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TSDUX vs. DFIHX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSDUX vs. DFIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Pathway Funds Ultra-ShortTerm Fixed Income Fund (TSDUX) and DFA One Year Fixed Income Portfolio (DFIHX). The values are adjusted to include any dividend payments, if applicable.

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TSDUX vs. DFIHX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSDUX
Morgan Stanley Pathway Funds Ultra-ShortTerm Fixed Income Fund
0.56%3.24%6.04%5.94%0.41%-0.11%2.06%2.65%1.64%1.73%
DFIHX
DFA One Year Fixed Income Portfolio
0.81%3.41%5.41%4.98%-1.19%-0.19%0.62%2.44%1.87%0.94%

Returns By Period

In the year-to-date period, TSDUX achieves a 0.56% return, which is significantly lower than DFIHX's 0.81% return. Over the past 10 years, TSDUX has outperformed DFIHX with an annualized return of 2.61%, while DFIHX has yielded a comparatively lower 1.92% annualized return.


TSDUX

1D
0.00%
1M
-0.10%
YTD
0.56%
6M
0.87%
1Y
2.55%
3Y*
4.92%
5Y*
3.14%
10Y*
2.61%

DFIHX

1D
-0.06%
1M
0.23%
YTD
0.81%
6M
1.89%
1Y
3.69%
3Y*
4.47%
5Y*
2.61%
10Y*
1.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSDUX vs. DFIHX - Expense Ratio Comparison

TSDUX has a 0.62% expense ratio, which is higher than DFIHX's 0.13% expense ratio.


Return for Risk

TSDUX vs. DFIHX — Risk / Return Rank

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

TSDUX
TSDUX Risk / Return Rank: 9696
Overall Rank
TSDUX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
TSDUX Sortino Ratio Rank: 9393
Sortino Ratio Rank
TSDUX Omega Ratio Rank: 9898
Omega Ratio Rank
TSDUX Calmar Ratio Rank: 9898
Calmar Ratio Rank
TSDUX Martin Ratio Rank: 9898
Martin Ratio Rank

DFIHX
DFIHX Risk / Return Rank: 9999
Overall Rank
DFIHX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
DFIHX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DFIHX Omega Ratio Rank: 100100
Omega Ratio Rank
DFIHX Calmar Ratio Rank: 9999
Calmar Ratio Rank
DFIHX Martin Ratio Rank: 9999
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.

TSDUX vs. DFIHX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Pathway Funds Ultra-ShortTerm Fixed Income Fund (TSDUX) and DFA One Year Fixed Income Portfolio (DFIHX). 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.


TSDUXDFIHXDifference

Sharpe ratio

Return per unit of total volatility

1.99

5.38

-3.39

Sortino ratio

Return per unit of downside risk

2.82

9.47

-6.65

Omega ratio

Gain probability vs. loss probability

1.79

8.43

-6.64

Calmar ratio

Return relative to maximum drawdown

4.43

8.71

-4.28

Martin ratio

Return relative to average drawdown

20.41

37.74

-17.34

TSDUX vs. DFIHX - Sharpe Ratio Comparison

The current TSDUX Sharpe Ratio is 1.99, which is lower than the DFIHX Sharpe Ratio of 5.38. The chart below compares the historical Sharpe Ratios of TSDUX and DFIHX, 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


TSDUXDFIHXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

5.38

-3.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.95

2.65

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.43

2.43

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

2.42

1.52

+0.90

Correlation

The correlation between TSDUX and DFIHX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TSDUX vs. DFIHX - Dividend Comparison

TSDUX's dividend yield for the trailing twelve months is around 2.10%, less than DFIHX's 3.73% yield.


TTM20252024202320222021202020192018201720162015
TSDUX
Morgan Stanley Pathway Funds Ultra-ShortTerm Fixed Income Fund
2.10%3.09%5.03%1.55%6.36%0.60%1.65%2.84%2.66%2.22%1.87%0.00%
DFIHX
DFA One Year Fixed Income Portfolio
3.73%3.26%4.99%3.37%1.07%0.00%0.62%2.12%1.85%1.13%0.66%0.51%

Drawdowns

TSDUX vs. DFIHX - Drawdown Comparison

The maximum TSDUX drawdown since its inception was -3.94%, which is greater than DFIHX's maximum drawdown of -2.53%. Use the drawdown chart below to compare losses from any high point for TSDUX and DFIHX.


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Drawdown Indicators


TSDUXDFIHXDifference

Max Drawdown

Largest peak-to-trough decline

-3.94%

-2.53%

-1.41%

Max Drawdown (1Y)

Largest decline over 1 year

-0.72%

-0.39%

-0.33%

Max Drawdown (5Y)

Largest decline over 5 years

-1.72%

-2.26%

+0.54%

Max Drawdown (10Y)

Largest decline over 10 years

-3.94%

-2.26%

-1.68%

Current Drawdown

Current decline from peak

-0.10%

-0.06%

-0.04%

Average Drawdown

Average peak-to-trough decline

-0.19%

-0.15%

-0.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.16%

0.09%

+0.07%

Volatility

TSDUX vs. DFIHX - Volatility Comparison

Morgan Stanley Pathway Funds Ultra-ShortTerm Fixed Income Fund (TSDUX) has a higher volatility of 0.31% compared to DFA One Year Fixed Income Portfolio (DFIHX) at 0.18%. This indicates that TSDUX's price experiences larger fluctuations and is considered to be riskier than DFIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSDUXDFIHXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.31%

0.18%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

0.74%

0.41%

+0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

1.52%

0.72%

+0.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.10%

0.99%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.09%

0.79%

+0.30%