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TILUX vs. FIPDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TILUX vs. FIPDX - 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 Fidelity Inflation-Protected Bond Index Fund (FIPDX). The values are adjusted to include any dividend payments, if applicable.

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TILUX vs. FIPDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TILUX
Morgan Stanley Pathway Funds Inflation-Linked Fixed Income Fund
-0.36%6.41%1.86%3.34%-12.14%5.42%12.70%8.11%-2.05%3.15%
FIPDX
Fidelity Inflation-Protected Bond Index Fund
0.33%6.90%2.00%3.77%-12.09%5.94%10.90%8.32%-1.37%2.98%

Returns By Period

In the year-to-date period, TILUX achieves a -0.36% return, which is significantly lower than FIPDX's 0.33% return. Both investments have delivered pretty close results over the past 10 years, with TILUX having a 2.50% annualized return and FIPDX not far ahead at 2.58%.


TILUX

1D
0.73%
1M
-2.01%
YTD
-0.36%
6M
-0.80%
1Y
1.39%
3Y*
2.80%
5Y*
0.99%
10Y*
2.50%

FIPDX

1D
0.55%
1M
-1.40%
YTD
0.33%
6M
0.37%
1Y
2.97%
3Y*
3.15%
5Y*
1.44%
10Y*
2.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TILUX vs. FIPDX - Expense Ratio Comparison

TILUX has a 0.86% expense ratio, which is higher than FIPDX's 0.05% expense ratio.


Return for Risk

TILUX vs. FIPDX — Risk / Return Rank

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

TILUX
TILUX Risk / Return Rank: 2626
Overall Rank
TILUX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
TILUX Sortino Ratio Rank: 1919
Sortino Ratio Rank
TILUX Omega Ratio Rank: 1616
Omega Ratio Rank
TILUX Calmar Ratio Rank: 4545
Calmar Ratio Rank
TILUX Martin Ratio Rank: 3030
Martin Ratio Rank

FIPDX
FIPDX Risk / Return Rank: 4242
Overall Rank
FIPDX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FIPDX Sortino Ratio Rank: 3636
Sortino Ratio Rank
FIPDX Omega Ratio Rank: 3131
Omega Ratio Rank
FIPDX Calmar Ratio Rank: 6060
Calmar Ratio Rank
FIPDX Martin Ratio Rank: 4242
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. FIPDX - 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 Fidelity Inflation-Protected Bond Index Fund (FIPDX). 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.


TILUXFIPDXDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.83

-0.26

Sortino ratio

Return per unit of downside risk

0.84

1.17

-0.33

Omega ratio

Gain probability vs. loss probability

1.11

1.15

-0.05

Calmar ratio

Return relative to maximum drawdown

1.15

1.37

-0.22

Martin ratio

Return relative to average drawdown

3.25

4.30

-1.05

TILUX vs. FIPDX - Sharpe Ratio Comparison

The current TILUX Sharpe Ratio is 0.57, which is lower than the FIPDX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of TILUX and FIPDX, 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


TILUXFIPDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.83

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.24

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.48

-0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.40

+0.12

Correlation

The correlation between TILUX and FIPDX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

TILUX vs. FIPDX - Dividend Comparison

TILUX's dividend yield for the trailing twelve months is around 2.47%, less than FIPDX's 4.16% 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%
FIPDX
Fidelity Inflation-Protected Bond Index Fund
4.16%4.18%3.75%3.56%8.87%4.76%1.24%1.97%2.26%1.29%1.34%0.38%

Drawdowns

TILUX vs. FIPDX - Drawdown Comparison

The maximum TILUX drawdown since its inception was -14.72%, roughly equal to the maximum FIPDX drawdown of -14.32%. Use the drawdown chart below to compare losses from any high point for TILUX and FIPDX.


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Drawdown Indicators


TILUXFIPDXDifference

Max Drawdown

Largest peak-to-trough decline

-14.72%

-14.32%

-0.40%

Max Drawdown (1Y)

Largest decline over 1 year

-3.55%

-2.90%

-0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-14.72%

-14.32%

-0.40%

Max Drawdown (10Y)

Largest decline over 10 years

-14.72%

-14.32%

-0.40%

Current Drawdown

Current decline from peak

-2.25%

-1.40%

-0.85%

Average Drawdown

Average peak-to-trough decline

-3.65%

-4.52%

+0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

0.92%

+0.34%

Volatility

TILUX vs. FIPDX - Volatility Comparison

Morgan Stanley Pathway Funds Inflation-Linked Fixed Income Fund (TILUX) has a higher volatility of 1.63% compared to Fidelity Inflation-Protected Bond Index Fund (FIPDX) at 1.37%. This indicates that TILUX's price experiences larger fluctuations and is considered to be riskier than FIPDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TILUXFIPDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

1.37%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

2.35%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

5.20%

4.13%

+1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.01%

5.99%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.42%

5.38%

+0.04%