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ISIN
US61769L6011
Inception Date
Jul 13, 1998
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

THYUX Performance Chart

Morgan Stanley Pathway Funds High Yield Fund (THYUX) is up 2.0% since the beginning of the year. THYUX is currently trading at $3 per share. Investors who bought $1,000 worth of THYUX shares 5 years ago would now be looking at an investment worth $1,165.


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S&P 500 Index

Returns By Period

Morgan Stanley Pathway Funds High Yield Fund (THYUX) has returned 2.00% so far this year and 4.90% over the past 12 months. Over the last ten years, THYUX has returned 4.49% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Morgan Stanley Pathway Funds High Yield Fund

1D
0.00%
1M
0.84%
YTD
2.00%
6M
2.26%
1Y
4.90%
3Y*
7.24%
5Y*
3.10%
10Y*
4.49%

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)

THYUX Monthly Returns History

Based on dividend-adjusted daily data since Jan 4, 1999, THYUX's average daily return is +0.02%, while the average monthly return is +0.38%. At this rate, an investment would double in approximately 15.2 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2009 with a return of +10.1%, while the worst month was Oct 2008 at -16.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 7 months.

On a daily basis, THYUX closed higher 32% of trading days. The best single day was Mar 26, 2020 with a return of +3.2%, while the worst single day was Oct 10, 2008 at -4.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.62%-0.26%-0.99%1.48%0.85%0.31%2.00%
20251.25%0.62%-1.95%-0.04%1.90%1.49%0.54%1.54%-0.08%0.00%0.00%-0.36%4.96%
20240.07%0.22%1.20%-0.98%0.95%0.89%1.53%1.53%1.21%-0.40%1.51%-0.50%7.43%
20233.95%-1.20%0.26%1.17%-1.04%1.83%1.50%0.55%-1.04%-1.69%4.25%3.70%12.70%
2022-2.38%-1.28%-0.85%-3.31%-1.02%-6.82%5.41%-1.64%-4.28%2.21%2.20%-0.39%-12.01%
20210.10%0.37%-0.09%1.20%0.11%1.25%0.14%0.41%0.13%-0.14%-0.94%1.86%4.45%

Benchmark Metrics

Morgan Stanley Pathway Funds High Yield Fund has an annualized alpha of 3.60%, beta of 0.09, and R2 of 0.13 versus S&P 500 Index. Calculated based on daily prices since January 04, 1999.

  • This fund participated in 37.03% of S&P 500 Index downside but only 36.10% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.09 may look defensive, but with R2 of 0.13 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.13 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
3.60%
Beta
0.09
0.13
Upside Capture
36.10%
Downside Capture
37.03%

Expense Ratio

THYUX has an expense ratio of 0.76%, placing it in the medium range.


Return for Risk

Risk / Return Rank

THYUX ranks 41 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


THYUX Risk / Return Rank: 4141
Overall Rank
THYUX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
THYUX Sortino Ratio Rank: 3030
Sortino Ratio Rank
THYUX Omega Ratio Rank: 4949
Omega Ratio Rank
THYUX Calmar Ratio Rank: 5151
Calmar Ratio Rank
THYUX Martin Ratio Rank: 4444
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 Funds High Yield Fund (THYUX) 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.


THYUXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.55

Sortino ratioReturn per unit of downside risk

-0.63

Omega ratioGain probability vs. loss probability

1.35

1.37

-0.02

Calmar ratioReturn relative to maximum drawdown

2.61

2.78

-0.17

Martin ratioReturn relative to average drawdown

8.81

12.44

-3.63

Dividends

Dividend History

Morgan Stanley Pathway Funds High Yield Fund provided a 4.80% dividend yield over the last twelve months, with an annual payout of $0.15 per share.


4.00%5.00%6.00%7.00%8.00%$0.00$0.05$0.10$0.15$0.20$0.2520152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.15$0.14$0.24$0.20$0.20$0.18$0.16$0.20$0.23$0.23$0.24$0.26

Dividend yield

4.80%4.24%7.54%6.35%6.62%4.93%4.22%5.20%6.43%6.04%6.21%7.43%

Monthly Dividends

The table displays the monthly dividend distributions for Morgan Stanley Pathway Funds High Yield Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.02$0.02$0.02$0.00$0.05
2025$0.00$0.00$0.02$0.02$0.00$0.02$0.02$0.00$0.02$0.00$0.00$0.05$0.14
2024$0.00$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.05$0.24
2023$0.00$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.04$0.20
2022$0.00$0.01$0.02$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.04$0.20
2021$0.00$0.01$0.02$0.01$0.01$0.02$0.02$0.02$0.01$0.01$0.02$0.03$0.18

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 Funds High Yield Fund. 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 Funds High Yield Fund was 35.28%, occurring on Dec 12, 2008. Recovery took 191 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-35.28%Dec 2008
1y 6mo9mo 9d
2y 3moJun 2007 - Sep 2009
Dot-com crash2000–2002
-23.56%Oct 2002
3y 5mo1y 3mo
4y 8moMay 1999 - Jan 2004
COVID crash2020
-21.20%Mar 2020
28d8mo 15d
9mo 13dFeb 2020 - Dec 2020
2016 correction2016
-17.21%Feb 2016
1y 7mo10mo 22d
2y 5moJul 2014 - Dec 2016
Bear market2022
-15.49%Oct 2022
9mo 16d1y 4mo
2y 2moDec 2021 - Mar 2024

Drawdown Indicators


THYUXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-35.28%

-56.78%

+21.50%

Max Drawdown (1Y)

Largest decline over 1 year

-2.11%

-9.10%

+6.99%

Max Drawdown (3Y)

Largest decline over 3 years

-4.72%

-18.90%

+14.18%

Max Drawdown (5Y)

Largest decline over 5 years

-15.49%

-25.43%

+9.94%

Max Drawdown (10Y)

Largest decline over 10 years

-21.20%

-33.92%

+12.72%

Current Drawdown

Current decline from peak

0.00%

-1.80%

+1.80%

Average Drawdown

Average peak-to-trough decline

-4.68%

-10.71%

+6.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.60%

2.03%

-1.43%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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