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TLGUX vs. MSEQX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLGUX vs. MSEQX - 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 Growth Portfolio Class I (MSEQX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


TLGUX

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

MSEQX

1D
-1.57%
1M
4.10%
YTD
-1.20%
6M
-2.94%
1Y
9.09%
3Y*
29.17%
5Y*
1.84%
10Y*
17.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLGUX vs. MSEQX - Yearly Performance Comparison


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Return for Risk

TLGUX vs. MSEQX — Risk / Return Rank

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

TLGUX

MSEQX
MSEQX Risk / Return Rank: 55
Overall Rank
MSEQX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
MSEQX Sortino Ratio Rank: 55
Sortino Ratio Rank
MSEQX Omega Ratio Rank: 55
Omega Ratio Rank
MSEQX Calmar Ratio Rank: 44
Calmar Ratio Rank
MSEQX Martin Ratio Rank: 44
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. MSEQX - 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 Growth Portfolio Class I (MSEQX). 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.


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

TLGUX vs. MSEQX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TLGUXMSEQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

Drawdowns

TLGUX vs. MSEQX - Drawdown Comparison


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Drawdown Indicators


TLGUXMSEQXDifference

Max Drawdown

Largest peak-to-trough decline

-69.48%

Max Drawdown (1Y)

Largest decline over 1 year

-27.73%

Max Drawdown (3Y)

Largest decline over 3 years

-32.52%

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

-13.64%

Average Drawdown

Average peak-to-trough decline

-16.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.82%

Volatility

TLGUX vs. MSEQX - Volatility Comparison


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Volatility by Period


TLGUXMSEQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.13%

Volatility (6M)

Calculated over the trailing 6-month period

21.32%

Volatility (1Y)

Calculated over the trailing 1-year period

27.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.76%

TLGUX vs. MSEQX - Expense Ratio Comparison

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


Dividends

TLGUX vs. MSEQX - Dividend Comparison

Neither TLGUX nor MSEQX has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
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