CPOAX vs. BBLIX
CPOAX (Morgan Stanley Insight A) and BBLIX (BBH Select Series - Large Cap Fund) are both Large Cap Growth Equities funds. Over the past 5 years, CPOAX returned -4.03%/yr vs 7.28%/yr for BBLIX. Their 0.57 correlation means they have sometimes moved together and sometimes differently. CPOAX charges 1.15%/yr vs 0.70%/yr for BBLIX.
Performance
CPOAX vs. BBLIX - Performance Comparison
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Returns By Period
In the year-to-date period, CPOAX achieves a -7.80% return, which is significantly lower than BBLIX's 1.58% return.
CPOAX
- 1D
- -2.37%
- 1M
- -9.05%
- 6M
- -0.21%
- YTD
- -7.80%
- 1Y
- -3.90%
- 3Y*
- 19.22%
- 5Y*
- -4.03%
- 10Y*
- 15.13%
- ALL TIME*
- 10.45%
BBLIX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 1.58%
- YTD
- 1.58%
- 1Y
- 5.32%
- 3Y*
- 11.76%
- 5Y*
- 7.28%
- 10Y*
- —
- ALL TIME*
- 9.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CPOAX vs. BBLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CPOAX Morgan Stanley Insight A | -7.80% | 18.91% | 46.35% | 52.72% | -61.02% | -6.83% | 115.86% | 3.59% |
BBLIX BBH Select Series - Large Cap Fund | 1.58% | 12.07% | 15.83% | 23.86% | -20.59% | 27.23% | 12.30% | 3.63% |
Correlation
The correlation between CPOAX and BBLIX is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (3Y) Balances recent behavior with more history. | 0.52 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2019 | 0.57 |
Over the past year, the correlation between CPOAX and BBLIX has dropped to 0.33 - well below their long-term average of 0.57, suggesting their price drivers have been diverging.
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Return for Risk
CPOAX vs. BBLIX — Risk / Return Rank
CPOAX
BBLIX
CPOAX vs. BBLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Insight A (CPOAX) and BBH Select Series - Large Cap Fund (BBLIX). 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.
| CPOAX | BBLIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.21 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 1.38 | -1.63 |
| Martin ratioReturn relative to average drawdown | -0.49 | 2.50 | -2.98 |
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Drawdowns
CPOAX vs. BBLIX - Drawdown Comparison
The maximum CPOAX drawdown since its inception was -84.57%, which is greater than BBLIX's maximum drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for CPOAX and BBLIX.
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Drawdown Indicators
| CPOAX | BBLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.57% | -33.49% | -51.08% |
Max Drawdown (1Y)Largest decline over 1 year | -28.37% | -3.63% | -24.74% |
Max Drawdown (3Y)Largest decline over 3 years | -31.38% | -14.68% | -16.70% |
Max Drawdown (5Y)Largest decline over 5 years | -70.73% | -28.06% | -42.67% |
Max Drawdown (10Y)Largest decline over 10 years | -71.33% | — | — |
Current DrawdownCurrent decline from peak | -26.90% | -1.80% | -25.10% |
Average DrawdownAverage peak-to-trough decline | -39.12% | -6.24% | -32.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.48% | 1.85% | +12.63% |
Volatility
CPOAX vs. BBLIX - Volatility Comparison
Morgan Stanley Insight A (CPOAX) has a higher volatility of 8.05% compared to BBH Select Series - Large Cap Fund (BBLIX) at 0.00%. This indicates that CPOAX's price experiences larger fluctuations and is considered to be riskier than BBLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPOAX | BBLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.05% | 0.00% | +8.05% |
Volatility (6M)Calculated over the trailing 6-month period | 23.67% | 1.93% | +21.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.60% | 6.77% | +23.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.99% | 15.83% | +24.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.27% | 18.32% | +15.95% |
CPOAX vs. BBLIX - Expense Ratio Comparison
CPOAX has a 1.15% expense ratio, which is higher than BBLIX's 0.70% expense ratio.
Dividends
CPOAX vs. BBLIX - Dividend Comparison
CPOAX has not paid dividends to shareholders, while BBLIX's dividend yield for the trailing twelve months is around 9.39%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBLIX BBH Select Series - Large Cap Fund | 9.39% | 9.54% | 4.20% | 0.28% | 1.45% | 3.27% | 0.34% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% |
CPOAX Morgan Stanley Insight A | 0.00% | 0.00% | 0.61% | 0.00% | 51.84% | 14.94% | 9.06% | 7.29% | 9.33% | 28.73% | 9.83% | 8.92% |
Frequently Asked Questions
CPOAX and BBLIX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CPOAX has higher volatility (8.05%) compared to BBLIX (0.00%). In terms of maximum drawdown, CPOAX dropped -84.57% vs BBLIX's -33.49%.
BBLIX currently has the higher Sharpe Ratio (0.75 vs -0.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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