Is this worse then a mood swing if it seems to keep going down into depression?

It feels bad. If a depression worsens or persists over time it's distressing to the sufferer. Although it's difficult to imagine for people who are in the midst of depression or what can feel like a downward spiral of depression, it can be reversed with treatment. It's best to get in to see your doctor asap and to fully participate in treatment. Just going through the motions can reverse the downward spiral.
Treat Depression. Well, it certainly feels bad to be depressed and to feel like it's worsening. Professionals can help. Don't hesitate to see your doctor, a psychiatrist, psychologist, or other mental health professional. Depression can be effectively treated, so don't delay in seeing someone soon.