CPOAX vs. VTI
CPOAX (Morgan Stanley Insight A) and VTI (Vanguard Total Stock Market ETF) are both funds - CPOAX is a Large Cap Growth Equities fund tracking the Russell 3000 Growth Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past 10 years, CPOAX returned 15.28%/yr vs 14.63%/yr for VTI. Their 0.80 correlation means they have sometimes moved together and sometimes differently. CPOAX charges 1.15%/yr vs 0.03%/yr for VTI.
Performance
CPOAX vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, CPOAX achieves a -5.56% return, which is significantly lower than VTI's 10.49% return. Both investments have delivered pretty close results over the past 10 years, with CPOAX having a 15.28% annualized return and VTI not far behind at 14.63%.
CPOAX
- 1D
- 2.33%
- 1M
- -6.85%
- 6M
- 2.23%
- YTD
- -5.56%
- 1Y
- -1.57%
- 3Y*
- 19.60%
- 5Y*
- -3.57%
- 10Y*
- 15.28%
- ALL TIME*
- 10.54%
VTI
- 1D
- 0.53%
- 1M
- -0.15%
- 6M
- 8.77%
- YTD
- 10.49%
- 1Y
- 21.84%
- 3Y*
- 18.92%
- 5Y*
- 11.74%
- 10Y*
- 14.63%
- ALL TIME*
- 9.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $1.06B | $1.16B | $1.24B |
CPOAX vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CPOAX Morgan Stanley Insight A | -5.56% | 18.91% | 46.35% | 52.72% | -61.02% | -6.83% | 115.86% | 33.08% | 11.94% | 48.40% |
VTI Vanguard Total Stock Market ETF | 10.49% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between CPOAX and VTI 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. | 0.76 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.72 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.80 |
The correlation between CPOAX and VTI has been stable across timeframes, ranging from 0.72 to 0.80 - a consistent structural relationship.
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Return for Risk
CPOAX vs. VTI — Risk / Return Rank
CPOAX
VTI
CPOAX vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Insight A (CPOAX) and Vanguard Total Stock Market ETF (VTI). 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 | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.27 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 2.23 | -2.37 |
| Martin ratioReturn relative to average drawdown | -0.26 | 9.62 | -9.88 |
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Drawdowns
CPOAX vs. VTI - Drawdown Comparison
The maximum CPOAX drawdown since its inception was -84.57%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CPOAX and VTI.
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Drawdown Indicators
| CPOAX | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.57% | -55.45% | -29.12% |
Max Drawdown (1Y)Largest decline over 1 year | -28.37% | -8.92% | -19.45% |
Max Drawdown (3Y)Largest decline over 3 years | -31.38% | -19.30% | -12.08% |
Max Drawdown (5Y)Largest decline over 5 years | -70.73% | -25.36% | -45.37% |
Max Drawdown (10Y)Largest decline over 10 years | -71.33% | -35.00% | -36.33% |
Current DrawdownCurrent decline from peak | -25.13% | -1.36% | -23.77% |
Average DrawdownAverage peak-to-trough decline | -39.12% | -7.99% | -31.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.43% | 2.07% | +12.36% |
Volatility
CPOAX vs. VTI - Volatility Comparison
Morgan Stanley Insight A (CPOAX) has a higher volatility of 8.00% compared to Vanguard Total Stock Market ETF (VTI) at 3.46%. This indicates that CPOAX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPOAX | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.00% | 3.46% | +4.54% |
Volatility (6M)Calculated over the trailing 6-month period | 23.61% | 10.24% | +13.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.51% | 13.10% | +17.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.99% | 17.51% | +22.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.26% | 18.30% | +15.96% |
CPOAX vs. VTI - Expense Ratio Comparison
CPOAX has a 1.15% expense ratio, which is higher than VTI's 0.03% expense ratio.
Dividends
CPOAX vs. VTI - Dividend Comparison
CPOAX has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.06%.
| 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% |
VTI Vanguard Total Stock Market ETF | 1.06% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
CPOAX and VTI 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 (8.00%) compared to VTI (3.46%). In terms of maximum drawdown, CPOAX dropped -84.57% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.52 vs -0.13), 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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