CPOAX vs. TILIX
CPOAX (Morgan Stanley Insight A) and TILIX (Nuveen Large Cap Growth Index Fund R6 Class) are both Large Cap Growth Equities funds - CPOAX tracks the Russell 3000 Growth Index while TILIX tracks the Russell 1000 Growth Index. Both are passively managed. Over the past 10 years, CPOAX returned 15.13%/yr vs 17.31%/yr for TILIX. Their correlation of 0.83 means they have usually moved in the same direction. CPOAX charges 1.15%/yr vs 0.05%/yr for TILIX.
Performance
CPOAX vs. TILIX - 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 TILIX's 0.47% return. Over the past 10 years, CPOAX has underperformed TILIX with an annualized return of 15.13%, while TILIX has yielded a comparatively higher 17.31% annualized 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%
TILIX
- 1D
- 0.81%
- 1M
- -2.43%
- 6M
- 1.71%
- YTD
- 0.47%
- 1Y
- 10.22%
- 3Y*
- 19.39%
- 5Y*
- 11.86%
- 10Y*
- 17.31%
- ALL TIME*
- 11.78%
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. TILIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CPOAX Morgan Stanley Insight A | -7.80% | 18.91% | 46.35% | 52.72% | -61.02% | -6.83% | 115.86% | 33.08% | 11.94% | 48.40% |
TILIX Nuveen Large Cap Growth Index Fund R6 Class | 0.47% | 18.41% | 33.31% | 42.64% | -29.22% | 27.63% | 38.43% | 36.30% | -1.66% | 28.49% |
Correlation
The correlation between CPOAX and TILIX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2002 | 0.83 |
The correlation between CPOAX and TILIX has been stable across timeframes, ranging from 0.73 to 0.83 - a consistent structural relationship.
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Return for Risk
CPOAX vs. TILIX — Risk / Return Rank
CPOAX
TILIX
CPOAX vs. TILIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Insight A (CPOAX) and Nuveen Large Cap Growth Index Fund R6 Class (TILIX). 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 | TILIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.09 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 0.50 | -0.75 |
| Martin ratioReturn relative to average drawdown | -0.49 | 1.50 | -1.99 |
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Drawdowns
CPOAX vs. TILIX - Drawdown Comparison
The maximum CPOAX drawdown since its inception was -84.57%, which is greater than TILIX's maximum drawdown of -50.54%. Use the drawdown chart below to compare losses from any high point for CPOAX and TILIX.
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Drawdown Indicators
| CPOAX | TILIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.57% | -50.54% | -34.03% |
Max Drawdown (1Y)Largest decline over 1 year | -28.37% | -16.24% | -12.13% |
Max Drawdown (3Y)Largest decline over 3 years | -31.38% | -23.33% | -8.05% |
Max Drawdown (5Y)Largest decline over 5 years | -70.73% | -32.68% | -38.05% |
Max Drawdown (10Y)Largest decline over 10 years | -71.33% | -32.68% | -38.65% |
Current DrawdownCurrent decline from peak | -26.90% | -7.81% | -19.09% |
Average DrawdownAverage peak-to-trough decline | -39.12% | -7.72% | -31.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.48% | 5.42% | +9.06% |
Volatility
CPOAX vs. TILIX - Volatility Comparison
Morgan Stanley Insight A (CPOAX) has a higher volatility of 8.05% compared to Nuveen Large Cap Growth Index Fund R6 Class (TILIX) at 6.43%. This indicates that CPOAX's price experiences larger fluctuations and is considered to be riskier than TILIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPOAX | TILIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.05% | 6.43% | +1.62% |
Volatility (6M)Calculated over the trailing 6-month period | 23.67% | 14.00% | +9.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.60% | 17.51% | +13.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.99% | 21.78% | +18.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.27% | 21.22% | +13.05% |
CPOAX vs. TILIX - Expense Ratio Comparison
CPOAX has a 1.15% expense ratio, which is higher than TILIX's 0.05% expense ratio.
Dividends
CPOAX vs. TILIX - Dividend Comparison
CPOAX has not paid dividends to shareholders, while TILIX's dividend yield for the trailing twelve months is around 4.39%.
| Position | 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% |
TILIX Nuveen Large Cap Growth Index Fund R6 Class | 4.39% | 4.41% | 3.25% | 1.90% | 11.00% | 8.76% | 1.91% | 2.38% | 4.01% | 0.68% | 1.33% | 1.32% |
Frequently Asked Questions
CPOAX and TILIX have a correlation of 0.73, 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 TILIX (6.43%). In terms of maximum drawdown, CPOAX dropped -84.57% vs TILIX's -50.54%.
TILIX currently has the higher Sharpe Ratio (0.47 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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