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TILUX vs. EIRRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TILUX vs. EIRRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Pathway Funds Inflation-Linked Fixed Income Fund (TILUX) and Eaton Vance Short Duration Inflation-Protected Income Fund (EIRRX). The values are adjusted to include any dividend payments, if applicable.

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TILUX vs. EIRRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TILUX
Morgan Stanley Pathway Funds Inflation-Linked Fixed Income Fund
-0.12%6.41%1.86%3.34%-12.14%5.42%12.70%8.11%-2.05%3.15%
EIRRX
Eaton Vance Short Duration Inflation-Protected Income Fund
0.45%4.63%5.65%6.33%-3.08%7.84%5.25%5.60%-0.15%1.94%

Returns By Period

In the year-to-date period, TILUX achieves a -0.12% return, which is significantly lower than EIRRX's 0.45% return. Over the past 10 years, TILUX has underperformed EIRRX with an annualized return of 2.53%, while EIRRX has yielded a comparatively higher 3.76% annualized return.


TILUX

1D
0.24%
1M
-1.31%
YTD
-0.12%
6M
-0.68%
1Y
1.39%
3Y*
2.88%
5Y*
0.97%
10Y*
2.53%

EIRRX

1D
0.10%
1M
0.05%
YTD
0.45%
6M
0.45%
1Y
3.33%
3Y*
4.75%
5Y*
3.82%
10Y*
3.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TILUX vs. EIRRX - Expense Ratio Comparison

TILUX has a 0.86% expense ratio, which is higher than EIRRX's 0.64% expense ratio.


Return for Risk

TILUX vs. EIRRX — Risk / Return Rank

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

TILUX
TILUX Risk / Return Rank: 1919
Overall Rank
TILUX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TILUX Sortino Ratio Rank: 99
Sortino Ratio Rank
TILUX Omega Ratio Rank: 88
Omega Ratio Rank
TILUX Calmar Ratio Rank: 4242
Calmar Ratio Rank
TILUX Martin Ratio Rank: 2828
Martin Ratio Rank

EIRRX
EIRRX Risk / Return Rank: 8989
Overall Rank
EIRRX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
EIRRX Sortino Ratio Rank: 8787
Sortino Ratio Rank
EIRRX Omega Ratio Rank: 8888
Omega Ratio Rank
EIRRX Calmar Ratio Rank: 9292
Calmar Ratio Rank
EIRRX Martin Ratio Rank: 9494
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.

TILUX vs. EIRRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Pathway Funds Inflation-Linked Fixed Income Fund (TILUX) and Eaton Vance Short Duration Inflation-Protected Income Fund (EIRRX). 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.


TILUXEIRRXDifference

Sharpe ratio

Return per unit of total volatility

0.37

1.71

-1.34

Sortino ratio

Return per unit of downside risk

0.54

2.44

-1.90

Omega ratio

Gain probability vs. loss probability

1.07

1.38

-0.31

Calmar ratio

Return relative to maximum drawdown

1.36

2.91

-1.55

Martin ratio

Return relative to average drawdown

3.85

12.86

-9.01

TILUX vs. EIRRX - Sharpe Ratio Comparison

The current TILUX Sharpe Ratio is 0.37, which is lower than the EIRRX Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of TILUX and EIRRX, 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


TILUXEIRRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

1.71

-1.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

1.35

-1.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

1.37

-0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

1.10

-0.58

Correlation

The correlation between TILUX and EIRRX is 0.61, 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

TILUX vs. EIRRX - Dividend Comparison

TILUX's dividend yield for the trailing twelve months is around 2.47%, less than EIRRX's 4.11% yield.


TTM20252024202320222021202020192018201720162015
TILUX
Morgan Stanley Pathway Funds Inflation-Linked Fixed Income Fund
2.47%2.92%3.72%1.77%16.54%9.24%2.28%2.27%3.45%3.01%2.97%0.00%
EIRRX
Eaton Vance Short Duration Inflation-Protected Income Fund
4.11%3.57%4.08%4.50%5.07%3.54%2.21%2.66%2.91%2.13%2.24%2.05%

Drawdowns

TILUX vs. EIRRX - Drawdown Comparison

The maximum TILUX drawdown since its inception was -14.72%, which is greater than EIRRX's maximum drawdown of -10.27%. Use the drawdown chart below to compare losses from any high point for TILUX and EIRRX.


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Drawdown Indicators


TILUXEIRRXDifference

Max Drawdown

Largest peak-to-trough decline

-14.72%

-10.27%

-4.45%

Max Drawdown (1Y)

Largest decline over 1 year

-3.55%

-1.18%

-2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-14.72%

-6.22%

-8.50%

Max Drawdown (10Y)

Largest decline over 10 years

-14.72%

-10.27%

-4.45%

Current Drawdown

Current decline from peak

-2.01%

-0.44%

-1.57%

Average Drawdown

Average peak-to-trough decline

-3.65%

-1.01%

-2.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

0.27%

+0.99%

Volatility

TILUX vs. EIRRX - Volatility Comparison

Morgan Stanley Pathway Funds Inflation-Linked Fixed Income Fund (TILUX) has a higher volatility of 1.61% compared to Eaton Vance Short Duration Inflation-Protected Income Fund (EIRRX) at 0.69%. This indicates that TILUX's price experiences larger fluctuations and is considered to be riskier than EIRRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TILUXEIRRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

0.69%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

2.79%

1.13%

+1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

5.19%

1.96%

+3.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.02%

2.85%

+3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.42%

2.76%

+2.66%