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CPOAX vs. MEMEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CPOAX vs. MEMEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Insight A (CPOAX) and Morgan Stanley Emerging Markets Equity Portfolio (MEMEX). The values are adjusted to include any dividend payments, if applicable.

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CPOAX vs. MEMEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
MEMEX
Morgan Stanley Emerging Markets Equity Portfolio
-0.28%32.98%7.82%11.90%-25.14%2.99%14.40%19.61%-17.46%26.45%

Returns By Period

In the year-to-date period, CPOAX achieves a -17.61% return, which is significantly lower than MEMEX's -0.28% 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%

MEMEX

1D
-1.30%
1M
-14.33%
YTD
-0.28%
6M
6.89%
1Y
30.98%
3Y*
15.93%
5Y*
3.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CPOAX vs. MEMEX - Expense Ratio Comparison

CPOAX has a 1.15% expense ratio, which is lower than MEMEX's 1.25% expense ratio.


Return for Risk

CPOAX vs. MEMEX — Risk / Return Rank

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

CPOAX
CPOAX Risk / Return Rank: 1010
Overall Rank
CPOAX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
CPOAX Sortino Ratio Rank: 1313
Sortino Ratio Rank
CPOAX Omega Ratio Rank: 1212
Omega Ratio Rank
CPOAX Calmar Ratio Rank: 88
Calmar Ratio Rank
CPOAX Martin Ratio Rank: 88
Martin Ratio Rank

MEMEX
MEMEX Risk / Return Rank: 8282
Overall Rank
MEMEX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
MEMEX Sortino Ratio Rank: 8383
Sortino Ratio Rank
MEMEX Omega Ratio Rank: 8181
Omega Ratio Rank
MEMEX Calmar Ratio Rank: 7878
Calmar Ratio Rank
MEMEX 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.

CPOAX vs. MEMEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Insight A (CPOAX) and Morgan Stanley Emerging Markets Equity Portfolio (MEMEX). 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.


CPOAXMEMEXDifference

Sharpe ratio

Return per unit of total volatility

0.23

1.66

-1.43

Sortino ratio

Return per unit of downside risk

0.58

2.18

-1.60

Omega ratio

Gain probability vs. loss probability

1.07

1.32

-0.25

Calmar ratio

Return relative to maximum drawdown

0.13

1.86

-1.73

Martin ratio

Return relative to average drawdown

0.34

8.39

-8.06

CPOAX vs. MEMEX - Sharpe Ratio Comparison

The current CPOAX Sharpe Ratio is 0.23, which is lower than the MEMEX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of CPOAX and MEMEX, 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


CPOAXMEMEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

1.66

-1.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

0.22

-0.33

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

0.36

-0.04

Correlation

The correlation between CPOAX and MEMEX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

CPOAX vs. MEMEX - Dividend Comparison

CPOAX has not paid dividends to shareholders, while MEMEX's dividend yield for the trailing twelve months is around 3.36%.


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%
MEMEX
Morgan Stanley Emerging Markets Equity Portfolio
3.36%3.35%1.38%3.26%13.18%0.86%2.57%7.81%0.52%0.00%0.00%0.00%

Drawdowns

CPOAX vs. MEMEX - Drawdown Comparison

The maximum CPOAX drawdown since its inception was -84.57%, which is greater than MEMEX's maximum drawdown of -39.90%. Use the drawdown chart below to compare losses from any high point for CPOAX and MEMEX.


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Drawdown Indicators


CPOAXMEMEXDifference

Max Drawdown

Largest peak-to-trough decline

-84.57%

-39.90%

-44.67%

Max Drawdown (1Y)

Largest decline over 1 year

-28.37%

-14.99%

-13.38%

Max Drawdown (5Y)

Largest decline over 5 years

-70.73%

-37.30%

-33.43%

Max Drawdown (10Y)

Largest decline over 10 years

-71.33%

Current Drawdown

Current decline from peak

-34.68%

-14.99%

-19.69%

Average Drawdown

Average peak-to-trough decline

-39.31%

-15.29%

-24.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.97%

3.33%

+7.64%

Volatility

CPOAX vs. MEMEX - Volatility Comparison

The current volatility for Morgan Stanley Insight A (CPOAX) is 8.76%, while Morgan Stanley Emerging Markets Equity Portfolio (MEMEX) has a volatility of 9.66%. This indicates that CPOAX experiences smaller price fluctuations and is considered to be less risky than MEMEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPOAXMEMEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.76%

9.66%

-0.90%

Volatility (6M)

Calculated over the trailing 6-month period

22.50%

14.28%

+8.22%

Volatility (1Y)

Calculated over the trailing 1-year period

33.29%

18.54%

+14.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.84%

17.24%

+22.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.88%

18.03%

+15.85%