Correlation
The correlation between MUOIX and SPY is 0.95, 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.
MUOIX vs. SPY
Compare and contrast key facts about Morgan Stanley Institutional Fund, Inc. US Core Portfolio (MUOIX) and SPDR S&P 500 ETF (SPY).
MUOIX is managed by T. Rowe Price. It was launched on May 27, 2016. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MUOIX or SPY.
Performance
MUOIX vs. SPY - Performance Comparison
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Key characteristics
MUOIX:
0.64
SPY:
0.70
MUOIX:
0.94
SPY:
1.02
MUOIX:
1.13
SPY:
1.15
MUOIX:
0.63
SPY:
0.68
MUOIX:
2.17
SPY:
2.57
MUOIX:
5.35%
SPY:
4.93%
MUOIX:
20.07%
SPY:
20.42%
MUOIX:
-38.35%
SPY:
-55.19%
MUOIX:
-2.78%
SPY:
-3.55%
Returns By Period
In the year-to-date period, MUOIX achieves a 2.74% return, which is significantly higher than SPY's 0.87% return.
MUOIX
2.74%
6.51%
-1.22%
12.09%
13.58%
17.08%
N/A
SPY
0.87%
5.54%
-1.56%
13.18%
14.25%
15.81%
12.73%
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MUOIX vs. SPY - Expense Ratio Comparison
MUOIX has a 0.80% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
MUOIX vs. SPY — Risk-Adjusted Performance Rank
MUOIX
SPY
MUOIX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund, Inc. US Core Portfolio (MUOIX) and SPDR S&P 500 ETF (SPY). 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.
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Dividends
MUOIX vs. SPY - Dividend Comparison
MUOIX's dividend yield for the trailing twelve months is around 0.08%, less than SPY's 1.22% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUOIX Morgan Stanley Institutional Fund, Inc. US Core Portfolio | 0.08% | 0.08% | 0.33% | 0.21% | 0.04% | 0.30% | 1.35% | 1.51% | 0.48% | 0.97% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
MUOIX vs. SPY - Drawdown Comparison
The maximum MUOIX drawdown since its inception was -38.35%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for MUOIX and SPY.
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Volatility
MUOIX vs. SPY - Volatility Comparison
The current volatility for Morgan Stanley Institutional Fund, Inc. US Core Portfolio (MUOIX) is 4.29%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.86%. This indicates that MUOIX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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