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MSEQX vs. TSDUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSEQX vs. TSDUX - 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 Ultra-ShortTerm Fixed Income Fund (TSDUX). The values are adjusted to include any dividend payments, if applicable.

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MSEQX vs. TSDUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TSDUX
Morgan Stanley Pathway Funds Ultra-ShortTerm Fixed Income Fund
0.25%3.24%6.04%5.94%0.41%-0.11%2.06%2.65%1.64%1.73%

Returns By Period

In the year-to-date period, MSEQX achieves a -15.37% return, which is significantly lower than TSDUX's 0.25% return. Over the past 10 years, MSEQX has outperformed TSDUX with an annualized return of 15.71%, while TSDUX has yielded a comparatively lower 2.58% 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%

TSDUX

1D
-0.31%
1M
-0.20%
YTD
0.25%
6M
0.56%
1Y
2.24%
3Y*
4.81%
5Y*
3.08%
10Y*
2.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSEQX vs. TSDUX - Expense Ratio Comparison

MSEQX has a 0.56% expense ratio, which is lower than TSDUX's 0.62% expense ratio.


Return for Risk

MSEQX vs. TSDUX — Risk / Return Rank

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

MSEQX
MSEQX Risk / Return Rank: 1919
Overall Rank
MSEQX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
MSEQX Sortino Ratio Rank: 2424
Sortino Ratio Rank
MSEQX Omega Ratio Rank: 1919
Omega Ratio Rank
MSEQX Calmar Ratio Rank: 1818
Calmar Ratio Rank
MSEQX Martin Ratio Rank: 1515
Martin Ratio Rank

TSDUX
TSDUX Risk / Return Rank: 9191
Overall Rank
TSDUX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
TSDUX Sortino Ratio Rank: 8383
Sortino Ratio Rank
TSDUX Omega Ratio Rank: 9797
Omega Ratio Rank
TSDUX Calmar Ratio Rank: 9696
Calmar Ratio Rank
TSDUX Martin Ratio Rank: 9797
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.

MSEQX vs. TSDUX - 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 Ultra-ShortTerm Fixed Income Fund (TSDUX). 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.


MSEQXTSDUXDifference

Sharpe ratio

Return per unit of total volatility

0.55

1.65

-1.10

Sortino ratio

Return per unit of downside risk

1.01

2.29

-1.28

Omega ratio

Gain probability vs. loss probability

1.12

1.62

-0.49

Calmar ratio

Return relative to maximum drawdown

0.58

3.85

-3.27

Martin ratio

Return relative to average drawdown

1.53

17.51

-15.98

MSEQX vs. TSDUX - Sharpe Ratio Comparison

The current MSEQX Sharpe Ratio is 0.55, which is lower than the TSDUX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of MSEQX and TSDUX, 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


MSEQXTSDUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

1.65

-1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

2.87

-2.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

2.39

-1.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

2.38

-1.92

Correlation

The correlation between MSEQX and TSDUX is -0.02. 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

MSEQX vs. TSDUX - Dividend Comparison

MSEQX has not paid dividends to shareholders, while TSDUX's dividend yield for the trailing twelve months is around 2.11%.


TTM20252024202320222021202020192018201720162015
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%
TSDUX
Morgan Stanley Pathway Funds Ultra-ShortTerm Fixed Income Fund
2.11%3.09%5.03%1.55%6.36%0.60%1.65%2.84%2.66%2.22%1.87%0.00%

Drawdowns

MSEQX vs. TSDUX - Drawdown Comparison

The maximum MSEQX drawdown since its inception was -69.48%, which is greater than TSDUX's maximum drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for MSEQX and TSDUX.


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Drawdown Indicators


MSEQXTSDUXDifference

Max Drawdown

Largest peak-to-trough decline

-69.48%

-3.94%

-65.54%

Max Drawdown (1Y)

Largest decline over 1 year

-27.73%

-0.72%

-27.01%

Max Drawdown (5Y)

Largest decline over 5 years

-69.48%

-1.72%

-67.76%

Max Drawdown (10Y)

Largest decline over 10 years

-69.48%

-3.94%

-65.54%

Current Drawdown

Current decline from peak

-26.02%

-0.41%

-25.61%

Average Drawdown

Average peak-to-trough decline

-16.88%

-0.19%

-16.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.55%

0.16%

+10.39%

Volatility

MSEQX vs. TSDUX - Volatility Comparison

Morgan Stanley Growth Portfolio Class I (MSEQX) has a higher volatility of 9.47% compared to Morgan Stanley Pathway Funds Ultra-ShortTerm Fixed Income Fund (TSDUX) at 0.39%. This indicates that MSEQX's price experiences larger fluctuations and is considered to be riskier than TSDUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSEQXTSDUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.47%

0.39%

+9.08%

Volatility (6M)

Calculated over the trailing 6-month period

22.11%

0.80%

+21.31%

Volatility (1Y)

Calculated over the trailing 1-year period

33.39%

1.56%

+31.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.78%

1.11%

+38.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.59%

1.10%

+32.49%