MSEQX vs. TLGUX

Last updated Apr 2, 2026

Compare and contrast key facts about Morgan Stanley Growth Portfolio Class I (MSEQX) and Morgan Stanley Pathway Funds Large Cap Equity Fund (TLGUX).

MSEQX is managed by Morgan Stanley. It was launched on Apr 2, 1991. TLGUX is managed by Morgan Stanley. It was launched on Nov 18, 1991.

Performance

MSEQX vs. TLGUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Growth Portfolio Class I (MSEQX) and Morgan Stanley Pathway Funds Large Cap Equity Fund (TLGUX). The values are adjusted to include any dividend payments, if applicable.

MSEQX vs. TLGUX - Yearly Performance Comparison

	2026 (YTD)	2025
MSEQX Morgan Stanley Growth Portfolio Class I	-15.37%	28.76%
TLGUX Morgan Stanley Pathway Funds Large Cap Equity Fund	0.00%	0.00%

Returns By Period

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%

TLGUX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MSEQX vs. TLGUX - Expense Ratio Comparison

MSEQX has a 0.56% expense ratio, which is higher than TLGUX's 0.47% expense ratio.

MSEQX

Morgan Stanley Growth Portfolio Class I

TLGUX

Morgan Stanley Pathway Funds Large Cap Equity Fund

Return for Risk

MSEQX vs. TLGUX — Risk / Return Rank

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

MSEQX

MSEQX Risk / Return Rank: 19
MSEQX Sharpe Ratio Rank: 19
MSEQX Sortino Ratio Rank: 24
MSEQX Omega Ratio Rank: 19
MSEQX Calmar Ratio Rank: 18
MSEQX Martin Ratio Rank: 15

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.

MSEQX vs. TLGUX - 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 Large Cap Equity Fund (TLGUX). 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	TLGUX	Difference
Sharpe ratio Return per unit of total volatility	0.55	—	—
Sortino ratio Return per unit of downside risk	1.01	—	—
Omega ratio Gain probability vs. loss probability	1.12	—	—
Calmar ratio Return relative to maximum drawdown	0.58	—	—
Martin ratio Return relative to average drawdown	1.53	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	MSEQX	TLGUX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.55	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.04	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	—	—

Dividends

MSEQX vs. TLGUX - Dividend Comparison

Neither MSEQX nor TLGUX has paid dividends to shareholders.

	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%
TLGUX Morgan Stanley Pathway Funds Large Cap Equity Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	MSEQX	TLGUX	Difference
Max Drawdown Largest peak-to-trough decline	-69.48%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-27.73%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-69.48%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-69.48%	—	—
Current Drawdown Current decline from peak	-26.02%	—	—
Average Drawdown Average peak-to-trough decline	-16.88%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	10.55%	—	—

Volatility

Volatility by Period

	MSEQX	TLGUX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.47%	—	—
Volatility (6M) Calculated over the trailing 6-month period	22.11%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	33.39%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.78%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.59%	—	—