TIIUX vs. QDIBX
TIIUX (Morgan Stanley Pathway Funds Core Fixed Income Fund) and QDIBX (Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans) are both Intermediate Core Bond funds. Over the past 5 years, TIIUX returned -0.83%/yr vs -0.09%/yr for QDIBX. Their correlation of 0.90 suggests significant overlap in exposure. TIIUX charges 0.54%/yr vs 0.03%/yr for QDIBX.
Performance
TIIUX vs. QDIBX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TIIUX achieves a 0.58% return, which is significantly higher than QDIBX's 0.22% return.
TIIUX
- 1D
- 0.00%
- 1M
- 0.68%
- 6M
- 0.72%
- YTD
- 0.58%
- 1Y
- 3.51%
- 3Y*
- 3.92%
- 5Y*
- -0.83%
- 10Y*
- 1.26%
QDIBX
- 1D
- 0.11%
- 1M
- 0.67%
- 6M
- 0.22%
- YTD
- 0.22%
- 1Y
- 4.08%
- 3Y*
- 4.92%
- 5Y*
- -0.09%
- 10Y*
- —
TIIUX vs. QDIBX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TIIUX Morgan Stanley Pathway Funds Core Fixed Income Fund | 0.58% | 5.77% | 0.61% | 5.90% | -14.72% | -1.70% | 8.67% | 0.48% |
QDIBX Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans | 0.22% | 7.72% | 1.66% | 6.71% | -14.11% | -0.17% | 6.77% | -0.10% |
Correlation
The correlation between TIIUX and QDIBX is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2019 | 0.90 |
The correlation between TIIUX and QDIBX shifts across timeframes, from 0.80 (1 year) to 0.92 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TIIUX vs. QDIBX — Risk / Return Rank
TIIUX
QDIBX
TIIUX vs. QDIBX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Pathway Funds Core Fixed Income Fund (TIIUX) and Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX). 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.
| TIIUX | QDIBX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.18 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.25 | 1.26 | -0.01 |
| Martin ratioReturn relative to average drawdown | 3.07 | 3.43 | -0.36 |
Loading charts...
Drawdowns
TIIUX vs. QDIBX - Drawdown Comparison
The maximum TIIUX drawdown since its inception was -20.21%, roughly equal to the maximum QDIBX drawdown of -19.63%. Use the drawdown chart below to compare losses from any high point for TIIUX and QDIBX.
Loading charts...
Drawdown Indicators
| TIIUX | QDIBX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.21% | -19.63% | -0.58% |
Max Drawdown (1Y)Largest decline over 1 year | -2.85% | -2.97% | +0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -7.15% | -5.37% | -1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -20.00% | -19.63% | -0.37% |
Max Drawdown (10Y)Largest decline over 10 years | -20.21% | — | — |
Current DrawdownCurrent decline from peak | -4.99% | -1.54% | -3.45% |
Average DrawdownAverage peak-to-trough decline | -2.41% | -6.32% | +3.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.11% | 1.09% | +0.02% |
Volatility
TIIUX vs. QDIBX - Volatility Comparison
The current volatility for Morgan Stanley Pathway Funds Core Fixed Income Fund (TIIUX) is 0.94%, while Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans (QDIBX) has a volatility of 1.02%. This indicates that TIIUX experiences smaller price fluctuations and is considered to be less risky than QDIBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TIIUX | QDIBX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.94% | 1.02% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 2.82% | 2.69% | +0.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.14% | 3.73% | +0.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.27% | 6.59% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.16% | 6.23% | -1.07% |
TIIUX vs. QDIBX - Expense Ratio Comparison
TIIUX has a 0.54% expense ratio, which is higher than QDIBX's 0.03% expense ratio.
Dividends
TIIUX vs. QDIBX - Dividend Comparison
TIIUX's dividend yield for the trailing twelve months is around 3.33%, less than QDIBX's 3.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QDIBX Fisher Investments Institutional Group Fixed Income Fund for Retirement Plans | 3.49% | 3.50% | 3.55% | 3.65% | 2.51% | 1.80% | 3.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TIIUX Morgan Stanley Pathway Funds Core Fixed Income Fund | 3.33% | 2.92% | 4.51% | 3.91% | 2.88% | 2.36% | 5.77% | 3.08% | 2.93% | 2.49% | 3.60% | 3.34% |
Frequently Asked Questions
TIIUX and QDIBX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QDIBX has higher volatility (1.02%) compared to TIIUX (0.94%). In terms of maximum drawdown, TIIUX dropped -20.21% vs QDIBX's -19.63%.
QDIBX currently has the higher Sharpe Ratio (1.01 vs 0.86), 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.
Find the right allocation for TIIUX and QDIBX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer