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MSSM vs. REGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSSM vs. REGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Pathway Small-Mid Cap Equity ETF (MSSM) and ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MSSM achieves a 20.23% return, which is significantly higher than REGL's 7.68% return.


MSSM

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

REGL

1D
0.16%
1M
1.42%
YTD
7.68%
6M
5.73%
1Y
14.91%
3Y*
12.38%
5Y*
7.47%
10Y*
9.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSSM vs. REGL - Yearly Performance Comparison


Correlation

The correlation between MSSM and REGL is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.69

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2024

0.72

The correlation between MSSM and REGL has been stable across timeframes, ranging from 0.69 to 0.72 - a consistent structural relationship.

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Return for Risk

MSSM vs. REGL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MSSM
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

REGL
REGL Risk / Return Rank: 3232
Overall Rank
REGL Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
REGL Sortino Ratio Rank: 3434
Sortino Ratio Rank
REGL Omega Ratio Rank: 3030
Omega Ratio Rank
REGL Calmar Ratio Rank: 3232
Calmar Ratio Rank
REGL Martin Ratio Rank: 3333
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.

MSSM vs. REGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Pathway Small-Mid Cap Equity ETF (MSSM) and ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL). 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.

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.


MSSMREGLDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+1.26

Omega ratioGain probability vs. loss probability

1.37

1.20

+0.17

Calmar ratioReturn relative to maximum drawdown

4.07

1.55

+2.52

Martin ratioReturn relative to average drawdown

15.58

4.81

+10.77

MSSM vs. REGL - Sharpe Ratio Comparison

The current MSSM Sharpe Ratio is 2.18, which is higher than the REGL Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of MSSM and REGL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MSSM vs. REGL - Drawdown Comparison

The maximum MSSM drawdown since its inception was -25.16%, smaller than the maximum REGL drawdown of -36.37%. Use the drawdown chart below to compare losses from any high point for MSSM and REGL.


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Drawdown Indicators


MSSMREGLDifference

Max Drawdown

Largest peak-to-trough decline

-25.16%

-36.37%

+11.21%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

-9.67%

+0.17%

Max Drawdown (3Y)

Largest decline over 3 years

-16.96%

Max Drawdown (5Y)

Largest decline over 5 years

-16.96%

Max Drawdown (10Y)

Largest decline over 10 years

-36.37%

Current Drawdown

Current decline from peak

0.00%

-2.46%

+2.46%

Average Drawdown

Average peak-to-trough decline

-5.11%

-4.08%

-1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

3.10%

-0.63%

Volatility

MSSM vs. REGL - Volatility Comparison

Morgan Stanley Pathway Small-Mid Cap Equity ETF (MSSM) has a higher volatility of 5.73% compared to ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) at 3.55%. This indicates that MSSM's price experiences larger fluctuations and is considered to be riskier than REGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSSMREGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.73%

3.55%

+2.18%

Volatility (6M)

Calculated over the trailing 6-month period

13.31%

9.30%

+4.01%

Volatility (1Y)

Calculated over the trailing 1-year period

17.76%

13.26%

+4.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.98%

16.06%

+4.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.98%

18.34%

+2.64%

MSSM vs. REGL - Expense Ratio Comparison

MSSM has a 0.62% expense ratio, which is higher than REGL's 0.40% expense ratio.


Dividends

MSSM vs. REGL - Dividend Comparison

MSSM's dividend yield for the trailing twelve months is around 2.62%, more than REGL's 2.16% yield.


PositionTTM20252024202320222021202020192018201720162015
MSSM
Morgan Stanley Pathway Small-Mid Cap Equity ETF
2.62%3.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
REGL
ProShares S&P MidCap 400 Dividend Aristocrats ETF
2.16%2.32%2.28%2.40%2.32%2.50%2.41%1.96%2.09%1.63%1.20%1.66%

Frequently Asked Questions


MSSM and REGL have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSSM has higher volatility (5.73%) compared to REGL (3.55%). In terms of maximum drawdown, MSSM dropped -25.16% vs REGL's -36.37%.

On 1-year performance, MSSM leads with 38.44% vs 14.91% for REGL. On fees, REGL is cheaper at 0.40% per year. On volatility, REGL has been the lower-risk option at 3.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, MSSM has performed better with a 38.44% return vs 14.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

REGL is cheaper with a 0.40% expense ratio, compared with 0.62% for MSSM.

MSSM has the higher dividend yield at 2.62%, compared with 2.16% for REGL.

MSSM is categorized as Small Cap Blend Equities, while REGL is Mid Cap Value Equities. They also come from different issuers: Morgan Stanley and ProShares. Their fees differ too: 0.62% for MSSM and 0.40% for REGL.

MSSM currently has the higher Sharpe Ratio (2.18 vs 1.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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