MSEGX vs. SWLGX
Compare and contrast key facts about Morgan Stanley Institutional Growth Portfolio (MSEGX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX).
MSEGX is an actively managed fund by Morgan Stanley. It was launched on Apr 2, 1991. SWLGX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 1000 Growth Index. It was launched on Dec 20, 2017.
Performance
MSEGX vs. SWLGX - Performance Comparison
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MSEGX vs. SWLGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSEGX Morgan Stanley Institutional Growth Portfolio | -15.42% | 24.43% | 46.29% | 49.87% | -60.27% | -0.31% | 115.11% | 38.93% | 5.01% | -0.87% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | -9.81% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Returns By Period
In the year-to-date period, MSEGX achieves a -15.42% return, which is significantly lower than SWLGX's -9.81% return.
MSEGX
- 1D
- 4.54%
- 1M
- -4.32%
- YTD
- -15.42%
- 6M
- -22.09%
- 1Y
- 15.60%
- 3Y*
- 25.22%
- 5Y*
- -1.90%
- 10Y*
- 15.47%
SWLGX
- 1D
- 3.74%
- 1M
- -5.56%
- YTD
- -9.81%
- 6M
- -9.30%
- 1Y
- 17.72%
- 3Y*
- 21.15%
- 5Y*
- 12.37%
- 10Y*
- —
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MSEGX vs. SWLGX - Expense Ratio Comparison
MSEGX has a 0.87% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Return for Risk
MSEGX vs. SWLGX — Risk / Return Rank
MSEGX
SWLGX
MSEGX vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Growth Portfolio (MSEGX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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.
| MSEGX | SWLGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.83 | -0.30 |
Sortino ratioReturn per unit of downside risk | 1.00 | 1.35 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.19 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.57 | 1.17 | -0.59 |
Martin ratioReturn relative to average drawdown | 1.50 | 4.02 | -2.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MSEGX | SWLGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.83 | -0.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.58 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.70 | -0.29 |
Correlation
The correlation between MSEGX and SWLGX is 0.78, 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
MSEGX vs. SWLGX - Dividend Comparison
MSEGX has not paid dividends to shareholders, while SWLGX's dividend yield for the trailing twelve months is around 0.51%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSEGX Morgan Stanley Institutional Growth Portfolio | 0.00% | 0.00% | 0.42% | 0.00% | 18.70% | 26.52% | 10.03% | 22.75% | 5.67% | 22.18% | 13.17% | 7.76% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.51% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% |
Drawdowns
MSEGX vs. SWLGX - Drawdown Comparison
The maximum MSEGX drawdown since its inception was -69.57%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for MSEGX and SWLGX.
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Drawdown Indicators
| MSEGX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.57% | -32.69% | -36.88% |
Max Drawdown (1Y)Largest decline over 1 year | -27.83% | -16.16% | -11.67% |
Max Drawdown (5Y)Largest decline over 5 years | -69.57% | -32.69% | -36.88% |
Max Drawdown (10Y)Largest decline over 10 years | -69.57% | — | — |
Current DrawdownCurrent decline from peak | -26.90% | -13.03% | -13.87% |
Average DrawdownAverage peak-to-trough decline | -19.49% | -7.13% | -12.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.60% | 4.69% | +5.91% |
Volatility
MSEGX vs. SWLGX - Volatility Comparison
Morgan Stanley Institutional Growth Portfolio (MSEGX) has a higher volatility of 9.47% compared to Schwab U.S. Large-Cap Growth Index Fund (SWLGX) at 6.73%. This indicates that MSEGX's price experiences larger fluctuations and is considered to be riskier than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSEGX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.47% | 6.73% | +2.74% |
Volatility (6M)Calculated over the trailing 6-month period | 22.11% | 12.40% | +9.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.40% | 22.57% | +10.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.79% | 21.52% | +18.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.63% | 22.81% | +10.82% |