MUOIX vs. VPMAX
Compare and contrast key facts about Morgan Stanley Institutional Fund, Inc. US Core Portfolio (MUOIX) and Vanguard PRIMECAP Fund Admiral Shares (VPMAX).
MUOIX is managed by T. Rowe Price. It was launched on May 27, 2016. VPMAX is managed by Vanguard. It was launched on Nov 12, 2001.
Performance
MUOIX vs. VPMAX - Performance Comparison
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MUOIX vs. VPMAX - 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% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | -5.86% | 54.11% | 13.30% | 28.25% | -15.16% | 21.72% | 17.23% | 27.88% | -1.93% | 27.21% |
Returns By Period
In the year-to-date period, MUOIX achieves a -11.80% return, which is significantly lower than VPMAX's -5.86% return.
MUOIX
- 1D
- -0.13%
- 1M
- -8.18%
- YTD
- -11.80%
- 6M
- -10.56%
- 1Y
- 7.42%
- 3Y*
- 15.59%
- 5Y*
- 9.60%
- 10Y*
- —
VPMAX
- 1D
- -1.19%
- 1M
- -10.43%
- YTD
- -5.86%
- 6M
- 22.85%
- 1Y
- 46.58%
- 3Y*
- 25.38%
- 5Y*
- 14.62%
- 10Y*
- 16.53%
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MUOIX vs. VPMAX - Expense Ratio Comparison
MUOIX has a 0.80% expense ratio, which is higher than VPMAX's 0.31% expense ratio.
Return for Risk
MUOIX vs. VPMAX — Risk / Return Rank
MUOIX
VPMAX
MUOIX vs. VPMAX - 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 Vanguard PRIMECAP Fund Admiral Shares (VPMAX). 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 | VPMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 1.64 | -1.20 |
Sortino ratioReturn per unit of downside risk | 0.75 | 3.07 | -2.33 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.44 | -0.34 |
Calmar ratioReturn relative to maximum drawdown | 0.41 | 3.21 | -2.81 |
Martin ratioReturn relative to average drawdown | 1.54 | 14.01 | -12.47 |
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 | VPMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 1.64 | -1.20 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.73 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.83 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.61 | +0.01 |
Correlation
The correlation between MUOIX and VPMAX is 0.88, 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. VPMAX - Dividend Comparison
MUOIX has not paid dividends to shareholders, while VPMAX's dividend yield for the trailing twelve months is around 33.83%.
| 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% |
VPMAX Vanguard PRIMECAP Fund Admiral Shares | 33.83% | 31.85% | 6.71% | 7.24% | 9.94% | 10.18% | 9.82% | 7.23% | 8.43% | 4.52% | 5.13% | 5.99% |
Drawdowns
MUOIX vs. VPMAX - Drawdown Comparison
The maximum MUOIX drawdown since its inception was -38.35%, smaller than the maximum VPMAX drawdown of -48.32%. Use the drawdown chart below to compare losses from any high point for MUOIX and VPMAX.
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Drawdown Indicators
| MUOIX | VPMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.35% | -48.32% | +9.97% |
Max Drawdown (1Y)Largest decline over 1 year | -13.75% | -13.75% | 0.00% |
Max Drawdown (5Y)Largest decline over 5 years | -24.92% | -25.21% | +0.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -32.65% | — |
Current DrawdownCurrent decline from peak | -13.75% | -11.72% | -2.03% |
Average DrawdownAverage peak-to-trough decline | -6.28% | -6.61% | +0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.64% | 3.15% | +0.49% |
Volatility
MUOIX vs. VPMAX - Volatility Comparison
The current volatility for Morgan Stanley Institutional Fund, Inc. US Core Portfolio (MUOIX) is 4.30%, while Vanguard PRIMECAP Fund Admiral Shares (VPMAX) has a volatility of 5.57%. This indicates that MUOIX experiences smaller price fluctuations and is considered to be less risky than VPMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MUOIX | VPMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 5.57% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 9.67% | 21.87% | -12.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.00% | 28.87% | -10.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.99% | 20.12% | -2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.23% | 20.09% | +0.14% |