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TMUUX vs. MACGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMUUX vs. MACGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Pathway Funds Municipal Bond Fund (TMUUX) 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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Returns By Period

In the year-to-date period, TMUUX achieves a 1.55% return, which is significantly higher than MACGX's 1.02% return. Over the past 10 years, TMUUX has underperformed MACGX with an annualized return of 1.48%, while MACGX has yielded a comparatively higher 13.65% annualized return.


TMUUX

1D
-0.12%
1M
0.28%
6M
0.96%
YTD
1.55%
1Y
5.32%
3Y*
3.06%
5Y*
0.33%
10Y*
1.48%

MACGX

1D
-2.16%
1M
2.89%
6M
-4.61%
YTD
1.02%
1Y
-5.63%
3Y*
20.41%
5Y*
-5.46%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMUUX vs. MACGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TMUUX
Morgan Stanley Pathway Funds Municipal Bond Fund
1.55%2.42%1.73%6.04%-9.03%1.21%3.57%7.44%0.54%4.84%
MACGX
Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A
1.02%13.71%42.06%46.30%-63.51%-12.84%142.01%39.41%11.85%38.99%

Correlation

The correlation between TMUUX and MACGX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.14

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Jan 31, 1997

-0.05

The correlation between TMUUX and MACGX shifts across timeframes, from -0.05 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TMUUX vs. MACGX — Risk / Return Rank

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

TMUUX
TMUUX Risk / Return Rank: 7171
Overall Rank
TMUUX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
TMUUX Sortino Ratio Rank: 8484
Sortino Ratio Rank
TMUUX Omega Ratio Rank: 8989
Omega Ratio Rank
TMUUX Calmar Ratio Rank: 5858
Calmar Ratio Rank
TMUUX Martin Ratio Rank: 4646
Martin Ratio Rank

MACGX
MACGX Risk / Return Rank: 33
Overall Rank
MACGX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
MACGX Sortino Ratio Rank: 33
Sortino Ratio Rank
MACGX Omega Ratio Rank: 33
Omega Ratio Rank
MACGX Calmar Ratio Rank: 22
Calmar Ratio Rank
MACGX Martin Ratio Rank: 22
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.

TMUUX vs. MACGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Pathway Funds Municipal Bond Fund (TMUUX) 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.

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.


TMUUXMACGXDifference
Sharpe ratioReturn per unit of total volatility

+2.24

Sortino ratioReturn per unit of downside risk

+3.24

Omega ratioGain probability vs. loss probability

1.52

1.00

+0.53

Calmar ratioReturn relative to maximum drawdown

2.34

-0.16

+2.50

Martin ratioReturn relative to average drawdown

7.64

-0.33

+7.97

TMUUX vs. MACGX - Sharpe Ratio Comparison

The current TMUUX Sharpe Ratio is 2.08, which is higher than the MACGX Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of TMUUX and MACGX, 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

TMUUX vs. MACGX - Drawdown Comparison

The maximum TMUUX drawdown since its inception was -16.76%, smaller than the maximum MACGX drawdown of -77.61%. Use the drawdown chart below to compare losses from any high point for TMUUX and MACGX.


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Drawdown Indicators


TMUUXMACGXDifference

Max Drawdown

Largest peak-to-trough decline

-16.76%

-77.61%

+60.85%

Max Drawdown (1Y)

Largest decline over 1 year

-2.54%

-27.55%

+25.01%

Max Drawdown (3Y)

Largest decline over 3 years

-5.96%

-28.55%

+22.59%

Max Drawdown (5Y)

Largest decline over 5 years

-14.47%

-77.61%

+63.14%

Max Drawdown (10Y)

Largest decline over 10 years

-14.47%

-77.61%

+63.14%

Current Drawdown

Current decline from peak

-0.47%

-43.83%

+43.36%

Average Drawdown

Average peak-to-trough decline

-2.16%

-25.71%

+23.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

13.54%

-12.78%

Volatility

TMUUX vs. MACGX - Volatility Comparison

The current volatility for Morgan Stanley Pathway Funds Municipal Bond Fund (TMUUX) is 0.60%, while Morgan Stanley Institutional Fund Trust Discovery Portfolio Class A (MACGX) has a volatility of 7.15%. This indicates that TMUUX 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


TMUUXMACGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.60%

7.15%

-6.55%

Volatility (6M)

Calculated over the trailing 6-month period

1.88%

21.95%

-20.07%

Volatility (1Y)

Calculated over the trailing 1-year period

2.85%

28.82%

-25.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.41%

48.42%

-44.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.95%

39.45%

-35.50%

TMUUX vs. MACGX - Expense Ratio Comparison

TMUUX has a 0.71% expense ratio, which is lower than MACGX's 1.00% expense ratio.


Dividends

TMUUX vs. MACGX - Dividend Comparison

TMUUX's dividend yield for the trailing twelve months is around 2.33%, while MACGX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
TMUUX
Morgan Stanley Pathway Funds Municipal Bond Fund
2.33%2.13%3.37%3.11%2.41%1.95%2.54%3.30%2.92%2.77%5.74%3.07%

Frequently Asked Questions


TMUUX and MACGX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MACGX has higher volatility (7.15%) compared to TMUUX (0.60%). In terms of maximum drawdown, TMUUX dropped -16.76% vs MACGX's -77.61%.

TMUUX currently has the higher Sharpe Ratio (2.08 vs -0.16), 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

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