MUOIX vs. SGOIX
Compare and contrast key facts about Morgan Stanley Institutional Fund, Inc. US Core Portfolio (MUOIX) and First Eagle Overseas Fund Class I (SGOIX).
MUOIX is managed by T. Rowe Price. It was launched on May 27, 2016. SGOIX is managed by First Eagle.
Performance
MUOIX vs. SGOIX - Performance Comparison
Loading graphics...
MUOIX vs. SGOIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MUOIX Morgan Stanley Institutional Fund, Inc. US Core Portfolio | -11.80% | 16.48% | 28.61% | 18.07% | -20.21% | 35.99% | 24.20% | 36.01% | -11.00% | 17.98% |
SGOIX First Eagle Overseas Fund Class I | 1.44% | 39.06% | 6.45% | 10.73% | -7.86% | 5.25% | 7.25% | 17.90% | -9.95% | 14.38% |
Returns By Period
In the year-to-date period, MUOIX achieves a -11.80% return, which is significantly lower than SGOIX's 1.44% return.
MUOIX
- 1D
- -0.13%
- 1M
- -8.18%
- YTD
- -11.80%
- 6M
- -10.56%
- 1Y
- 7.42%
- 3Y*
- 15.59%
- 5Y*
- 9.60%
- 10Y*
- —
SGOIX
- 1D
- 0.19%
- 1M
- -10.98%
- YTD
- 1.44%
- 6M
- 7.39%
- 1Y
- 27.04%
- 3Y*
- 15.87%
- 5Y*
- 9.77%
- 10Y*
- 8.06%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MUOIX vs. SGOIX - Expense Ratio Comparison
MUOIX has a 0.80% expense ratio, which is lower than SGOIX's 0.88% expense ratio.
Return for Risk
MUOIX vs. SGOIX — Risk / Return Rank
MUOIX
SGOIX
MUOIX vs. SGOIX - 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 First Eagle Overseas Fund Class I (SGOIX). 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 | SGOIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 1.97 | -1.53 |
Sortino ratioReturn per unit of downside risk | 0.75 | 2.51 | -1.76 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.39 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 0.41 | 2.25 | -1.84 |
Martin ratioReturn relative to average drawdown | 1.54 | 9.52 | -7.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MUOIX | SGOIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 1.97 | -1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.84 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.87 | -0.24 |
Correlation
The correlation between MUOIX and SGOIX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MUOIX vs. SGOIX - Dividend Comparison
MUOIX has not paid dividends to shareholders, while SGOIX's dividend yield for the trailing twelve months is around 8.33%.
| 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% |
SGOIX First Eagle Overseas Fund Class I | 8.33% | 8.45% | 8.49% | 2.45% | 3.81% | 5.92% | 0.47% | 5.70% | 3.36% | 3.59% | 3.80% | 1.58% |
Drawdowns
MUOIX vs. SGOIX - Drawdown Comparison
The maximum MUOIX drawdown since its inception was -38.35%, which is greater than SGOIX's maximum drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for MUOIX and SGOIX.
Loading graphics...
Drawdown Indicators
| MUOIX | SGOIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.35% | -35.54% | -2.81% |
Max Drawdown (1Y)Largest decline over 1 year | -13.75% | -11.35% | -2.40% |
Max Drawdown (5Y)Largest decline over 5 years | -24.92% | -21.39% | -3.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.79% | — |
Current DrawdownCurrent decline from peak | -13.75% | -10.98% | -2.77% |
Average DrawdownAverage peak-to-trough decline | -6.28% | -4.57% | -1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 2.68% | +0.96% |
Volatility
MUOIX vs. SGOIX - Volatility Comparison
The current volatility for Morgan Stanley Institutional Fund, Inc. US Core Portfolio (MUOIX) is 4.30%, while First Eagle Overseas Fund Class I (SGOIX) has a volatility of 5.81%. This indicates that MUOIX experiences smaller price fluctuations and is considered to be less risky than SGOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MUOIX | SGOIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 5.81% | -1.51% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 9.60% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.00% | 13.48% | +4.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.99% | 11.73% | +6.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.23% | 11.34% | +8.89% |