MSTFX vs. VOO
MSTFX (Morningstar International Equity Fund) and VOO (Vanguard S&P 500 ETF) are both funds - MSTFX is a Foreign Large Cap Equities fund managed by Morningstar, while VOO is a S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, MSTFX returned 4.99%/yr vs 13.58%/yr for VOO. A 0.73 correlation means they provide meaningful diversification when combined. MSTFX charges 1.00%/yr vs 0.03%/yr for VOO.
Performance
MSTFX vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, MSTFX achieves a 12.15% return, which is significantly higher than VOO's 9.75% return.
MSTFX
- 1D
- 1.05%
- 1M
- 2.53%
- YTD
- 12.15%
- 6M
- 12.91%
- 1Y
- 14.72%
- 3Y*
- 10.23%
- 5Y*
- 4.99%
- 10Y*
- —
VOO
- 1D
- -0.29%
- 1M
- 0.08%
- YTD
- 9.75%
- 6M
- 9.30%
- 1Y
- 26.77%
- 3Y*
- 21.36%
- 5Y*
- 13.58%
- 10Y*
- 15.77%
MSTFX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
MSTFX Morningstar International Equity Fund | 12.15% | 16.75% | 1.29% | 15.57% | -15.36% | 7.25% | 8.99% | 22.90% | -5.75% |
VOO Vanguard S&P 500 ETF | 9.75% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -7.51% |
Correlation
The correlation between MSTFX and VOO is 0.60, 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 | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2018 | 0.73 |
The correlation between MSTFX and VOO shifts across timeframes, from 0.60 (1 year) to 0.73 (all time), reflecting how their relationship changes across market environments.
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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.
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.
| MSTFX | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.15 | ||
| Sortino ratioReturn per unit of downside risk | -1.59 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.39 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 3.02 | -1.39 |
| Martin ratioReturn relative to average drawdown | 4.93 | 13.58 | -8.65 |
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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% | -8.90% | -2.47% |
Max Drawdown (3Y)Largest decline over 3 years | -13.93% | -18.69% | +4.76% |
Max Drawdown (5Y)Largest decline over 5 years | -30.48% | -24.52% | -5.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -0.16% | -1.74% | +1.58% |
Average DrawdownAverage peak-to-trough decline | -7.77% | -3.68% | -4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.52% | 1.98% | +1.54% |
Volatility
MSTFX vs. VOO - Volatility Comparison
Morningstar International Equity Fund (MSTFX) and Vanguard S&P 500 ETF (VOO) have volatilities of 4.77% and 4.60%, 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 | 4.77% | 4.60% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 15.38% | 9.73% | +5.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.22% | 12.39% | +5.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.09% | 16.90% | +0.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.08% | 18.05% | +1.03% |
MSTFX vs. VOO - Expense Ratio Comparison
MSTFX has a 1.00% expense ratio, which is higher than VOO's 0.03% expense ratio.
Dividends
MSTFX vs. VOO - Dividend Comparison
MSTFX's dividend yield for the trailing twelve months is around 2.29%, more than VOO's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSTFX Morningstar International Equity Fund | 2.29% | 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 | 1.04% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
MSTFX and VOO have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MSTFX has higher volatility (4.77%) compared to VOO (4.60%). In terms of maximum drawdown, MSTFX dropped -35.86% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (2.17 vs 1.02), 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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