Correlation
The correlation between CPODX and ITOT is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
CPODX vs. ITOT
Compare and contrast key facts about Morgan Stanley Insight Fund (CPODX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
CPODX is managed by Morgan Stanley. It was launched on Jul 28, 1997. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CPODX or ITOT.
Performance
CPODX vs. ITOT - Performance Comparison
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Key characteristics
CPODX:
1.95
ITOT:
0.68
CPODX:
2.47
ITOT:
0.98
CPODX:
1.33
ITOT:
1.14
CPODX:
1.13
ITOT:
0.63
CPODX:
6.13
ITOT:
2.33
CPODX:
10.55%
ITOT:
5.22%
CPODX:
34.96%
ITOT:
20.13%
CPODX:
-84.51%
ITOT:
-55.20%
CPODX:
-27.33%
ITOT:
-4.11%
Returns By Period
In the year-to-date period, CPODX achieves a 8.13% return, which is significantly higher than ITOT's 0.35% return. Over the past 10 years, CPODX has outperformed ITOT with an annualized return of 15.33%, while ITOT has yielded a comparatively lower 12.20% annualized return.
CPODX
8.13%
10.82%
3.64%
68.14%
25.93%
6.82%
15.33%
ITOT
0.35%
5.67%
-2.69%
12.76%
13.66%
15.23%
12.20%
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CPODX vs. ITOT - Expense Ratio Comparison
CPODX has a 0.83% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Risk-Adjusted Performance
CPODX vs. ITOT — Risk-Adjusted Performance Rank
CPODX
ITOT
CPODX vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Insight Fund (CPODX) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
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Dividends
CPODX vs. ITOT - Dividend Comparison
CPODX's dividend yield for the trailing twelve months is around 0.59%, less than ITOT's 1.26% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPODX Morgan Stanley Insight Fund | 0.59% | 0.64% | 0.00% | 41.78% | 12.90% | 7.97% | 6.49% | 8.40% | 26.14% | 9.16% | 8.38% | 7.15% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.26% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% |
Drawdowns
CPODX vs. ITOT - Drawdown Comparison
The maximum CPODX drawdown since its inception was -84.51%, which is greater than ITOT's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for CPODX and ITOT.
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Volatility
CPODX vs. ITOT - Volatility Comparison
Morgan Stanley Insight Fund (CPODX) has a higher volatility of 8.44% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 4.98%. This indicates that CPODX's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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