CPOAX vs. MEGIX
Compare and contrast key facts about Morgan Stanley Insight A (CPOAX) and Morgan Stanley Growth Portfolio (MEGIX).
CPOAX is a passively managed fund by Morgan Stanley that tracks the performance of the Russell 3000 Growth Index. It was launched on Jan 29, 2002. MEGIX is managed by Morgan Stanley. It was launched on Apr 30, 2017.
Performance
CPOAX vs. MEGIX - Performance Comparison
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CPOAX vs. MEGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CPOAX Morgan Stanley Insight A | -17.61% | 18.91% | 46.35% | 52.72% | -61.02% | -6.83% | 115.86% | 33.08% | 11.94% | 34.21% |
MEGIX Morgan Stanley Growth Portfolio | -19.20% | 35.72% | 46.59% | 48.66% | -83.28% | -0.20% | 117.49% | 31.82% | 7.73% | 19.35% |
Returns By Period
In the year-to-date period, CPOAX achieves a -17.61% return, which is significantly higher than MEGIX's -19.20% return.
CPOAX
- 1D
- -0.76%
- 1M
- -9.15%
- YTD
- -17.61%
- 6M
- -25.78%
- 1Y
- 9.30%
- 3Y*
- 22.55%
- 5Y*
- -4.38%
- 10Y*
- 14.53%
MEGIX
- 1D
- -0.69%
- 1M
- -8.64%
- YTD
- -19.20%
- 6M
- -25.33%
- 1Y
- 11.54%
- 3Y*
- 26.82%
- 5Y*
- -16.52%
- 10Y*
- —
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CPOAX vs. MEGIX - Expense Ratio Comparison
CPOAX has a 1.15% expense ratio, which is higher than MEGIX's 0.57% expense ratio.
Return for Risk
CPOAX vs. MEGIX — Risk / Return Rank
CPOAX
MEGIX
CPOAX vs. MEGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Insight A (CPOAX) and Morgan Stanley Growth Portfolio (MEGIX). 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.
| CPOAX | MEGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.23 | 0.30 | -0.07 |
Sortino ratioReturn per unit of downside risk | 0.58 | 0.67 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.08 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.13 | 0.21 | -0.08 |
Martin ratioReturn relative to average drawdown | 0.34 | 0.57 | -0.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CPOAX | MEGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | 0.30 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.11 | -0.35 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.11 | +0.21 |
Correlation
The correlation between CPOAX and MEGIX is 0.98, 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. MEGIX - Dividend Comparison
Neither CPOAX nor MEGIX has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MEGIX Morgan Stanley Growth Portfolio | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 34.82% | 7.97% | 5.35% | 24.32% | 0.00% | 0.00% | 0.00% |
Drawdowns
CPOAX vs. MEGIX - Drawdown Comparison
The maximum CPOAX drawdown since its inception was -84.57%, roughly equal to the maximum MEGIX drawdown of -87.16%. Use the drawdown chart below to compare losses from any high point for CPOAX and MEGIX.
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Drawdown Indicators
| CPOAX | MEGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.57% | -87.16% | +2.59% |
Max Drawdown (1Y)Largest decline over 1 year | -28.37% | -28.03% | -0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -70.73% | -87.16% | +16.43% |
Max Drawdown (10Y)Largest decline over 10 years | -71.33% | — | — |
Current DrawdownCurrent decline from peak | -34.68% | -68.03% | +33.35% |
Average DrawdownAverage peak-to-trough decline | -39.31% | -36.32% | -2.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.97% | 10.56% | +0.41% |
Volatility
CPOAX vs. MEGIX - Volatility Comparison
Morgan Stanley Insight A (CPOAX) has a higher volatility of 8.76% compared to Morgan Stanley Growth Portfolio (MEGIX) at 8.33%. This indicates that CPOAX's price experiences larger fluctuations and is considered to be riskier than MEGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPOAX | MEGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.76% | 8.33% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 22.50% | 21.83% | +0.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.29% | 33.07% | +0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.84% | 47.74% | -7.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.88% | 39.86% | -5.98% |