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Inception Date
Dec 9, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

MSSM Performance Chart

Morgan Stanley Pathway Small-Mid Cap Equity ETF (MSSM) is up 20.2% since the beginning of the year. MSSM is currently trading at $61 per share.


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S&P 500 Index

Returns By Period

Morgan Stanley Pathway Small-Mid Cap Equity ETF (MSSM) has returned 20.23% so far this year and 38.44% over the past 12 months.


Morgan Stanley Pathway Small-Mid Cap Equity ETF

1D
0.58%
1M
4.03%
YTD
20.23%
6M
17.55%
1Y
38.44%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSSM Monthly Returns History

Based on dividend-adjusted daily data since Dec 9, 2024, MSSM's average daily return is +0.07%, while the average monthly return is +1.26%. At this rate, an investment would double in approximately 4.6 years.

Historically, 74% of months were positive and 26% were negative. The best month was Apr 2026 with a return of +11.1%, while the worst month was Dec 2024 at -7.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, MSSM closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +8.6%, while the worst single day was Apr 3, 2025 at -6.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.47%2.32%-5.48%11.06%3.74%2.29%20.23%
20253.45%-4.65%-6.66%-2.55%5.63%4.93%2.08%4.86%1.87%1.24%1.28%0.12%11.33%
2024-7.04%-7.04%

Benchmark Metrics

Morgan Stanley Pathway Small-Mid Cap Equity ETF has an annualized alpha of 0.39%, beta of 1.08, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since December 09, 2024.

  • This ETF captured 114.97% of S&P 500 Index gains and 114.52% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.08 and R2 of 0.80, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.39%
Beta
1.08
0.80
Upside Capture
114.97%
Downside Capture
114.52%

Expense Ratio

MSSM has an expense ratio of 0.62%, placing it in the medium range.


Return for Risk

Risk / Return Rank

MSSM ranks 72 for risk / return — better than 72% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


MSSM Risk / Return Rank: 7272
Overall Rank
MSSM Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
MSSM Sortino Ratio Rank: 6868
Sortino Ratio Rank
MSSM Omega Ratio Rank: 6262
Omega Ratio Rank
MSSM Calmar Ratio Rank: 8181
Calmar Ratio Rank
MSSM Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Morgan Stanley Pathway Small-Mid Cap Equity ETF (MSSM) and compare them to S&P 500 Index.

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.


MSSMBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.37

1.37

0.00

Calmar ratioReturn relative to maximum drawdown

4.07

2.78

+1.28

Martin ratioReturn relative to average drawdown

15.58

12.44

+3.14

Dividends

Dividend History

Morgan Stanley Pathway Small-Mid Cap Equity ETF provided a 2.62% dividend yield over the last twelve months, with an annual payout of $1.59 per share.


3.15%$0.00$0.50$1.00$1.502025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$1.59$1.59

Dividend yield

2.62%3.15%

Monthly Dividends

The table displays the monthly dividend distributions for Morgan Stanley Pathway Small-Mid Cap Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$1.59$1.59

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Morgan Stanley Pathway Small-Mid Cap Equity ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Morgan Stanley Pathway Small-Mid Cap Equity ETF was 25.16%, occurring on Apr 8, 2025. Recovery took 103 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-25.16%Apr 2025
4mo5mo
9moDec 2024 - Sep 2025
2026 pullback2026
-9.50%Mar 2026
1mo 17d15d
2mo 2dFeb 2026 - Apr 2026
2025 pullback2025
-7.11%Nov 2025
23d14d
1mo 7dOct 2025 - Dec 2025
2026 pullback2026
-4.35%May 2026
12d7d
19dMay 2026 - May 2026
2025 pullback2025
-3.84%Oct 2025
3d14d
17dOct 2025 - Oct 2025

Drawdown Indicators


MSSMBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-25.16%

-56.78%

+31.62%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

-9.10%

-0.40%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-5.11%

-10.71%

+5.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

2.03%

+0.44%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with MSSM

Add Morgan Stanley Pathway Small-Mid Cap Equity ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with MSSM