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TLGUX vs. MGKQX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLGUX vs. MGKQX - Performance Comparison

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

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Returns By Period


TLGUX

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*

MGKQX

1D
0.00%
1M
0.66%
6M
-3.62%
YTD
1.49%
1Y
-14.30%
3Y*
5.76%
5Y*
4.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLGUX vs. MGKQX - Yearly Performance Comparison


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Return for Risk

TLGUX vs. MGKQX — Risk / Return Rank

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

TLGUX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


MGKQX
MGKQX Risk / Return Rank: 11
Overall Rank
MGKQX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
MGKQX Sortino Ratio Rank: 11
Sortino Ratio Rank
MGKQX Omega Ratio Rank: 11
Omega Ratio Rank
MGKQX Calmar Ratio Rank: 11
Calmar Ratio Rank
MGKQX Martin Ratio Rank: 11
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.

TLGUX vs. MGKQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Pathway Funds Large Cap Equity Fund (TLGUX) and Morgan Stanley Global Permanence Portfolio (MGKQX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TLGUXMGKQXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.91

Calmar ratioReturn relative to maximum drawdown

-0.56

Martin ratioReturn relative to average drawdown

-0.93

TLGUX vs. MGKQX - Sharpe Ratio Comparison


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Drawdowns

TLGUX vs. MGKQX - Drawdown Comparison


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Drawdown Indicators


TLGUXMGKQXDifference

Max Drawdown

Largest peak-to-trough decline

-33.07%

Max Drawdown (1Y)

Largest decline over 1 year

-25.97%

Max Drawdown (3Y)

Largest decline over 3 years

-25.97%

Max Drawdown (5Y)

Largest decline over 5 years

-30.96%

Current Drawdown

Current decline from peak

-19.38%

Average Drawdown

Average peak-to-trough decline

-8.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.42%

Volatility

TLGUX vs. MGKQX - Volatility Comparison


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Volatility by Period


TLGUXMGKQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.73%

Volatility (6M)

Calculated over the trailing 6-month period

15.04%

Volatility (1Y)

Calculated over the trailing 1-year period

25.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.70%

TLGUX vs. MGKQX - Expense Ratio Comparison

TLGUX has a 0.47% expense ratio, which is lower than MGKQX's 0.95% expense ratio.


Dividends

TLGUX vs. MGKQX - Dividend Comparison

Neither TLGUX nor MGKQX has paid dividends to shareholders.


PositionTTM202520242023202220212020
MGKQX
Morgan Stanley Global Permanence Portfolio
0.00%0.00%21.29%5.29%1.80%16.33%0.74%
TLGUX
Morgan Stanley Pathway Funds Large Cap Equity Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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