MSIF vs. EPOL
MSIF (MSC Income Fund, Inc.) is a stock, while EPOL (iShares MSCI Poland ETF) is Europe Equities fund tracking the MSCI Poland Investable Market Index. Over the past year, MSIF returned -27.26% vs 37.91% for EPOL. At a 0.19 correlation, their price movements are largely independent.
Performance
MSIF vs. EPOL - Performance Comparison
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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%
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
MSIF
EPOL
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.
| MSIF | EPOL | Difference | |
|---|---|---|---|
| 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 |
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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
| MSIF | EPOL | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -30.01% | -3.27% | -26.74% |
Average DrawdownAverage peak-to-trough decline | -16.70% | -26.81% | +10.11% |
Ulcer IndexDepth 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
| MSIF | EPOL | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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