M
8.40%
1Y
41.40%
3Y*
7.69%
5Y*
3.40%
10Y*
9.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSFAX vs. CAEIX - Expense Ratio Comparison

MSFAX has a 0.92% expense ratio, which is lower than CAEIX's 0.99% expense ratio.


Return for Risk

MSFAX vs. CAEIX — Risk / Return Rank

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

MSFAX
MSFAX Risk / Return Rank: 00
Overall Rank
MSFAX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
MSFAX Sortino Ratio Rank: 00
Sortino Ratio Rank
MSFAX Omega Ratio Rank: 00
Omega Ratio Rank
MSFAX Calmar Ratio Rank: 00
Calmar Ratio Rank
MSFAX Martin Ratio Rank: 00
Martin Ratio Rank

CAEIX
CAEIX Risk / Return Rank: 9494
Overall Rank
CAEIX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CAEIX Sortino Ratio Rank: 9393
Sortino Ratio Rank
CAEIX Omega Ratio Rank: 8989
Omega Ratio Rank
CAEIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
CAEIX Martin Ratio Rank: 9696
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.

MSFAX vs. CAEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund, Inc. Global Franchise Portfolio (MSFAX) and Calvert Global Energy Solutions Fund (CAEIX). 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.


MSFAXCAEIXDifference

Sharpe ratio

Return per unit of total volatility

-1.33

2.20

-3.53

Sortino ratio

Return per unit of downside risk

-1.68

2.90

-4.58

Omega ratio

Gain probability vs. loss probability

0.72

1.40

-0.68

Calmar ratio

Return relative to maximum drawdown

-0.86

3.39

-4.25

Martin ratio

Return relative to average drawdown

-2.10

14.41

-16.51

MSFAX vs. CAEIX - Sharpe Ratio Comparison

The current MSFAX Sharpe Ratio is -1.33, which is lower than the CAEIX Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of MSFAX and CAEIX, 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


MSFAXCAEIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.33

2.20

-3.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.18

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.51

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.03

+0.57

Correlation

The correlation between MSFAX and CAEIX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MSFAX vs. CAEIX - Dividend Comparison

MSFAX has not paid dividends to shareholders, while CAEIX's dividend yield for the trailing twelve months is around 0.69%.


TTM20252024202320222021202020192018201720162015
MSFAX
Morgan Stanley Institutional Fund, Inc. Global Franchise Portfolio
0.00%0.00%11.85%1.96%1.69%2.75%3.48%8.23%5.76%3.72%3.11%4.75%
CAEIX
Calvert Global Energy Solutions Fund
0.69%0.72%1.17%1.07%0.86%0.49%0.82%1.23%2.00%1.40%1.79%0.72%

Drawdowns

MSFAX vs. CAEIX - Drawdown Comparison

The maximum MSFAX drawdown since its inception was -43.81%, smaller than the maximum CAEIX drawdown of -75.81%. Use the drawdown chart below to compare losses from any high point for MSFAX and CAEIX.


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Drawdown Indicators


MSFAXCAEIXDifference

Max Drawdown

Largest peak-to-trough decline

-43.81%

-75.81%

+32.00%

Max Drawdown (1Y)

Largest decline over 1 year

-30.00%

-11.07%

-18.93%

Max Drawdown (5Y)

Largest decline over 5 years

-33.89%

-32.58%

-1.31%

Max Drawdown (10Y)

Largest decline over 10 years

-33.89%

-37.54%

+3.65%

Current Drawdown

Current decline from peak

-33.13%

-13.12%

-20.01%

Average Drawdown

Average peak-to-trough decline

-5.69%

-49.06%

+43.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.30%

2.62%

+9.68%

Volatility

MSFAX vs. CAEIX - Volatility Comparison

The current volatility for Morgan Stanley Institutional Fund, Inc. Global Franchise Portfolio (MSFAX) is 4.10%, while Calvert Global Energy Solutions Fund (CAEIX) has a volatility of 6.88%. This indicates that MSFAX experiences smaller price fluctuations and is considered to be less risky than CAEIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSFAXCAEIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

6.88%

-2.78%

Volatility (6M)

Calculated over the trailing 6-month period

15.72%

12.14%

+3.58%

Volatility (1Y)

Calculated over the trailing 1-year period

19.24%

18.28%

+0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

19.08%

-2.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.90%

19.61%

-2.71%