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CPOAX vs. TLGUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CPOAX vs. TLGUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Insight A (CPOAX) and Morgan Stanley Pathway Funds Large Cap Equity Fund (TLGUX). The values are adjusted to include any dividend payments, if applicable.

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CPOAX vs. TLGUX - Yearly Performance Comparison


Returns By Period


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%

TLGUX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CPOAX vs. TLGUX - Expense Ratio Comparison

CPOAX has a 1.15% expense ratio, which is higher than TLGUX's 0.47% expense ratio.


Return for Risk

CPOAX vs. TLGUX — 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

TLGUX
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. TLGUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Insight A (CPOAX) and Morgan Stanley Pathway Funds Large Cap Equity Fund (TLGUX). 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.


CPOAXTLGUXDifference

Sharpe ratio

Return per unit of total volatility

0.23

Sortino ratio

Return per unit of downside risk

0.58

Omega ratio

Gain probability vs. loss probability

1.07

Calmar ratio

Return relative to maximum drawdown

0.13

Martin ratio

Return relative to average drawdown

0.34

CPOAX vs. TLGUX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CPOAXTLGUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

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

Dividends

CPOAX vs. TLGUX - Dividend Comparison

Neither CPOAX nor TLGUX has paid dividends to shareholders.


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%
TLGUX
Morgan Stanley Pathway Funds Large Cap Equity Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CPOAX vs. TLGUX - Drawdown Comparison


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Drawdown Indicators


CPOAXTLGUXDifference

Max Drawdown

Largest peak-to-trough decline

-84.57%

Max Drawdown (1Y)

Largest decline over 1 year

-28.37%

Max Drawdown (5Y)

Largest decline over 5 years

-70.73%

Max Drawdown (10Y)

Largest decline over 10 years

-71.33%

Current Drawdown

Current decline from peak

-34.68%

Average Drawdown

Average peak-to-trough decline

-39.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.97%

Volatility

CPOAX vs. TLGUX - Volatility Comparison


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Volatility by Period


CPOAXTLGUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.76%

Volatility (6M)

Calculated over the trailing 6-month period

22.50%

Volatility (1Y)

Calculated over the trailing 1-year period

33.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.88%