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TLGUX vs. SSEYX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLGUX vs. SSEYX - 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 State Street Equity 500 Index II Portfolio (SSEYX). 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*

SSEYX

1D
0.39%
1M
0.88%
6M
9.67%
YTD
11.31%
1Y
22.00%
3Y*
20.37%
5Y*
13.37%
10Y*
15.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLGUX vs. SSEYX - Yearly Performance Comparison


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Return for Risk

TLGUX vs. SSEYX — 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.


SSEYX
SSEYX Risk / Return Rank: 6767
Overall Rank
SSEYX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
SSEYX Sortino Ratio Rank: 6161
Sortino Ratio Rank
SSEYX Omega Ratio Rank: 6363
Omega Ratio Rank
SSEYX Calmar Ratio Rank: 6767
Calmar Ratio Rank
SSEYX Martin Ratio Rank: 7878
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. SSEYX - 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 State Street Equity 500 Index II Portfolio (SSEYX). 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.


TLGUXSSEYXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.33

Calmar ratioReturn relative to maximum drawdown

2.53

Martin ratioReturn relative to average drawdown

11.10

TLGUX vs. SSEYX - Sharpe Ratio Comparison


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Drawdowns

TLGUX vs. SSEYX - Drawdown Comparison


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Drawdown Indicators


TLGUXSSEYXDifference

Max Drawdown

Largest peak-to-trough decline

-33.75%

Max Drawdown (1Y)

Largest decline over 1 year

-8.88%

Max Drawdown (3Y)

Largest decline over 3 years

-18.74%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.75%

Current Drawdown

Current decline from peak

-0.35%

Average Drawdown

Average peak-to-trough decline

-4.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

Volatility

TLGUX vs. SSEYX - Volatility Comparison


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Volatility by Period


TLGUXSSEYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

Volatility (6M)

Calculated over the trailing 6-month period

9.98%

Volatility (1Y)

Calculated over the trailing 1-year period

12.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.05%

TLGUX vs. SSEYX - Expense Ratio Comparison

TLGUX has a 0.47% expense ratio, which is higher than SSEYX's 0.02% expense ratio.


Dividends

TLGUX vs. SSEYX - Dividend Comparison

TLGUX has not paid dividends to shareholders, while SSEYX's dividend yield for the trailing twelve months is around 1.24%.


PositionTTM20252024202320222021202020192018201720162015
SSEYX
State Street Equity 500 Index II Portfolio
1.24%1.38%1.93%1.46%1.57%2.48%3.63%2.36%5.91%5.37%2.29%3.47%
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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