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MSSM vs. VPC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSSM vs. VPC - 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 Virtus Private Credit ETF (VPC). 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 16.02% return, which is significantly higher than VPC's -9.70% return.


MSSM

1D
0.52%
1M
0.87%
YTD
16.02%
6M
15.49%
1Y
32.29%
3Y*
5Y*
10Y*

VPC

1D
0.10%
1M
-4.23%
YTD
-9.70%
6M
-10.85%
1Y
-14.03%
3Y*
2.04%
5Y*
1.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSSM vs. VPC - Yearly Performance Comparison


2026 (YTD)20252024
MSSM
Morgan Stanley Pathway Small-Mid Cap Equity ETF
16.02%11.33%-7.04%
VPC
Virtus Private Credit ETF
-9.70%-6.75%-0.98%

Correlation

The correlation between MSSM and VPC is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.51

The correlation between MSSM and VPC has been stable across timeframes, ranging from 0.49 to 0.51 - a consistent structural relationship.

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Return for Risk

MSSM vs. VPC — Risk / Return Rank

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

MSSM
MSSM Risk / Return Rank: 6969
Overall Rank
MSSM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
MSSM Sortino Ratio Rank: 6666
Sortino Ratio Rank
MSSM Omega Ratio Rank: 6060
Omega Ratio Rank
MSSM Calmar Ratio Rank: 7777
Calmar Ratio Rank
MSSM Martin Ratio Rank: 7979
Martin Ratio Rank

VPC
VPC Risk / Return Rank: 22
Overall Rank
VPC Sharpe Ratio Rank: 11
Sharpe Ratio Rank
VPC Sortino Ratio Rank: 22
Sortino Ratio Rank
VPC Omega Ratio Rank: 22
Omega Ratio Rank
VPC Calmar Ratio Rank: 44
Calmar Ratio Rank
VPC Martin Ratio Rank: 33
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. VPC - 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 Virtus Private Credit ETF (VPC). 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.


MSSMVPCDifference
Sharpe ratioReturn per unit of total volatility

+2.92

Sortino ratioReturn per unit of downside risk

+4.04

Omega ratioGain probability vs. loss probability

1.32

0.84

+0.48

Calmar ratioReturn relative to maximum drawdown

3.41

-0.62

+4.03

Martin ratioReturn relative to average drawdown

13.10

-1.20

+14.30

MSSM vs. VPC - Sharpe Ratio Comparison

The current MSSM Sharpe Ratio is 1.86, which is higher than the VPC Sharpe Ratio of -1.06. The chart below compares the historical Sharpe Ratios of MSSM and VPC, 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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Sharpe Ratios by Period


MSSMVPCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

-1.06

+2.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.19

+0.43

Drawdowns

MSSM vs. VPC - Drawdown Comparison

The maximum MSSM drawdown since its inception was -25.16%, smaller than the maximum VPC drawdown of -53.45%. Use the drawdown chart below to compare losses from any high point for MSSM and VPC.


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Drawdown Indicators


MSSMVPCDifference

Max Drawdown

Largest peak-to-trough decline

-25.16%

-53.45%

+28.29%

Max Drawdown (1Y)

Largest decline over 1 year

-9.50%

-22.76%

+13.26%

Max Drawdown (3Y)

Largest decline over 3 years

-24.86%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

Current Drawdown

Current decline from peak

-1.95%

-20.02%

+18.07%

Average Drawdown

Average peak-to-trough decline

-5.20%

-7.69%

+2.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

11.66%

-9.19%

Volatility

MSSM vs. VPC - Volatility Comparison

Morgan Stanley Pathway Small-Mid Cap Equity ETF (MSSM) has a higher volatility of 5.49% compared to Virtus Private Credit ETF (VPC) at 3.97%. This indicates that MSSM's price experiences larger fluctuations and is considered to be riskier than VPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSSMVPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.49%

3.97%

+1.52%

Volatility (6M)

Calculated over the trailing 6-month period

13.12%

11.04%

+2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

17.48%

13.32%

+4.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.97%

13.54%

+7.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.97%

20.55%

+0.42%

MSSM vs. VPC - Expense Ratio Comparison

MSSM has a 0.62% expense ratio, which is lower than VPC's 0.75% expense ratio.


Dividends

MSSM vs. VPC - Dividend Comparison

MSSM's dividend yield for the trailing twelve months is around 2.72%, less than VPC's 17.39% yield.


PositionTTM2025202420232022202120202019
MSSM
Morgan Stanley Pathway Small-Mid Cap Equity ETF
2.72%3.15%0.00%0.00%0.00%0.00%0.00%0.00%
VPC
Virtus Private Credit ETF
17.39%14.33%11.26%11.71%10.74%6.31%10.06%8.19%

Frequently Asked Questions


MSSM and VPC have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MSSM has higher volatility (5.49%) compared to VPC (3.97%). In terms of maximum drawdown, MSSM dropped -25.16% vs VPC's -53.45%.

On 1-year performance, MSSM leads with 32.29% vs -14.03% for VPC. On fees, MSSM is cheaper at 0.62% per year. On volatility, VPC has been the lower-risk option at 3.97%. 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 32.29% return vs -14.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MSSM is cheaper with a 0.62% expense ratio, compared with 0.75% for VPC.

VPC has the higher dividend yield at 17.39%, compared with 2.72% for MSSM.

MSSM is categorized as Small Cap Blend Equities, while VPC is Nontraditional Bonds. They also come from different issuers: Morgan Stanley and Virtus Investment Partners. Their fees differ too: 0.62% for MSSM and 0.75% for VPC.

MSSM currently has the higher Sharpe Ratio (1.86 vs -1.06), 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.

Portfolio Optimizer

Find the right allocation for MSSM and VPC

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