MSFAX vs. IDV
Compare and contrast key facts about Morgan Stanley Institutional Fund, Inc. Global Franchise Portfolio (MSFAX) and iShares International Select Dividend ETF (IDV).
MSFAX is managed by T. Rowe Price. It was launched on Nov 27, 2001. IDV is a passively managed fund by iShares that tracks the performance of the Dow Jones EPAC Select Dividend. It was launched on Jun 11, 2007.
Performance
MSFAX vs. IDV - Performance Comparison
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MSFAX vs. IDV - 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% |
IDV iShares International Select Dividend ETF | 8.40% | 52.16% | 4.00% | 10.32% | -6.40% | 12.00% | -5.94% | 23.56% | -10.37% | 19.74% |
Returns By Period
In the year-to-date period, MSFAX achieves a -13.49% return, which is significantly lower than IDV's 8.40% return. Over the past 10 years, MSFAX has underperformed IDV with an annualized return of 6.27%, while IDV has yielded a comparatively higher 10.18% 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%
IDV
- 1D
- 2.73%
- 1M
- -4.29%
- YTD
- 8.40%
- 6M
- 18.79%
- 1Y
- 44.72%
- 3Y*
- 22.87%
- 5Y*
- 12.71%
- 10Y*
- 10.18%
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MSFAX vs. IDV - Expense Ratio Comparison
MSFAX has a 0.92% expense ratio, which is higher than IDV's 0.49% expense ratio.
Return for Risk
MSFAX vs. IDV — Risk / Return Rank
MSFAX
IDV
MSFAX vs. IDV - 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 iShares International Select Dividend ETF (IDV). 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 | IDV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.33 | 2.88 | -4.21 |
Sortino ratioReturn per unit of downside risk | -1.68 | 3.58 | -5.26 |
Omega ratioGain probability vs. loss probability | 0.72 | 1.59 | -0.87 |
Calmar ratioReturn relative to maximum drawdown | -0.86 | 4.08 | -4.94 |
Martin ratioReturn relative to average drawdown | -2.10 | 18.18 | -20.28 |
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 | IDV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.33 | 2.88 | -4.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.83 | -0.87 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.57 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.21 | +0.39 |
Correlation
The correlation between MSFAX and IDV is 0.71, 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. IDV - Dividend Comparison
MSFAX has not paid dividends to shareholders, while IDV's dividend yield for the trailing twelve months is around 4.61%.
| 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% |
IDV iShares International Select Dividend ETF | 4.61% | 4.94% | 6.46% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.52% | 4.69% | 5.08% |
Drawdowns
MSFAX vs. IDV - Drawdown Comparison
The maximum MSFAX drawdown since its inception was -43.81%, smaller than the maximum IDV drawdown of -70.14%. Use the drawdown chart below to compare losses from any high point for MSFAX and IDV.
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Drawdown Indicators
| MSFAX | IDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.81% | -70.14% | +26.33% |
Max Drawdown (1Y)Largest decline over 1 year | -30.00% | -10.76% | -19.24% |
Max Drawdown (5Y)Largest decline over 5 years | -33.89% | -29.19% | -4.70% |
Max Drawdown (10Y)Largest decline over 10 years | -33.89% | -42.50% | +8.61% |
Current DrawdownCurrent decline from peak | -33.13% | -4.55% | -28.58% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -15.53% | +9.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.30% | 2.41% | +9.89% |
Volatility
MSFAX vs. IDV - Volatility Comparison
The current volatility for Morgan Stanley Institutional Fund, Inc. Global Franchise Portfolio (MSFAX) is 4.10%, while iShares International Select Dividend ETF (IDV) has a volatility of 6.94%. This indicates that MSFAX experiences smaller price fluctuations and is considered to be less risky than IDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFAX | IDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 6.94% | -2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 15.72% | 9.93% | +5.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.24% | 15.62% | +3.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 15.48% | +1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 17.97% | -1.07% |