MSTFX vs. VOO
Compare and contrast key facts about Morningstar International Equity Fund (MSTFX) and Vanguard S&P 500 ETF (VOO).
MSTFX is managed by Morningstar. It was launched on Nov 2, 2018. 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
MSTFX vs. VOO - Performance Comparison
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MSTFX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MSTFX Morningstar International Equity Fund | -1.79% | 16.75% | 1.29% | 15.57% | -15.36% | 7.25% | 8.99% | 22.90% | -5.75% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -8.03% |
Returns By Period
In the year-to-date period, MSTFX achieves a -1.79% return, which is significantly higher than VOO's -4.42% return.
MSTFX
- 1D
- -0.99%
- 1M
- -11.16%
- YTD
- -1.79%
- 6M
- -7.76%
- 1Y
- 7.76%
- 3Y*
- 7.12%
- 5Y*
- 2.98%
- 10Y*
- —
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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MSTFX vs. VOO - Expense Ratio Comparison
MSTFX has a 1.00% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
MSTFX vs. VOO — Risk / Return Rank
MSTFX
VOO
MSTFX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morningstar International Equity Fund (MSTFX) 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.
| MSTFX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.32 | 0.98 | -0.66 |
Sortino ratioReturn per unit of downside risk | 0.55 | 1.50 | -0.95 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.23 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.98 | 1.53 | -0.56 |
Martin ratioReturn relative to average drawdown | 3.72 | 7.29 | -3.57 |
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
| MSTFX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.32 | 0.98 | -0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | 0.70 | -0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.78 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.83 | -0.51 |
Correlation
The correlation between MSTFX 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
MSTFX vs. VOO - Dividend Comparison
MSTFX's dividend yield for the trailing twelve months is around 2.61%, more than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSTFX Morningstar International Equity Fund | 2.61% | 2.56% | 4.80% | 2.38% | 3.60% | 15.59% | 2.76% | 2.65% | 0.27% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
MSTFX vs. VOO - Drawdown Comparison
The maximum MSTFX drawdown since its inception was -35.86%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for MSTFX and VOO.
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Drawdown Indicators
| MSTFX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.86% | -33.99% | -1.87% |
Max Drawdown (1Y)Largest decline over 1 year | -11.37% | -11.98% | +0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -31.51% | -24.52% | -6.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -11.37% | -6.29% | -5.08% |
Average DrawdownAverage peak-to-trough decline | -7.91% | -3.72% | -4.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 2.52% | +1.14% |
Volatility
MSTFX vs. VOO - Volatility Comparison
Morningstar International Equity Fund (MSTFX) and Vanguard S&P 500 ETF (VOO) have volatilities of 5.07% and 5.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSTFX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.07% | 5.29% | -0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 13.78% | 9.44% | +4.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.41% | 18.10% | +2.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.83% | 16.82% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.09% | 17.99% | +1.10% |