MUOIX vs. DFIEX
Compare and contrast key facts about Morgan Stanley Institutional Fund, Inc. US Core Portfolio (MUOIX) and DFA International Core Equity Portfolio I (DFIEX).
MUOIX is managed by T. Rowe Price. It was launched on May 27, 2016. DFIEX is managed by Dimensional. It was launched on Sep 15, 2005.
Performance
MUOIX vs. DFIEX - Performance Comparison
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MUOIX vs. DFIEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MUOIX Morgan Stanley Institutional Fund, Inc. US Core Portfolio | -8.96% | 16.48% | 28.61% | 18.07% | -20.21% | 35.99% | 24.20% | 36.01% | -11.00% | 17.98% |
DFIEX DFA International Core Equity Portfolio I | 2.80% | 36.18% | 3.99% | 17.50% | -13.51% | 13.85% | 7.73% | 21.70% | -17.41% | 27.17% |
Returns By Period
In the year-to-date period, MUOIX achieves a -8.96% return, which is significantly lower than DFIEX's 2.80% return.
MUOIX
- 1D
- 3.22%
- 1M
- -5.28%
- YTD
- -8.96%
- 6M
- -7.54%
- 1Y
- 10.06%
- 3Y*
- 16.81%
- 5Y*
- 10.03%
- 10Y*
- —
DFIEX
- 1D
- 3.02%
- 1M
- -6.42%
- YTD
- 2.80%
- 6M
- 8.00%
- 1Y
- 30.46%
- 3Y*
- 16.74%
- 5Y*
- 9.40%
- 10Y*
- 9.64%
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MUOIX vs. DFIEX - Expense Ratio Comparison
MUOIX has a 0.80% expense ratio, which is higher than DFIEX's 0.24% expense ratio.
Return for Risk
MUOIX vs. DFIEX — Risk / Return Rank
MUOIX
DFIEX
MUOIX vs. DFIEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund, Inc. US Core Portfolio (MUOIX) and DFA International Core Equity Portfolio I (DFIEX). 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.
| MUOIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.60 | 1.95 | -1.35 |
Sortino ratioReturn per unit of downside risk | 0.98 | 2.55 | -1.57 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.39 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.83 | 2.57 | -1.75 |
Martin ratioReturn relative to average drawdown | 3.06 | 10.07 | -7.01 |
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
| MUOIX | DFIEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.60 | 1.95 | -1.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.60 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.59 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.65 | 0.35 | +0.30 |
Correlation
The correlation between MUOIX and DFIEX 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
MUOIX vs. DFIEX - Dividend Comparison
MUOIX has not paid dividends to shareholders, while DFIEX's dividend yield for the trailing twelve months is around 3.14%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUOIX Morgan Stanley Institutional Fund, Inc. US Core Portfolio | 0.00% | 0.00% | 0.08% | 0.32% | 0.21% | 0.04% | 0.30% | 1.35% | 1.50% | 0.49% | 0.00% | 0.00% |
DFIEX DFA International Core Equity Portfolio I | 3.14% | 3.22% | 3.42% | 3.36% | 2.88% | 2.98% | 1.77% | 2.90% | 2.95% | 2.49% | 2.76% | 4.20% |
Drawdowns
MUOIX vs. DFIEX - Drawdown Comparison
The maximum MUOIX drawdown since its inception was -38.35%, smaller than the maximum DFIEX drawdown of -62.22%. Use the drawdown chart below to compare losses from any high point for MUOIX and DFIEX.
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Drawdown Indicators
| MUOIX | DFIEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.35% | -62.22% | +23.87% |
Max Drawdown (1Y)Largest decline over 1 year | -13.75% | -11.01% | -2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -24.92% | -28.66% | +3.74% |
Max Drawdown (10Y)Largest decline over 10 years | — | -41.04% | — |
Current DrawdownCurrent decline from peak | -10.97% | -7.75% | -3.22% |
Average DrawdownAverage peak-to-trough decline | -6.29% | -12.26% | +5.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 2.81% | +0.89% |
Volatility
MUOIX vs. DFIEX - Volatility Comparison
The current volatility for Morgan Stanley Institutional Fund, Inc. US Core Portfolio (MUOIX) is 5.59%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 7.09%. This indicates that MUOIX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MUOIX | DFIEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.59% | 7.09% | -1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 10.45% | -0.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.25% | 15.90% | +2.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.05% | 15.65% | +2.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.25% | 16.35% | +3.90% |