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MSIF vs. EPOL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSIF vs. EPOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MSC Income Fund, Inc. (MSIF) and iShares MSCI Poland ETF (EPOL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MSIF achieves a -11.31% return, which is significantly lower than EPOL's 12.68% return.


MSIF

1D
-4.15%
1M
-4.15%
YTD
-11.31%
6M
-11.08%
1Y
-27.26%
3Y*
5Y*
10Y*

EPOL

1D
-0.98%
1M
-0.74%
YTD
12.68%
6M
12.65%
1Y
37.91%
3Y*
33.91%
5Y*
16.68%
10Y*
12.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSIF vs. EPOL - Yearly Performance Comparison


2026 (YTD)2025
MSIF
MSC Income Fund, Inc.
-11.31%-6.00%
EPOL
iShares MSCI Poland ETF
12.68%56.96%

Correlation

The correlation between MSIF and EPOL is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Jan 29, 2025

0.19

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Return for Risk

MSIF vs. EPOL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MSIF
MSIF Risk / Return Rank: 55
Overall Rank
MSIF Sharpe Ratio Rank: 55
Sharpe Ratio Rank
MSIF Sortino Ratio Rank: 66
Sortino Ratio Rank
MSIF Omega Ratio Rank: 99
Omega Ratio Rank
MSIF Calmar Ratio Rank: 00
Calmar Ratio Rank
MSIF Martin Ratio Rank: 44
Martin Ratio Rank

EPOL
EPOL Risk / Return Rank: 5353
Overall Rank
EPOL Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
EPOL Sortino Ratio Rank: 4747
Sortino Ratio Rank
EPOL Omega Ratio Rank: 4343
Omega Ratio Rank
EPOL Calmar Ratio Rank: 7171
Calmar Ratio Rank
EPOL Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MSIF vs. EPOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MSC Income Fund, Inc. (MSIF) and iShares MSCI Poland ETF (EPOL). 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.


MSIFEPOLDifference
Sharpe ratioReturn per unit of total volatility

-2.62

Sortino ratioReturn per unit of downside risk

-3.76

Omega ratioGain probability vs. loss probability

0.84

1.27

-0.43

Calmar ratioReturn relative to maximum drawdown

-1.02

3.45

-4.47

Martin ratioReturn relative to average drawdown

-1.58

9.41

-10.99

MSIF vs. EPOL - Sharpe Ratio Comparison

The current MSIF Sharpe Ratio is -1.01, which is lower than the EPOL Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of MSIF and EPOL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MSIF vs. EPOL - Drawdown Comparison

The maximum MSIF drawdown since its inception was -30.63%, smaller than the maximum EPOL drawdown of -63.72%. Use the drawdown chart below to compare losses from any high point for MSIF and EPOL.


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Drawdown Indicators


MSIFEPOLDifference

Max Drawdown

Largest peak-to-trough decline

-30.63%

-63.72%

+33.09%

Max Drawdown (1Y)

Largest decline over 1 year

-26.92%

-11.04%

-15.88%

Max Drawdown (3Y)

Largest decline over 3 years

-21.81%

Max Drawdown (5Y)

Largest decline over 5 years

-54.21%

Max Drawdown (10Y)

Largest decline over 10 years

-61.41%

Current Drawdown

Current decline from peak

-30.01%

-3.27%

-26.74%

Average Drawdown

Average peak-to-trough decline

-16.70%

-26.81%

+10.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.30%

4.04%

+14.26%

Volatility

MSIF vs. EPOL - Volatility Comparison

MSC Income Fund, Inc. (MSIF) has a higher volatility of 8.29% compared to iShares MSCI Poland ETF (EPOL) at 7.36%. This indicates that MSIF's price experiences larger fluctuations and is considered to be riskier than EPOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSIFEPOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.29%

7.36%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

18.76%

18.32%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

27.04%

23.69%

+3.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.50%

29.17%

+0.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.50%

27.64%

+1.86%

Dividends

MSIF vs. EPOL - Dividend Comparison

MSIF's dividend yield for the trailing twelve months is around 12.73%, more than EPOL's 3.74% yield.


PositionTTM20252024202320222021202020192018201720162015
EPOL
iShares MSCI Poland ETF
3.74%4.78%6.04%2.87%2.65%1.33%1.44%2.51%1.44%1.88%2.14%2.53%
MSIF
MSC Income Fund, Inc.
12.73%10.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MSIF and EPOL have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSIF has higher volatility (8.29%) compared to EPOL (7.36%). In terms of maximum drawdown, MSIF dropped -30.63% vs EPOL's -63.72%.

EPOL currently has the higher Sharpe Ratio (1.61 vs -1.01), 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.

Portfolio Optimizer

Find the right allocation for MSIF and EPOL

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