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ISIN
US61769L8827
Inception Date
Nov 18, 1991
Min. Investment
$1,000
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

TIEUX Performance Chart

Morgan Stanley Pathway Funds International Equity Fund (TIEUX) is up 8.9% since the beginning of the year. TIEUX is currently trading at $17 per share. Investors who bought $1,000 worth of TIEUX shares 5 years ago would now be looking at an investment worth $1,558.


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S&P 500 Index

Returns By Period

Morgan Stanley Pathway Funds International Equity Fund (TIEUX) has returned 8.88% so far this year and 20.83% over the past 12 months. Over the last ten years, TIEUX has returned 10.09% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Morgan Stanley Pathway Funds International Equity Fund

1D
0.77%
1M
4.47%
YTD
8.88%
6M
10.28%
1Y
20.83%
3Y*
16.43%
5Y*
9.28%
10Y*
10.09%

Benchmark (S&P 500 Index)

1D
-0.57%
1M
1.39%
YTD
9.73%
6M
10.46%
1Y
24.50%
3Y*
19.43%
5Y*
12.21%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TIEUX Monthly Returns History

Based on dividend-adjusted daily data since Nov 1, 1995, TIEUX's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, an investment would double in approximately 9.7 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +15.9%, while the worst month was Oct 2008 at -23.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.

On a daily basis, TIEUX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +10.4%, while the worst single day was Mar 12, 2020 at -11.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.41%4.77%-9.81%6.41%3.16%0.53%8.88%
20256.82%-0.86%0.80%3.59%4.44%2.92%-1.93%4.47%1.76%0.87%0.49%3.47%29.95%
2024-0.89%2.69%2.92%-2.76%5.10%-2.22%3.19%3.30%0.80%-5.47%-0.63%2.31%8.08%
20239.22%-2.31%3.75%2.83%-3.21%4.10%2.12%-3.64%-4.16%-2.97%8.45%5.20%19.74%
2022-3.47%-3.59%-1.06%-6.07%2.29%-8.87%4.74%-6.28%-9.12%6.00%13.54%-1.42%-14.66%
2021-1.30%3.29%2.48%2.63%3.70%-1.69%0.73%1.90%-3.09%2.59%-4.79%5.16%11.69%

Benchmark Metrics

Morgan Stanley Pathway Funds International Equity Fund has an annualized alpha of 0.54%, beta of 0.69, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since November 01, 1995.

  • This fund participated in 95.54% of S&P 500 Index downside but only 83.69% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.69 may look defensive, but with R2 of 0.49 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 0.49 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
0.54%
Beta
0.69
0.49
Upside Capture
83.69%
Downside Capture
95.54%

Expense Ratio

TIEUX has an expense ratio of 0.67%, placing it in the medium range.


Return for Risk

Risk / Return Rank

TIEUX ranks 24 for risk / return — below 24% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


TIEUX Risk / Return Rank: 2424
Overall Rank
TIEUX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
TIEUX Sortino Ratio Rank: 2222
Sortino Ratio Rank
TIEUX Omega Ratio Rank: 2424
Omega Ratio Rank
TIEUX Calmar Ratio Rank: 2626
Calmar Ratio Rank
TIEUX Martin Ratio Rank: 2626
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 International Equity Fund (TIEUX) 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.


TIEUXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.24

1.36

-0.12

Calmar ratioReturn relative to maximum drawdown

1.81

2.71

-0.90

Martin ratioReturn relative to average drawdown

6.03

12.15

-6.12

Dividends

Dividend History

Morgan Stanley Pathway Funds International Equity Fund provided a 7.42% dividend yield over the last twelve months, with an annual payout of $1.26 per share.


2.00%4.00%6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.26$1.26$1.51$0.28$0.57$1.29$0.24$0.33$0.24$0.21$0.29$0.19

Dividend yield

7.42%8.08%11.60%2.05%4.95%9.09%1.75%2.55%2.20%1.64%2.76%1.74%

Monthly Dividends

The table displays the monthly dividend distributions for Morgan Stanley Pathway Funds International Equity 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$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.26$1.26
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.51$1.51
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.28$0.28
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.57$0.57
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.29$1.29

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 International Equity 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 International Equity Fund was 60.57%, occurring on Mar 9, 2009. Recovery took 2062 trading sessions.

The current Morgan Stanley Pathway Funds International Equity Fund drawdown is 1.62%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-60.57%Mar 2009
1y 2mo8y 2mo
9y 5moDec 2007 - May 2017
2003 bear market2003
-57.23%Mar 2003
2y 11mo2y 10mo
5y 9moMar 2000 - Jan 2006
COVID crash2020
-37.05%Mar 2020
2y 1mo7mo 28d
2y 9moJan 2018 - Nov 2020
Bear market2022
-29.89%Sep 2022
1y 20d1y 3mo
2y 3moSep 2021 - Dec 2023
1998 bear market1998
-25.12%Oct 1998
2mo 16d3mo 3d
5mo 19dJul 1998 - Jan 1999

Drawdown Indicators


TIEUXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-60.57%

-56.78%

-3.79%

Max Drawdown (1Y)

Largest decline over 1 year

-12.32%

-9.10%

-3.22%

Max Drawdown (3Y)

Largest decline over 3 years

-13.97%

-18.90%

+4.93%

Max Drawdown (5Y)

Largest decline over 5 years

-29.89%

-25.43%

-4.46%

Max Drawdown (10Y)

Largest decline over 10 years

-37.05%

-33.92%

-3.13%

Current Drawdown

Current decline from peak

-1.62%

-1.29%

-0.33%

Average Drawdown

Average peak-to-trough decline

-14.80%

-10.72%

-4.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

2.02%

+1.48%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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