MSEQX vs. TEMUX
Compare and contrast key facts about Morgan Stanley Growth Portfolio Class I (MSEQX) and Morgan Stanley Pathway Funds Emerging Markets Equity Fund (TEMUX).
MSEQX is managed by Morgan Stanley. It was launched on Apr 2, 1991. TEMUX is managed by Morgan Stanley. It was launched on Apr 19, 1994.
Performance
MSEQX vs. TEMUX - Performance Comparison
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MSEQX vs. TEMUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSEQX Morgan Stanley Growth Portfolio Class I | -15.37% | 24.78% | 46.65% | 50.36% | -60.18% | -0.00% | 115.60% | 38.25% | 5.38% | 43.91% |
TEMUX Morgan Stanley Pathway Funds Emerging Markets Equity Fund | 2.63% | 34.68% | 5.47% | 9.87% | -21.75% | -3.50% | 11.18% | 22.44% | -18.73% | 39.16% |
Returns By Period
In the year-to-date period, MSEQX achieves a -15.37% return, which is significantly lower than TEMUX's 2.63% return. Over the past 10 years, MSEQX has outperformed TEMUX with an annualized return of 15.71%, while TEMUX has yielded a comparatively lower 7.16% annualized return.
MSEQX
- 1D
- 4.54%
- 1M
- -4.30%
- YTD
- -15.37%
- 6M
- -21.98%
- 1Y
- 15.92%
- 3Y*
- 25.56%
- 5Y*
- -1.63%
- 10Y*
- 15.71%
TEMUX
- 1D
- 1.93%
- 1M
- -9.28%
- YTD
- 2.63%
- 6M
- 7.80%
- 1Y
- 32.54%
- 3Y*
- 15.21%
- 5Y*
- 3.01%
- 10Y*
- 7.16%
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MSEQX vs. TEMUX - Expense Ratio Comparison
MSEQX has a 0.56% expense ratio, which is lower than TEMUX's 0.81% expense ratio.
Return for Risk
MSEQX vs. TEMUX — Risk / Return Rank
MSEQX
TEMUX
MSEQX vs. TEMUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Growth Portfolio Class I (MSEQX) and Morgan Stanley Pathway Funds Emerging Markets Equity Fund (TEMUX). 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.
| MSEQX | TEMUX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.55 | 2.12 | -1.57 |
Sortino ratioReturn per unit of downside risk | 1.01 | 2.84 | -1.83 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.41 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 0.58 | 2.31 | -1.72 |
Martin ratioReturn relative to average drawdown | 1.53 | 8.99 | -7.46 |
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
| MSEQX | TEMUX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.55 | 2.12 | -1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.18 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.41 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.25 | +0.21 |
Correlation
The correlation between MSEQX and TEMUX is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MSEQX vs. TEMUX - Dividend Comparison
MSEQX has not paid dividends to shareholders, while TEMUX's dividend yield for the trailing twelve months is around 2.36%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSEQX Morgan Stanley Growth Portfolio Class I | 0.00% | 0.00% | 0.55% | 0.05% | 16.79% | 24.24% | 9.36% | 21.39% | 5.38% | 21.18% | 12.71% | 7.55% |
TEMUX Morgan Stanley Pathway Funds Emerging Markets Equity Fund | 2.36% | 2.43% | 2.09% | 2.41% | 1.92% | 4.47% | 1.96% | 1.81% | 1.67% | 1.26% | 1.10% | 1.44% |
Drawdowns
MSEQX vs. TEMUX - Drawdown Comparison
The maximum MSEQX drawdown since its inception was -69.48%, roughly equal to the maximum TEMUX drawdown of -68.20%. Use the drawdown chart below to compare losses from any high point for MSEQX and TEMUX.
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Drawdown Indicators
| MSEQX | TEMUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.48% | -68.20% | -1.28% |
Max Drawdown (1Y)Largest decline over 1 year | -27.73% | -13.10% | -14.63% |
Max Drawdown (5Y)Largest decline over 5 years | -69.48% | -38.67% | -30.81% |
Max Drawdown (10Y)Largest decline over 10 years | -69.48% | -40.17% | -29.31% |
Current DrawdownCurrent decline from peak | -26.02% | -11.43% | -14.59% |
Average DrawdownAverage peak-to-trough decline | -16.88% | -21.95% | +5.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.55% | 3.67% | +6.88% |
Volatility
MSEQX vs. TEMUX - Volatility Comparison
Morgan Stanley Growth Portfolio Class I (MSEQX) has a higher volatility of 9.47% compared to Morgan Stanley Pathway Funds Emerging Markets Equity Fund (TEMUX) at 7.82%. This indicates that MSEQX's price experiences larger fluctuations and is considered to be riskier than TEMUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MSEQX | TEMUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.47% | 7.82% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 22.11% | 11.80% | +10.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.39% | 18.74% | +14.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.78% | 16.93% | +22.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.59% | 17.57% | +16.02% |