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TEMUX vs. EDD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TEMUX vs. EDD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Pathway Funds Emerging Markets Equity Fund (TEMUX) and Morgan Stanley Emerging Markets Domestic Fund (EDD). The values are adjusted to include any dividend payments, if applicable.

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TEMUX vs. EDD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TEMUX
Morgan Stanley Pathway Funds Emerging Markets Equity Fund
0.68%34.68%5.47%9.87%-21.75%-3.50%11.18%22.44%-18.73%39.16%
EDD
Morgan Stanley Emerging Markets Domestic Fund
-3.98%32.46%8.64%14.09%-14.15%-7.03%-2.84%25.45%-14.09%16.34%

Returns By Period

In the year-to-date period, TEMUX achieves a 0.68% return, which is significantly higher than EDD's -3.98% return. Over the past 10 years, TEMUX has outperformed EDD with an annualized return of 6.96%, while EDD has yielded a comparatively lower 4.43% annualized return.


TEMUX

1D
-0.56%
1M
-11.89%
YTD
0.68%
6M
6.51%
1Y
30.98%
3Y*
14.48%
5Y*
2.95%
10Y*
6.96%

EDD

1D
2.63%
1M
-14.39%
YTD
-3.98%
6M
-0.81%
1Y
18.79%
3Y*
14.67%
5Y*
5.29%
10Y*
4.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TEMUX vs. EDD - Expense Ratio Comparison

TEMUX has a 0.81% expense ratio, which is lower than EDD's 2.20% expense ratio.


Return for Risk

TEMUX vs. EDD — Risk / Return Rank

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

TEMUX
TEMUX Risk / Return Rank: 8484
Overall Rank
TEMUX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TEMUX Sortino Ratio Rank: 8686
Sortino Ratio Rank
TEMUX Omega Ratio Rank: 8383
Omega Ratio Rank
TEMUX Calmar Ratio Rank: 8484
Calmar Ratio Rank
TEMUX Martin Ratio Rank: 8383
Martin Ratio Rank

EDD
EDD Risk / Return Rank: 5454
Overall Rank
EDD Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
EDD Sortino Ratio Rank: 6262
Sortino Ratio Rank
EDD Omega Ratio Rank: 5353
Omega Ratio Rank
EDD Calmar Ratio Rank: 4444
Calmar Ratio Rank
EDD Martin Ratio Rank: 4848
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.

TEMUX vs. EDD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Pathway Funds Emerging Markets Equity Fund (TEMUX) and Morgan Stanley Emerging Markets Domestic Fund (EDD). 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.


TEMUXEDDDifference

Sharpe ratio

Return per unit of total volatility

1.69

1.12

+0.57

Sortino ratio

Return per unit of downside risk

2.30

1.56

+0.74

Omega ratio

Gain probability vs. loss probability

1.33

1.21

+0.13

Calmar ratio

Return relative to maximum drawdown

2.10

1.10

+1.00

Martin ratio

Return relative to average drawdown

8.34

4.79

+3.55

TEMUX vs. EDD - Sharpe Ratio Comparison

The current TEMUX Sharpe Ratio is 1.69, which is higher than the EDD Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of TEMUX and EDD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TEMUXEDDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.69

1.12

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.18

0.35

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.25

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.09

+0.15

Correlation

The correlation between TEMUX and EDD is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

TEMUX vs. EDD - Dividend Comparison

TEMUX's dividend yield for the trailing twelve months is around 2.41%, less than EDD's 10.06% yield.


TTM20252024202320222021202020192018201720162015
TEMUX
Morgan Stanley Pathway Funds Emerging Markets Equity Fund
2.41%2.43%2.09%2.41%1.92%4.47%1.96%1.81%1.67%1.26%1.10%1.44%
EDD
Morgan Stanley Emerging Markets Domestic Fund
10.06%9.76%11.45%7.30%6.82%6.93%6.92%8.15%9.90%8.18%10.32%12.65%

Drawdowns

TEMUX vs. EDD - Drawdown Comparison

The maximum TEMUX drawdown since its inception was -68.20%, which is greater than EDD's maximum drawdown of -59.38%. Use the drawdown chart below to compare losses from any high point for TEMUX and EDD.


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Drawdown Indicators


TEMUXEDDDifference

Max Drawdown

Largest peak-to-trough decline

-68.20%

-59.38%

-8.82%

Max Drawdown (1Y)

Largest decline over 1 year

-13.10%

-17.67%

+4.57%

Max Drawdown (5Y)

Largest decline over 5 years

-38.67%

-32.04%

-6.63%

Max Drawdown (10Y)

Largest decline over 10 years

-40.17%

-42.70%

+2.53%

Current Drawdown

Current decline from peak

-13.10%

-15.50%

+2.40%

Average Drawdown

Average peak-to-trough decline

-21.95%

-24.38%

+2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.60%

4.05%

-0.45%

Volatility

TEMUX vs. EDD - Volatility Comparison

The current volatility for Morgan Stanley Pathway Funds Emerging Markets Equity Fund (TEMUX) is 7.42%, while Morgan Stanley Emerging Markets Domestic Fund (EDD) has a volatility of 8.07%. This indicates that TEMUX experiences smaller price fluctuations and is considered to be less risky than EDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TEMUXEDDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.42%

8.07%

-0.65%

Volatility (6M)

Calculated over the trailing 6-month period

11.82%

11.58%

+0.24%

Volatility (1Y)

Calculated over the trailing 1-year period

18.68%

16.87%

+1.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

15.07%

+1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.56%

17.65%

-0.09%