MSIQX vs. TRBCX
MSIQX (Morgan Stanley Institutional Fund, Inc. International Equity Portfolio) and TRBCX (T. Rowe Price Blue Chip Growth Fund) are both mutual funds - MSIQX is a Foreign Large Cap Equities fund managed by T. Rowe Price, while TRBCX is a Large Cap Growth Equities fund actively managed by T. Rowe Price. Over the past 10 years, MSIQX returned 0.73%/yr vs 16.78%/yr for TRBCX. A 0.54 correlation means they provide meaningful diversification when combined. MSIQX charges 0.95%/yr vs 0.69%/yr for TRBCX.
Performance
MSIQX vs. TRBCX - Performance Comparison
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Returns By Period
In the year-to-date period, MSIQX achieves a 5.39% return, which is significantly higher than TRBCX's -0.21% return. Over the past 10 years, MSIQX has underperformed TRBCX with an annualized return of 0.73%, while TRBCX has yielded a comparatively higher 16.78% annualized return.
MSIQX
- 1D
- 0.57%
- 1M
- 0.28%
- 6M
- 2.92%
- YTD
- 5.39%
- 1Y
- -40.59%
- 3Y*
- -10.18%
- 5Y*
- -6.64%
- 10Y*
- 0.73%
- ALL TIME*
- 6.10%
TRBCX
- 1D
- 1.28%
- 1M
- -0.40%
- 6M
- 2.56%
- YTD
- -0.21%
- 1Y
- 8.66%
- 3Y*
- 24.36%
- 5Y*
- 10.33%
- 10Y*
- 16.78%
- ALL TIME*
- 12.08%
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 |
MSIQX vs. TRBCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSIQX Morgan Stanley Institutional Fund, Inc. International Equity Portfolio | 5.39% | -33.40% | 2.70% | 16.86% | -14.24% | 4.11% | 11.43% | 20.49% | -13.92% | 25.18% |
TRBCX T. Rowe Price Blue Chip Growth Fund | -0.21% | 18.78% | 48.46% | 49.42% | -38.57% | 17.54% | 34.73% | 29.97% | 2.00% | 36.54% |
Correlation
The correlation between MSIQX and TRBCX is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 1993 | 0.54 |
The correlation between MSIQX and TRBCX has been stable across timeframes, ranging from 0.54 to 0.62 - a consistent structural relationship.
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Return for Risk
MSIQX vs. TRBCX — Risk / Return Rank
MSIQX
TRBCX
MSIQX vs. TRBCX - 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 Blue Chip Growth Fund (TRBCX). 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.
| MSIQX | TRBCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.46 | ||
| Omega ratioGain probability vs. loss probability | 0.74 | 1.09 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 0.47 | -1.30 |
| Martin ratioReturn relative to average drawdown | -1.19 | 1.47 | -2.66 |
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Drawdowns
MSIQX vs. TRBCX - Drawdown Comparison
The maximum MSIQX drawdown since its inception was -56.18%, roughly equal to the maximum TRBCX drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for MSIQX and TRBCX.
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Drawdown Indicators
| MSIQX | TRBCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.18% | -54.56% | -1.62% |
Max Drawdown (1Y)Largest decline over 1 year | -49.39% | -17.01% | -32.38% |
Max Drawdown (3Y)Largest decline over 3 years | -56.18% | -23.08% | -33.10% |
Max Drawdown (5Y)Largest decline over 5 years | -56.18% | -43.63% | -12.55% |
Max Drawdown (10Y)Largest decline over 10 years | -56.18% | -43.63% | -12.55% |
Current DrawdownCurrent decline from peak | -50.80% | -6.05% | -44.75% |
Average DrawdownAverage peak-to-trough decline | -9.25% | -11.28% | +2.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 34.07% | 5.44% | +28.63% |
Volatility
MSIQX vs. TRBCX - Volatility Comparison
The current volatility for Morgan Stanley Institutional Fund, Inc. International Equity Portfolio (MSIQX) is 4.01%, while T. Rowe Price Blue Chip Growth Fund (TRBCX) has a volatility of 6.09%. This indicates that MSIQX experiences smaller price fluctuations and is considered to be less risky than TRBCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSIQX | TRBCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 6.09% | -2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 15.28% | -2.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.59% | 18.25% | +30.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.05% | 24.25% | +9.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.57% | 22.86% | +3.71% |
MSIQX vs. TRBCX - Expense Ratio Comparison
MSIQX has a 0.95% expense ratio, which is higher than TRBCX's 0.69% expense ratio.
Dividends
MSIQX vs. TRBCX - Dividend Comparison
MSIQX has not paid dividends to shareholders, while TRBCX's dividend yield for the trailing twelve months is around 5.26%.
| Position | 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% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 5.26% | 5.25% | 18.16% | 3.49% | 5.87% | 9.38% | 1.19% | 0.36% | 2.44% | 2.94% | 0.67% | 3.26% |
Frequently Asked Questions
MSIQX and TRBCX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRBCX has higher volatility (6.09%) compared to MSIQX (4.01%). In terms of maximum drawdown, MSIQX dropped -56.18% vs TRBCX's -54.56%.
TRBCX currently has the higher Sharpe Ratio (0.44 vs -0.84), 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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