MSIQX vs. VOO
Compare and contrast key facts about Morgan Stanley Institutional Fund, Inc. International Equity Portfolio (MSIQX) and Vanguard S&P 500 ETF (VOO).
MSIQX is managed by T. Rowe Price. It was launched on Aug 4, 1989. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
MSIQX vs. VOO - Performance Comparison
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MSIQX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSIQX Morgan Stanley Institutional Fund, Inc. International Equity Portfolio | -5.69% | -33.40% | 2.70% | 16.86% | -14.24% | 4.11% | 11.43% | 20.49% | -13.92% | 25.18% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, MSIQX achieves a -5.69% return, which is significantly lower than VOO's -3.66% return. Over the past 10 years, MSIQX has underperformed VOO with an annualized return of -0.08%, while VOO has yielded a comparatively higher 14.14% annualized return.
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%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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MSIQX vs. VOO - Expense Ratio Comparison
MSIQX has a 0.95% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
MSIQX vs. VOO — Risk / Return Rank
MSIQX
VOO
MSIQX vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.85 | 1.01 | -1.86 |
Sortino ratioReturn per unit of downside risk | -0.77 | 1.53 | -2.31 |
Omega ratioGain probability vs. loss probability | 0.73 | 1.23 | -0.51 |
Calmar ratioReturn relative to maximum drawdown | -0.84 | 1.55 | -2.40 |
Martin ratioReturn relative to average drawdown | -1.73 | 7.31 | -9.04 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.85 | 1.01 | -1.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.23 | 0.71 | -0.94 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.00 | 0.79 | -0.79 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.83 | -0.54 |
Correlation
The correlation between MSIQX and VOO is 0.73, 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. VOO - Dividend Comparison
MSIQX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.18%.
| 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% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
MSIQX vs. VOO - Drawdown Comparison
The maximum MSIQX drawdown since its inception was -56.18%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MSIQX and VOO.
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Drawdown Indicators
| MSIQX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.18% | -33.99% | -22.19% |
Max Drawdown (1Y)Largest decline over 1 year | -49.39% | -11.98% | -37.41% |
Max Drawdown (5Y)Largest decline over 5 years | -56.18% | -24.52% | -31.66% |
Max Drawdown (10Y)Largest decline over 10 years | -56.18% | -33.99% | -22.19% |
Current DrawdownCurrent decline from peak | -55.97% | -5.55% | -50.42% |
Average DrawdownAverage peak-to-trough decline | -8.90% | -3.72% | -5.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.11% | 2.55% | +21.56% |
Volatility
MSIQX vs. VOO - Volatility Comparison
Morgan Stanley Institutional Fund, Inc. International Equity Portfolio (MSIQX) has a higher volatility of 6.29% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that MSIQX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSIQX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 5.34% | +0.95% |
Volatility (6M)Calculated over the trailing 6-month period | 62.34% | 9.47% | +52.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.11% | 18.11% | +31.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.88% | 16.82% | +17.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.70% | 17.99% | +8.71% |