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TLGUX vs. VSTSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TLGUX vs. VSTSX - 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 Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX). 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*

VSTSX

1D
0.24%
1M
5.76%
YTD
11.99%
6M
11.89%
1Y
29.14%
3Y*
22.38%
5Y*
13.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TLGUX vs. VSTSX - Yearly Performance Comparison


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Return for Risk

TLGUX vs. VSTSX — Risk / Return Rank

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

TLGUX

VSTSX
VSTSX Risk / Return Rank: 7272
Overall Rank
VSTSX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
VSTSX Sortino Ratio Rank: 6565
Sortino Ratio Rank
VSTSX Omega Ratio Rank: 6363
Omega Ratio Rank
VSTSX Calmar Ratio Rank: 7575
Calmar Ratio Rank
VSTSX Martin Ratio Rank: 8383
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. VSTSX - 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 Vanguard Total Stock Market Index Fund Institutional Select Shares (VSTSX). 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. VSTSX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TLGUXVSTSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

Drawdowns

TLGUX vs. VSTSX - Drawdown Comparison


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Drawdown Indicators


TLGUXVSTSXDifference

Max Drawdown

Largest peak-to-trough decline

-34.97%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

Max Drawdown (3Y)

Largest decline over 3 years

-19.36%

Max Drawdown (5Y)

Largest decline over 5 years

-25.35%

Current Drawdown

Current decline from peak

0.00%

Average Drawdown

Average peak-to-trough decline

-4.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.93%

Volatility

TLGUX vs. VSTSX - Volatility Comparison


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Volatility by Period


TLGUXVSTSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

Volatility (6M)

Calculated over the trailing 6-month period

9.19%

Volatility (1Y)

Calculated over the trailing 1-year period

12.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.76%

TLGUX vs. VSTSX - Expense Ratio Comparison

TLGUX has a 0.47% expense ratio, which is higher than VSTSX's 0.01% expense ratio.


Dividends

TLGUX vs. VSTSX - Dividend Comparison

TLGUX has not paid dividends to shareholders, while VSTSX's dividend yield for the trailing twelve months is around 1.02%.


PositionTTM202520242023202220212020201920182017
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%
VSTSX
Vanguard Total Stock Market Index Fund Institutional Select Shares
1.02%1.13%1.27%1.43%1.67%1.23%1.44%1.79%2.07%1.74%
Portfolio Optimizer

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