MSFAX vs. TRLGX
Compare and contrast key facts about Morgan Stanley Institutional Fund, Inc. Global Franchise Portfolio (MSFAX) and T. Rowe Price Large-Cap Growth Fund (TRLGX).
MSFAX is managed by T. Rowe Price. It was launched on Nov 27, 2001. TRLGX is managed by T. Rowe Price. It was launched on Oct 31, 2001.
Performance
MSFAX vs. TRLGX - Performance Comparison
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MSFAX vs. TRLGX - 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% |
TRLGX T. Rowe Price Large-Cap Growth Fund | -11.46% | 17.51% | 37.57% | 46.22% | -35.26% | 23.24% | 39.57% | 28.51% | 4.35% | 37.77% |
Returns By Period
In the year-to-date period, MSFAX achieves a -13.49% return, which is significantly lower than TRLGX's -11.46% return. Over the past 10 years, MSFAX has underperformed TRLGX with an annualized return of 6.27%, while TRLGX has yielded a comparatively higher 16.72% 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%
TRLGX
- 1D
- 3.95%
- 1M
- -5.81%
- YTD
- -11.46%
- 6M
- -10.30%
- 1Y
- 12.15%
- 3Y*
- 22.38%
- 5Y*
- 9.59%
- 10Y*
- 16.72%
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MSFAX vs. TRLGX - Expense Ratio Comparison
MSFAX has a 0.92% expense ratio, which is higher than TRLGX's 0.55% expense ratio.
Return for Risk
MSFAX vs. TRLGX — Risk / Return Rank
MSFAX
TRLGX
MSFAX vs. TRLGX - 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 Large-Cap Growth Fund (TRLGX). 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 | TRLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.33 | 0.59 | -1.92 |
Sortino ratioReturn per unit of downside risk | -1.68 | 1.02 | -2.70 |
Omega ratioGain probability vs. loss probability | 0.72 | 1.14 | -0.42 |
Calmar ratioReturn relative to maximum drawdown | -0.86 | 0.55 | -1.41 |
Martin ratioReturn relative to average drawdown | -2.10 | 1.83 | -3.93 |
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 | TRLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.33 | 0.59 | -1.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.43 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.77 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.55 | +0.05 |
Correlation
The correlation between MSFAX and TRLGX 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. TRLGX - Dividend Comparison
MSFAX has not paid dividends to shareholders, while TRLGX's dividend yield for the trailing twelve months is around 15.46%.
| 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% |
TRLGX T. Rowe Price Large-Cap Growth Fund | 15.46% | 13.69% | 9.80% | 2.04% | 3.88% | 2.56% | 0.42% | 4.09% | 7.93% | 9.27% | 1.64% | 4.71% |
Drawdowns
MSFAX vs. TRLGX - Drawdown Comparison
The maximum MSFAX drawdown since its inception was -43.81%, smaller than the maximum TRLGX drawdown of -55.56%. Use the drawdown chart below to compare losses from any high point for MSFAX and TRLGX.
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Drawdown Indicators
| MSFAX | TRLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.81% | -55.56% | +11.75% |
Max Drawdown (1Y)Largest decline over 1 year | -30.00% | -18.18% | -11.82% |
Max Drawdown (5Y)Largest decline over 5 years | -33.89% | -40.44% | +6.55% |
Max Drawdown (10Y)Largest decline over 10 years | -33.89% | -40.44% | +6.55% |
Current DrawdownCurrent decline from peak | -33.13% | -14.94% | -18.19% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -8.71% | +3.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.30% | 5.43% | +6.87% |
Volatility
MSFAX vs. TRLGX - Volatility Comparison
The current volatility for Morgan Stanley Institutional Fund, Inc. Global Franchise Portfolio (MSFAX) is 4.10%, while T. Rowe Price Large-Cap Growth Fund (TRLGX) has a volatility of 7.19%. This indicates that MSFAX experiences smaller price fluctuations and is considered to be less risky than TRLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFAX | TRLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 7.19% | -3.09% |
Volatility (6M)Calculated over the trailing 6-month period | 15.72% | 12.51% | +3.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.24% | 22.17% | -2.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.91% | 22.41% | -5.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 21.73% | -4.83% |