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TILUX vs. MACGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TILUX vs. MACGX - 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 Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A (MACGX). The values are adjusted to include any dividend payments, if applicable.

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TILUX vs. MACGX - 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%
MACGX
Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A
-15.37%13.71%42.06%46.30%-63.51%-12.84%142.01%39.41%11.85%38.99%

Returns By Period

In the year-to-date period, TILUX achieves a -0.36% return, which is significantly higher than MACGX's -15.37% return. Over the past 10 years, TILUX has underperformed MACGX with an annualized return of 2.50%, while MACGX has yielded a comparatively higher 12.24% annualized return.


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%

MACGX

1D
-1.27%
1M
-9.54%
YTD
-15.37%
6M
-23.28%
1Y
3.77%
3Y*
19.63%
5Y*
-8.24%
10Y*
12.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TILUX vs. MACGX - Expense Ratio Comparison

TILUX has a 0.86% expense ratio, which is lower than MACGX's 1.00% expense ratio.


Return for Risk

TILUX vs. MACGX — 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

MACGX
MACGX Risk / Return Rank: 77
Overall Rank
MACGX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
MACGX Sortino Ratio Rank: 99
Sortino Ratio Rank
MACGX Omega Ratio Rank: 99
Omega Ratio Rank
MACGX Calmar Ratio Rank: 66
Calmar Ratio Rank
MACGX Martin Ratio Rank: 66
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. MACGX - 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 Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A (MACGX). 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.


TILUXMACGXDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.10

+0.47

Sortino ratio

Return per unit of downside risk

0.84

0.37

+0.47

Omega ratio

Gain probability vs. loss probability

1.11

1.05

+0.06

Calmar ratio

Return relative to maximum drawdown

1.15

-0.02

+1.17

Martin ratio

Return relative to average drawdown

3.25

-0.06

+3.31

TILUX vs. MACGX - Sharpe Ratio Comparison

The current TILUX Sharpe Ratio is 0.57, which is higher than the MACGX Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of TILUX and MACGX, 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


TILUXMACGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.10

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

-0.17

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.31

+0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.30

+0.22

Correlation

The correlation between TILUX and MACGX is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

TILUX vs. MACGX - Dividend Comparison

TILUX's dividend yield for the trailing twelve months is around 2.47%, while MACGX has not paid dividends to shareholders.


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%
MACGX
Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A
0.00%0.00%0.00%0.00%0.00%52.53%9.95%15.34%29.46%48.48%75.72%14.05%

Drawdowns

TILUX vs. MACGX - Drawdown Comparison

The maximum TILUX drawdown since its inception was -14.72%, smaller than the maximum MACGX drawdown of -77.61%. Use the drawdown chart below to compare losses from any high point for TILUX and MACGX.


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Drawdown Indicators


TILUXMACGXDifference

Max Drawdown

Largest peak-to-trough decline

-14.72%

-77.61%

+62.89%

Max Drawdown (1Y)

Largest decline over 1 year

-3.55%

-27.55%

+24.00%

Max Drawdown (5Y)

Largest decline over 5 years

-14.72%

-77.61%

+62.89%

Max Drawdown (10Y)

Largest decline over 10 years

-14.72%

-77.61%

+62.89%

Current Drawdown

Current decline from peak

-2.25%

-52.95%

+50.70%

Average Drawdown

Average peak-to-trough decline

-3.65%

-25.53%

+21.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.26%

10.82%

-9.56%

Volatility

TILUX vs. MACGX - Volatility Comparison

The current volatility for Morgan Stanley Pathway Funds Inflation-Linked Fixed Income Fund (TILUX) is 1.63%, while Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A (MACGX) has a volatility of 8.06%. This indicates that TILUX experiences smaller price fluctuations and is considered to be less risky than MACGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TILUXMACGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.63%

8.06%

-6.43%

Volatility (6M)

Calculated over the trailing 6-month period

2.87%

21.82%

-18.95%

Volatility (1Y)

Calculated over the trailing 1-year period

5.20%

31.94%

-26.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.01%

48.40%

-42.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.42%

39.18%

-33.76%