PortfoliosLab logoPortfoliosLab logo
MSIQX vs. FSOSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSIQX vs. FSOSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Institutional Fund, Inc. International Equity Portfolio (MSIQX) and Fidelity Series Overseas Fund (FSOSX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

MSIQX vs. FSOSX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MSIQX
Morgan Stanley Institutional Fund, Inc. International Equity Portfolio
-5.69%-33.40%2.70%16.86%-14.24%4.11%11.43%5.68%
FSOSX
Fidelity Series Overseas Fund
-5.69%21.29%5.87%21.49%-23.25%19.59%16.36%7.78%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with MSIQX at -5.69% and FSOSX at -5.69%.


MSIQX

1D
0.48%
1M
-11.14%
YTD
-5.69%
6M
-47.50%
1Y
-40.79%
3Y*
-12.11%
5Y*
-7.73%
10Y*
-0.08%

FSOSX

1D
0.36%
1M
-11.39%
YTD
-5.69%
6M
-5.28%
1Y
7.28%
3Y*
10.01%
5Y*
5.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MSIQX vs. FSOSX - Expense Ratio Comparison

MSIQX has a 0.95% expense ratio, which is higher than FSOSX's 0.01% expense ratio.


Return for Risk

MSIQX vs. FSOSX — Risk / Return Rank

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

MSIQX
MSIQX Risk / Return Rank: 11
Overall Rank
MSIQX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
MSIQX Sortino Ratio Rank: 11
Sortino Ratio Rank
MSIQX Omega Ratio Rank: 00
Omega Ratio Rank
MSIQX Calmar Ratio Rank: 00
Calmar Ratio Rank
MSIQX Martin Ratio Rank: 11
Martin Ratio Rank

FSOSX
FSOSX Risk / Return Rank: 1414
Overall Rank
FSOSX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
FSOSX Sortino Ratio Rank: 1313
Sortino Ratio Rank
FSOSX Omega Ratio Rank: 1313
Omega Ratio Rank
FSOSX Calmar Ratio Rank: 1515
Calmar Ratio Rank
FSOSX Martin Ratio Rank: 1616
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.

MSIQX vs. FSOSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund, Inc. International Equity Portfolio (MSIQX) and Fidelity Series Overseas Fund (FSOSX). 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.


MSIQXFSOSXDifference

Sharpe ratio

Return per unit of total volatility

-0.85

0.34

-1.19

Sortino ratio

Return per unit of downside risk

-0.77

0.58

-1.36

Omega ratio

Gain probability vs. loss probability

0.73

1.08

-0.35

Calmar ratio

Return relative to maximum drawdown

-0.84

0.40

-1.25

Martin ratio

Return relative to average drawdown

-1.73

1.51

-3.24

MSIQX vs. FSOSX - Sharpe Ratio Comparison

The current MSIQX Sharpe Ratio is -0.85, which is lower than the FSOSX Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of MSIQX and FSOSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


MSIQXFSOSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.85

0.34

-1.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

0.34

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.43

-0.14

Correlation

The correlation between MSIQX and FSOSX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MSIQX vs. FSOSX - Dividend Comparison

MSIQX has not paid dividends to shareholders, while FSOSX's dividend yield for the trailing twelve months is around 9.70%.


TTM20252024202320222021202020192018201720162015
MSIQX
Morgan Stanley Institutional Fund, Inc. International Equity Portfolio
0.00%0.00%40.18%4.40%7.56%10.56%1.36%10.14%14.89%1.91%1.07%2.89%
FSOSX
Fidelity Series Overseas Fund
9.70%9.15%2.25%1.63%1.80%2.92%1.12%0.37%0.00%0.00%0.00%0.00%

Drawdowns

MSIQX vs. FSOSX - Drawdown Comparison

The maximum MSIQX drawdown since its inception was -56.18%, which is greater than FSOSX's maximum drawdown of -35.36%. Use the drawdown chart below to compare losses from any high point for MSIQX and FSOSX.


Loading graphics...

Drawdown Indicators


MSIQXFSOSXDifference

Max Drawdown

Largest peak-to-trough decline

-56.18%

-35.36%

-20.82%

Max Drawdown (1Y)

Largest decline over 1 year

-49.39%

-12.39%

-37.00%

Max Drawdown (5Y)

Largest decline over 5 years

-56.18%

-35.36%

-20.82%

Max Drawdown (10Y)

Largest decline over 10 years

-56.18%

Current Drawdown

Current decline from peak

-55.97%

-11.89%

-44.08%

Average Drawdown

Average peak-to-trough decline

-8.90%

-7.90%

-1.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.11%

3.31%

+20.80%

Volatility

MSIQX vs. FSOSX - Volatility Comparison

The current volatility for Morgan Stanley Institutional Fund, Inc. International Equity Portfolio (MSIQX) is 6.29%, while Fidelity Series Overseas Fund (FSOSX) has a volatility of 8.28%. This indicates that MSIQX experiences smaller price fluctuations and is considered to be less risky than FSOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


MSIQXFSOSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.29%

8.28%

-1.99%

Volatility (6M)

Calculated over the trailing 6-month period

62.34%

11.94%

+50.40%

Volatility (1Y)

Calculated over the trailing 1-year period

49.11%

18.25%

+30.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.88%

17.35%

+16.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.70%

18.93%

+7.77%