MSIQX vs. PRCOX
Compare and contrast key facts about Morgan Stanley Institutional Fund, Inc. International Equity Portfolio (MSIQX) and T. Rowe Price U.S. Equity Research Fund (PRCOX).
MSIQX is managed by T. Rowe Price. It was launched on Aug 4, 1989. PRCOX is managed by T. Rowe Price. It was launched on Nov 30, 1994.
Performance
MSIQX vs. PRCOX - Performance Comparison
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MSIQX vs. PRCOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSIQX Morgan Stanley Institutional Fund, Inc. International Equity Portfolio | -2.69% | -33.40% | 2.70% | 16.86% | -14.24% | 4.11% | 11.43% | 20.49% | -13.92% | 25.18% |
PRCOX T. Rowe Price U.S. Equity Research Fund | -4.40% | 16.97% | 26.41% | 29.82% | -18.80% | 28.06% | 19.82% | 33.04% | -4.73% | 23.80% |
Returns By Period
In the year-to-date period, MSIQX achieves a -2.69% return, which is significantly higher than PRCOX's -4.40% return. Over the past 10 years, MSIQX has underperformed PRCOX with an annualized return of 0.23%, while PRCOX has yielded a comparatively higher 14.64% annualized return.
MSIQX
- 1D
- 3.17%
- 1M
- -6.34%
- YTD
- -2.69%
- 6M
- -46.24%
- 1Y
- -39.02%
- 3Y*
- -11.19%
- 5Y*
- -7.45%
- 10Y*
- 0.23%
PRCOX
- 1D
- 3.03%
- 1M
- -5.43%
- YTD
- -4.40%
- 6M
- -1.63%
- 1Y
- 17.03%
- 3Y*
- 19.27%
- 5Y*
- 12.31%
- 10Y*
- 14.64%
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MSIQX vs. PRCOX - Expense Ratio Comparison
MSIQX has a 0.95% expense ratio, which is higher than PRCOX's 0.42% expense ratio.
Return for Risk
MSIQX vs. PRCOX — Risk / Return Rank
MSIQX
PRCOX
MSIQX vs. PRCOX - 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 T. Rowe Price U.S. Equity Research Fund (PRCOX). 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.
| MSIQX | PRCOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.80 | 0.97 | -1.76 |
Sortino ratioReturn per unit of downside risk | -0.68 | 1.49 | -2.17 |
Omega ratioGain probability vs. loss probability | 0.76 | 1.22 | -0.47 |
Calmar ratioReturn relative to maximum drawdown | -0.81 | 1.29 | -2.10 |
Martin ratioReturn relative to average drawdown | -1.65 | 6.07 | -7.72 |
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
| MSIQX | PRCOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.80 | 0.97 | -1.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 0.72 | -0.94 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.01 | 0.80 | -0.79 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.55 | -0.25 |
Correlation
The correlation between MSIQX and PRCOX is 0.60, 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
MSIQX vs. PRCOX - Dividend Comparison
MSIQX has not paid dividends to shareholders, while PRCOX's dividend yield for the trailing twelve months is around 1.80%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PRCOX T. Rowe Price U.S. Equity Research Fund | 1.80% | 1.72% | 0.64% | 1.17% | 1.28% | 3.71% | 1.04% | 1.39% | 5.60% | 7.02% | 7.28% | 8.76% |
Drawdowns
MSIQX vs. PRCOX - Drawdown Comparison
The maximum MSIQX drawdown since its inception was -56.18%, roughly equal to the maximum PRCOX drawdown of -53.96%. Use the drawdown chart below to compare losses from any high point for MSIQX and PRCOX.
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Drawdown Indicators
| MSIQX | PRCOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.18% | -53.96% | -2.22% |
Max Drawdown (1Y)Largest decline over 1 year | -49.39% | -12.19% | -37.20% |
Max Drawdown (5Y)Largest decline over 5 years | -56.18% | -24.94% | -31.24% |
Max Drawdown (10Y)Largest decline over 10 years | -56.18% | -34.42% | -21.76% |
Current DrawdownCurrent decline from peak | -54.58% | -6.57% | -48.01% |
Average DrawdownAverage peak-to-trough decline | -8.91% | -9.22% | +0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.29% | 2.59% | +21.70% |
Volatility
MSIQX vs. PRCOX - Volatility Comparison
Morgan Stanley Institutional Fund, Inc. International Equity Portfolio (MSIQX) has a higher volatility of 7.06% compared to T. Rowe Price U.S. Equity Research Fund (PRCOX) at 5.63%. This indicates that MSIQX's price experiences larger fluctuations and is considered to be riskier than PRCOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSIQX | PRCOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 5.63% | +1.43% |
Volatility (6M)Calculated over the trailing 6-month period | 62.44% | 9.35% | +53.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.13% | 18.35% | +30.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.91% | 17.33% | +16.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.71% | 18.33% | +8.38% |