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TIEUX vs. QFVOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TIEUX vs. QFVOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Pathway Funds International Equity Fund (TIEUX) and Pear Tree Polaris Foreign Value Fund (QFVOX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TIEUX achieves a 7.28% return, which is significantly lower than QFVOX's 18.33% return. Over the past 10 years, TIEUX has underperformed QFVOX with an annualized return of 9.61%, while QFVOX has yielded a comparatively higher 10.40% annualized return.


TIEUX

1D
0.42%
1M
0.06%
6M
2.50%
YTD
7.28%
1Y
15.07%
3Y*
15.69%
5Y*
9.44%
10Y*
9.61%
ALL TIME*
5.84%

QFVOX

1D
-0.18%
1M
1.44%
6M
11.96%
YTD
18.33%
1Y
30.89%
3Y*
18.01%
5Y*
11.31%
10Y*
10.40%
ALL TIME*
7.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

TIEUX vs. QFVOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TIEUX
Morgan Stanley Pathway Funds International Equity Fund
7.28%29.95%8.08%19.74%-14.66%11.69%10.05%22.77%-15.73%27.15%
QFVOX
Pear Tree Polaris Foreign Value Fund
18.33%33.85%-0.70%19.88%-17.14%19.44%2.65%17.93%-13.28%25.24%

Correlation

The correlation between TIEUX and QFVOX is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.52

Correlation (3Y)
Balances recent behavior with more history.

0.60

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.68

Correlation (10Y)
Provides a long-term view across more market conditions.

0.73

Correlation (All Time)
Calculated using the full available price history since Jan 4, 1999

0.77

Over the past year, the correlation between TIEUX and QFVOX has dropped to 0.52 - well below their long-term average of 0.77, suggesting their price drivers have been diverging.

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Return for Risk

TIEUX vs. QFVOX — Risk / Return Rank

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

TIEUX
TIEUX Risk / Return Rank: 3030
Overall Rank
TIEUX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TIEUX Sortino Ratio Rank: 2929
Sortino Ratio Rank
TIEUX Omega Ratio Rank: 3131
Omega Ratio Rank
TIEUX Calmar Ratio Rank: 3030
Calmar Ratio Rank
TIEUX Martin Ratio Rank: 3030
Martin Ratio Rank

QFVOX
QFVOX Risk / Return Rank: 8181
Overall Rank
QFVOX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
QFVOX Sortino Ratio Rank: 8181
Sortino Ratio Rank
QFVOX Omega Ratio Rank: 8181
Omega Ratio Rank
QFVOX Calmar Ratio Rank: 8282
Calmar Ratio Rank
QFVOX Martin Ratio Rank: 7979
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.

TIEUX vs. QFVOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Pathway Funds International Equity Fund (TIEUX) and Pear Tree Polaris Foreign Value Fund (QFVOX). 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.


TIEUXQFVOXDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.19

1.37

-0.18

Calmar ratioReturn relative to maximum drawdown

1.36

2.75

-1.39

Martin ratioReturn relative to average drawdown

4.50

9.60

-5.09

TIEUX vs. QFVOX - Sharpe Ratio Comparison

The current TIEUX Sharpe Ratio is 0.98, which is lower than the QFVOX Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of TIEUX and QFVOX, 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

TIEUX vs. QFVOX - Drawdown Comparison

The maximum TIEUX drawdown since its inception was -60.57%, smaller than the maximum QFVOX drawdown of -70.51%. Use the drawdown chart below to compare losses from any high point for TIEUX and QFVOX.


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Drawdown Indicators


TIEUXQFVOXDifference

Max Drawdown

Largest peak-to-trough decline

-60.57%

-70.51%

+9.94%

Max Drawdown (1Y)

Largest decline over 1 year

-12.32%

-11.02%

-1.30%

Max Drawdown (3Y)

Largest decline over 3 years

-13.97%

-14.92%

+0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-29.89%

-32.90%

+3.01%

Max Drawdown (10Y)

Largest decline over 10 years

-37.05%

-45.52%

+8.47%

Current Drawdown

Current decline from peak

-3.06%

-0.94%

-2.12%

Average Drawdown

Average peak-to-trough decline

-14.76%

-15.23%

+0.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

3.17%

+0.41%

Volatility

TIEUX vs. QFVOX - Volatility Comparison

The current volatility for Morgan Stanley Pathway Funds International Equity Fund (TIEUX) is 3.83%, while Pear Tree Polaris Foreign Value Fund (QFVOX) has a volatility of 4.20%. This indicates that TIEUX experiences smaller price fluctuations and is considered to be less risky than QFVOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TIEUXQFVOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.83%

4.20%

-0.37%

Volatility (6M)

Calculated over the trailing 6-month period

14.45%

13.82%

+0.63%

Volatility (1Y)

Calculated over the trailing 1-year period

17.03%

15.46%

+1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.28%

15.58%

+1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.01%

16.37%

+0.64%

TIEUX vs. QFVOX - Expense Ratio Comparison

TIEUX has a 0.67% expense ratio, which is lower than QFVOX's 1.40% expense ratio.


Dividends

TIEUX vs. QFVOX - Dividend Comparison

TIEUX's dividend yield for the trailing twelve months is around 7.53%, more than QFVOX's 4.78% yield.


PositionTTM20252024202320222021202020192018201720162015
QFVOX
Pear Tree Polaris Foreign Value Fund
4.78%5.66%1.95%1.88%1.43%10.11%1.58%1.14%0.98%0.60%1.02%1.58%
TIEUX
Morgan Stanley Pathway Funds International Equity Fund
7.53%8.08%11.60%2.05%4.95%9.09%1.75%2.55%2.20%1.64%2.76%1.74%

Frequently Asked Questions


TIEUX and QFVOX have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QFVOX has higher volatility (4.20%) compared to TIEUX (3.83%). In terms of maximum drawdown, TIEUX dropped -60.57% vs QFVOX's -70.51%.

QFVOX currently has the higher Sharpe Ratio (1.96 vs 0.98), 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 TIEUX and QFVOX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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