MSFAX vs. GAOAX
Compare and contrast key facts about Morgan Stanley Institutional Fund, Inc. Global Franchise Portfolio (MSFAX) and JPMorgan Global Allocation Fund A (GAOAX).
MSFAX is managed by T. Rowe Price. It was launched on Nov 27, 2001. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
MSFAX vs. GAOAX - Performance Comparison
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MSFAX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GAOAX JPMorgan Global Allocation Fund A | -5.28% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Returns By Period
In the year-to-date period, MSFAX achieves a -13.49% return, which is significantly lower than GAOAX's -5.28% return. Over the past 10 years, MSFAX has outperformed GAOAX with an annualized return of 6.27%, while GAOAX has yielded a comparatively lower 5.59% 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%
GAOAX
- 1D
- -0.10%
- 1M
- -8.53%
- YTD
- -5.28%
- 6M
- -3.90%
- 1Y
- 8.28%
- 3Y*
- 7.88%
- 5Y*
- 1.78%
- 10Y*
- 5.59%
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MSFAX vs. GAOAX - Expense Ratio Comparison
MSFAX has a 0.92% expense ratio, which is lower than GAOAX's 1.04% expense ratio.
Return for Risk
MSFAX vs. GAOAX — Risk / Return Rank
MSFAX
GAOAX
MSFAX vs. GAOAX - 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 JPMorgan Global Allocation Fund A (GAOAX). 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.
| MSFAX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.33 | 0.72 | -2.06 |
Sortino ratioReturn per unit of downside risk | -1.68 | 1.06 | -2.74 |
Omega ratioGain probability vs. loss probability | 0.72 | 1.15 | -0.43 |
Calmar ratioReturn relative to maximum drawdown | -0.86 | 0.82 | -1.68 |
Martin ratioReturn relative to average drawdown | -2.10 | 3.42 | -5.52 |
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
| MSFAX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.33 | 0.72 | -2.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.16 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.52 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.53 | +0.07 |
Correlation
The correlation between MSFAX and GAOAX is 0.78, 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
MSFAX vs. GAOAX - Dividend Comparison
MSFAX has not paid dividends to shareholders, while GAOAX's dividend yield for the trailing twelve months is around 10.19%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GAOAX JPMorgan Global Allocation Fund A | 10.19% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
MSFAX vs. GAOAX - Drawdown Comparison
The maximum MSFAX drawdown since its inception was -43.81%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for MSFAX and GAOAX.
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Drawdown Indicators
| MSFAX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.81% | -29.02% | -14.79% |
Max Drawdown (1Y)Largest decline over 1 year | -30.00% | -8.95% | -21.05% |
Max Drawdown (5Y)Largest decline over 5 years | -33.89% | -29.02% | -4.87% |
Max Drawdown (10Y)Largest decline over 10 years | -33.89% | -29.02% | -4.87% |
Current DrawdownCurrent decline from peak | -33.13% | -8.95% | -24.18% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -6.01% | +0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.30% | 2.15% | +10.15% |
Volatility
MSFAX vs. GAOAX - Volatility Comparison
The current volatility for Morgan Stanley Institutional Fund, Inc. Global Franchise Portfolio (MSFAX) is 4.10%, while JPMorgan Global Allocation Fund A (GAOAX) has a volatility of 4.64%. This indicates that MSFAX experiences smaller price fluctuations and is considered to be less risky than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFAX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 4.64% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 15.72% | 7.42% | +8.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.24% | 11.46% | +7.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 11.02% | +5.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 10.80% | +6.10% |