MSFAX vs. YFSIX
MSFAX (Morgan Stanley Institutional Fund, Inc. Global Franchise Portfolio) and YFSIX (AMG Yacktman Global Fund) are both Global Equities funds. Over the past 5 years, MSFAX returned -1.19%/yr vs 9.12%/yr for YFSIX. Their 0.59 correlation means they have sometimes moved together and sometimes differently. MSFAX charges 0.92%/yr vs 0.95%/yr for YFSIX.
Performance
MSFAX vs. YFSIX - 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 YFSIX's 25.53% 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%
YFSIX
- 1D
- 0.45%
- 1M
- 4.74%
- 6M
- 16.72%
- YTD
- 25.53%
- 1Y
- 22.87%
- 3Y*
- 15.34%
- 5Y*
- 9.12%
- 10Y*
- —
- ALL TIME*
- 12.81%
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. YFSIX - 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% | 21.20% |
YFSIX AMG Yacktman Global Fund | 25.53% | 14.91% | -0.34% | 16.64% | -9.15% | 13.13% | 18.46% | 24.40% | 2.18% | 20.95% |
Correlation
The correlation between MSFAX and YFSIX is 0.16, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.16 |
Correlation (3Y) Balances recent behavior with more history. | 0.38 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.53 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2017 | 0.59 |
Over the past year, the correlation between MSFAX and YFSIX has dropped to 0.16 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.
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Return for Risk
MSFAX vs. YFSIX — Risk / Return Rank
MSFAX
YFSIX
MSFAX vs. YFSIX - 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 AMG Yacktman Global Fund (YFSIX). 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 | YFSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.17 | ||
| Sortino ratioReturn per unit of downside risk | -2.62 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.23 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 1.54 | -2.27 |
| Martin ratioReturn relative to average drawdown | -1.15 | 4.46 | -5.62 |
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Drawdowns
MSFAX vs. YFSIX - Drawdown Comparison
The maximum MSFAX drawdown since its inception was -43.81%, which is greater than YFSIX's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for MSFAX and YFSIX.
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Drawdown Indicators
| MSFAX | YFSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.81% | -35.10% | -8.71% |
Max Drawdown (1Y)Largest decline over 1 year | -29.20% | -14.20% | -15.00% |
Max Drawdown (3Y)Largest decline over 3 years | -33.89% | -14.20% | -19.69% |
Max Drawdown (5Y)Largest decline over 5 years | -33.89% | -25.14% | -8.75% |
Max Drawdown (10Y)Largest decline over 10 years | -33.89% | — | — |
Current DrawdownCurrent decline from peak | -27.22% | -2.12% | -25.10% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -4.89% | -1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.50% | 4.86% | +13.64% |
Volatility
MSFAX vs. YFSIX - Volatility Comparison
The current volatility for Morgan Stanley Institutional Fund, Inc. Global Franchise Portfolio (MSFAX) is 4.89%, while AMG Yacktman Global Fund (YFSIX) has a volatility of 5.38%. This indicates that MSFAX experiences smaller price fluctuations and is considered to be less risky than YFSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSFAX | YFSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | 5.38% | -0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.64% | 15.91% | -5.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.75% | 22.66% | -4.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.12% | 15.78% | +1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.90% | 16.35% | +0.55% |
MSFAX vs. YFSIX - Expense Ratio Comparison
MSFAX has a 0.92% expense ratio, which is lower than YFSIX's 0.95% expense ratio.
Dividends
MSFAX vs. YFSIX - Dividend Comparison
Neither MSFAX nor YFSIX has paid dividends to shareholders.
| 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% |
YFSIX AMG Yacktman Global Fund | 0.00% | 0.00% | 8.68% | 8.02% | 4.32% | 8.18% | 4.76% | 6.59% | 0.71% | 2.63% | 0.00% | 0.00% |
Frequently Asked Questions
MSFAX and YFSIX have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
YFSIX has higher volatility (5.38%) compared to MSFAX (4.89%). In terms of maximum drawdown, MSFAX dropped -43.81% vs YFSIX's -35.10%.
YFSIX currently has the higher Sharpe Ratio (0.96 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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