CPOAX vs. VRGWX
CPOAX (Morgan Stanley Insight A) and VRGWX (Vanguard Russell 1000 Growth Index Fund Institutional Shares) are both Large Cap Growth Equities funds - CPOAX tracks the Russell 3000 Growth Index while VRGWX tracks the Russell 1000 Growth Index. Both are passively managed. Over the past 10 years, CPOAX returned 15.13%/yr vs 17.87%/yr for VRGWX. Their 0.80 correlation means they have sometimes moved together and sometimes differently. CPOAX charges 1.15%/yr vs 0.05%/yr for VRGWX.
Performance
CPOAX vs. VRGWX - 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 VRGWX's 0.30% return. Over the past 10 years, CPOAX has underperformed VRGWX with an annualized return of 15.13%, while VRGWX has yielded a comparatively higher 17.87% 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%
VRGWX
- 1D
- 0.81%
- 1M
- -2.43%
- 6M
- 1.53%
- YTD
- 0.30%
- 1Y
- 10.12%
- 3Y*
- 19.26%
- 5Y*
- 12.64%
- 10Y*
- 17.87%
- ALL TIME*
- 16.61%
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. VRGWX - 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% |
VRGWX Vanguard Russell 1000 Growth Index Fund Institutional Shares | 0.30% | 18.32% | 33.25% | 42.65% | -29.18% | 32.42% | 38.38% | 36.30% | -1.59% | 30.11% |
Correlation
The correlation between CPOAX and VRGWX 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 22, 2010 | 0.80 |
The correlation between CPOAX and VRGWX has been stable across timeframes, ranging from 0.73 to 0.80 - a consistent structural relationship.
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Return for Risk
CPOAX vs. VRGWX — Risk / Return Rank
CPOAX
VRGWX
CPOAX vs. VRGWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Insight A (CPOAX) and Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX). 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 | VRGWX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.09 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 0.50 | -0.74 |
| Martin ratioReturn relative to average drawdown | -0.49 | 1.48 | -1.97 |
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Drawdowns
CPOAX vs. VRGWX - Drawdown Comparison
The maximum CPOAX drawdown since its inception was -84.57%, which is greater than VRGWX's maximum drawdown of -32.70%. Use the drawdown chart below to compare losses from any high point for CPOAX and VRGWX.
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Drawdown Indicators
| CPOAX | VRGWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.57% | -32.70% | -51.87% |
Max Drawdown (1Y)Largest decline over 1 year | -28.37% | -16.19% | -12.18% |
Max Drawdown (3Y)Largest decline over 3 years | -31.38% | -23.44% | -7.94% |
Max Drawdown (5Y)Largest decline over 5 years | -70.73% | -32.70% | -38.03% |
Max Drawdown (10Y)Largest decline over 10 years | -71.33% | -32.70% | -38.63% |
Current DrawdownCurrent decline from peak | -26.90% | -7.97% | -18.93% |
Average DrawdownAverage peak-to-trough decline | -39.12% | -4.89% | -34.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.48% | 5.40% | +9.08% |
Volatility
CPOAX vs. VRGWX - Volatility Comparison
Morgan Stanley Insight A (CPOAX) has a higher volatility of 8.05% compared to Vanguard Russell 1000 Growth Index Fund Institutional Shares (VRGWX) at 6.43%. This indicates that CPOAX's price experiences larger fluctuations and is considered to be riskier than VRGWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPOAX | VRGWX | 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% | 14.06% | +9.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.60% | 17.52% | +13.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.99% | 21.93% | +18.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.27% | 21.29% | +12.98% |
CPOAX vs. VRGWX - Expense Ratio Comparison
CPOAX has a 1.15% expense ratio, which is higher than VRGWX's 0.05% expense ratio.
Dividends
CPOAX vs. VRGWX - Dividend Comparison
CPOAX has not paid dividends to shareholders, while VRGWX's dividend yield for the trailing twelve months is around 0.49%.
| 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% |
VRGWX Vanguard Russell 1000 Growth Index Fund Institutional Shares | 0.49% | 0.35% | 0.56% | 0.71% | 0.99% | 4.18% | 0.77% | 1.03% | 1.22% | 1.22% | 1.52% | 1.51% |
Frequently Asked Questions
CPOAX and VRGWX 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 VRGWX (6.43%). In terms of maximum drawdown, CPOAX dropped -84.57% vs VRGWX's -32.70%.
VRGWX currently has the higher Sharpe Ratio (0.46 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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