MSFAX vs. TRBCX
MSFAX (Morgan Stanley Institutional Fund, Inc. Global Franchise Portfolio) and TRBCX (T. Rowe Price Blue Chip Growth Fund) are both mutual funds - MSFAX is a Global Equities fund managed by T. Rowe Price, while TRBCX is a Large Cap Growth Equities fund actively managed by T. Rowe Price. Over the past 10 years, MSFAX returned 6.79%/yr vs 16.56%/yr for TRBCX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. MSFAX charges 0.92%/yr vs 0.69%/yr for TRBCX.
Performance
MSFAX vs. TRBCX - Performance Comparison
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Returns By Period
In the year-to-date period, MSFAX achieves a -5.83% return, which is significantly lower than TRBCX's -1.84% return. Over the past 10 years, MSFAX has underperformed TRBCX with an annualized return of 6.79%, while TRBCX has yielded a comparatively higher 16.56% annualized return.
MSFAX
- 1D
- 0.72%
- 1M
- 2.72%
- 6M
- -3.42%
- YTD
- -5.83%
- 1Y
- -20.48%
- 3Y*
- -2.17%
- 5Y*
- -1.19%
- 10Y*
- 6.79%
- ALL TIME*
- 10.11%
TRBCX
- 1D
- 1.54%
- 1M
- -0.95%
- 6M
- -0.12%
- YTD
- -1.84%
- 1Y
- 6.79%
- 3Y*
- 23.00%
- 5Y*
- 10.10%
- 10Y*
- 16.56%
- ALL TIME*
- 12.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MSFAX vs. TRBCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSFAX Morgan Stanley Institutional Fund, Inc. Global Franchise Portfolio | -5.83% | -11.65% | 8.94% | 16.41% | -17.26% | 21.89% | 13.24% | 34.63% | -1.66% | 24.68% |
TRBCX T. Rowe Price Blue Chip Growth Fund | -1.84% | 18.78% | 48.46% | 49.42% | -38.57% | 17.54% | 34.73% | 29.97% | 2.00% | 36.54% |
Correlation
The correlation between MSFAX and TRBCX is 0.38, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.38 |
Correlation (3Y) Balances recent behavior with more history. | 0.51 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2001 | 0.68 |
Over the past year, the correlation between MSFAX and TRBCX has dropped to 0.38 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
MSFAX vs. TRBCX — Risk / Return Rank
MSFAX
TRBCX
MSFAX vs. TRBCX - 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 T. Rowe Price Blue Chip Growth Fund (TRBCX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| MSFAX | TRBCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.89 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.05 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 0.26 | -0.99 |
| Martin ratioReturn relative to average drawdown | -1.15 | 0.78 | -1.93 |
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Drawdowns
MSFAX vs. TRBCX - Drawdown Comparison
The maximum MSFAX drawdown since its inception was -43.81%, smaller than the maximum TRBCX drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for MSFAX and TRBCX.
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Drawdown Indicators
| MSFAX | TRBCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.81% | -54.56% | +10.75% |
Max Drawdown (1Y)Largest decline over 1 year | -29.20% | -17.01% | -12.19% |
Max Drawdown (3Y)Largest decline over 3 years | -33.89% | -23.08% | -10.81% |
Max Drawdown (5Y)Largest decline over 5 years | -33.89% | -43.63% | +9.74% |
Max Drawdown (10Y)Largest decline over 10 years | -33.89% | -43.63% | +9.74% |
Current DrawdownCurrent decline from peak | -27.22% | -7.58% | -19.64% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -11.28% | +5.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.50% | 5.67% | +12.83% |
Volatility
MSFAX vs. TRBCX - Volatility Comparison
The current volatility for Morgan Stanley Institutional Fund, Inc. Global Franchise Portfolio (MSFAX) is 4.89%, while T. Rowe Price Blue Chip Growth Fund (TRBCX) has a volatility of 6.15%. This indicates that MSFAX experiences smaller price fluctuations and is considered to be less risky than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFAX | TRBCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 6.15% | -1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 10.64% | 15.49% | -4.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.75% | 18.64% | -0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.12% | 24.27% | -7.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 22.89% | -5.99% |
MSFAX vs. TRBCX - Expense Ratio Comparison
MSFAX has a 0.92% expense ratio, which is higher than TRBCX's 0.69% expense ratio.
Dividends
MSFAX vs. TRBCX - Dividend Comparison
MSFAX has not paid dividends to shareholders, while TRBCX's dividend yield for the trailing twelve months is around 5.34%.
| Position | 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% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 5.34% | 5.25% | 18.16% | 3.49% | 5.87% | 9.38% | 1.19% | 0.36% | 2.44% | 2.94% | 0.67% | 3.26% |
Frequently Asked Questions
MSFAX and TRBCX have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRBCX has higher volatility (6.15%) compared to MSFAX (4.89%). In terms of maximum drawdown, MSFAX dropped -43.81% vs TRBCX's -54.56%.
TRBCX currently has the higher Sharpe Ratio (0.24 vs -1.21), 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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