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CPOAX vs. IGM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CPOAX vs. IGM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Insight A (CPOAX) and iShares Expanded Tech Sector ETF (IGM). The values are adjusted to include any dividend payments, if applicable.

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CPOAX vs. IGM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CPOAX
Morgan Stanley Insight A
-13.73%18.91%46.35%52.72%-61.02%-6.83%115.86%33.08%11.94%48.40%
IGM
iShares Expanded Tech Sector ETF
-6.83%26.76%36.99%60.68%-35.83%25.72%45.11%41.81%2.26%37.20%

Returns By Period

In the year-to-date period, CPOAX achieves a -13.73% return, which is significantly lower than IGM's -6.83% return. Over the past 10 years, CPOAX has underperformed IGM with an annualized return of 15.06%, while IGM has yielded a comparatively higher 21.06% annualized return.


CPOAX

1D
4.70%
1M
-4.16%
YTD
-13.73%
6M
-22.63%
1Y
12.41%
3Y*
24.44%
5Y*
-3.92%
10Y*
15.06%

IGM

1D
1.51%
1M
-3.57%
YTD
-6.83%
6M
-5.05%
1Y
31.61%
3Y*
28.93%
5Y*
14.72%
10Y*
21.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CPOAX vs. IGM - Expense Ratio Comparison

CPOAX has a 1.15% expense ratio, which is higher than IGM's 0.46% expense ratio.


Return for Risk

CPOAX vs. IGM — Risk / Return Rank

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

CPOAX
CPOAX Risk / Return Rank: 1515
Overall Rank
CPOAX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
CPOAX Sortino Ratio Rank: 1818
Sortino Ratio Rank
CPOAX Omega Ratio Rank: 1515
Omega Ratio Rank
CPOAX Calmar Ratio Rank: 1414
Calmar Ratio Rank
CPOAX Martin Ratio Rank: 1212
Martin Ratio Rank

IGM
IGM Risk / Return Rank: 6868
Overall Rank
IGM Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IGM Sortino Ratio Rank: 7070
Sortino Ratio Rank
IGM Omega Ratio Rank: 6767
Omega Ratio Rank
IGM Calmar Ratio Rank: 7474
Calmar Ratio Rank
IGM Martin Ratio Rank: 6565
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.

CPOAX vs. IGM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Insight A (CPOAX) and iShares Expanded Tech Sector ETF (IGM). 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.


CPOAXIGMDifference

Sharpe ratio

Return per unit of total volatility

0.43

1.19

-0.76

Sortino ratio

Return per unit of downside risk

0.86

1.80

-0.94

Omega ratio

Gain probability vs. loss probability

1.11

1.25

-0.15

Calmar ratio

Return relative to maximum drawdown

0.45

2.00

-1.55

Martin ratio

Return relative to average drawdown

1.15

6.74

-5.59

CPOAX vs. IGM - Sharpe Ratio Comparison

The current CPOAX Sharpe Ratio is 0.43, which is lower than the IGM Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of CPOAX and IGM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CPOAXIGMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

1.19

-0.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

0.58

-0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

0.87

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.43

-0.10

Correlation

The correlation between CPOAX and IGM is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CPOAX vs. IGM - Dividend Comparison

CPOAX has not paid dividends to shareholders, while IGM's dividend yield for the trailing twelve months is around 0.17%.


TTM20252024202320222021202020192018201720162015
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%
IGM
iShares Expanded Tech Sector ETF
0.17%0.17%0.22%0.33%0.66%0.16%0.32%0.50%0.57%0.57%0.90%0.79%

Drawdowns

CPOAX vs. IGM - Drawdown Comparison

The maximum CPOAX drawdown since its inception was -84.57%, which is greater than IGM's maximum drawdown of -65.59%. Use the drawdown chart below to compare losses from any high point for CPOAX and IGM.


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Drawdown Indicators


CPOAXIGMDifference

Max Drawdown

Largest peak-to-trough decline

-84.57%

-65.59%

-18.98%

Max Drawdown (1Y)

Largest decline over 1 year

-28.37%

-16.44%

-11.93%

Max Drawdown (5Y)

Largest decline over 5 years

-70.73%

-40.68%

-30.05%

Max Drawdown (10Y)

Largest decline over 10 years

-71.33%

-40.68%

-30.65%

Current Drawdown

Current decline from peak

-31.61%

-11.29%

-20.32%

Average Drawdown

Average peak-to-trough decline

-39.31%

-15.32%

-23.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.09%

4.89%

+6.20%

Volatility

CPOAX vs. IGM - Volatility Comparison

Morgan Stanley Insight A (CPOAX) has a higher volatility of 10.10% compared to iShares Expanded Tech Sector ETF (IGM) at 8.38%. This indicates that CPOAX's price experiences larger fluctuations and is considered to be riskier than IGM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPOAXIGMDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.10%

8.38%

+1.72%

Volatility (6M)

Calculated over the trailing 6-month period

22.93%

16.35%

+6.58%

Volatility (1Y)

Calculated over the trailing 1-year period

33.54%

26.72%

+6.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.87%

25.55%

+14.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.91%

24.41%

+9.50%