See what your fund actually adds

Morgan Stanley Pathway Small-Mid Cap Equity ETF MSSM

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

MSSM compared with its replication portfolio
MeasureMSSMReplication
Annualized growth5.8%6.5%
Annualized volatility18.6%19.2%
Sharpe ratio0.390.43
Maximum drawdown27.2%28.0%
Replication fit (R²)0.99 · Tracking error 1.9%

Replication portfolio

The published portfolio below is the investable basket used to model MSSM’s historical return behavior.

MSSM replication basket weights
TickerBuilding blockWeight
VBKSmall-Cap · Growth31.7%
IJHUS Mid Cap30.0%
IJRUS Small Cap19.4%
IWCMicro Cap10.5%
VTVStyle · Value8.4%