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.
Performance
CPODX vs. ITOT - Performance Comparison
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CPODX vs. ITOT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CPODX Morgan Stanley Insight Fund | -13.67% | 19.23% | 46.73% | 53.03% | -60.99% | -6.54% | 116.44% | 33.45% | 12.29% | 48.76% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | -3.31% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
Returns By Period
In the year-to-date period, CPODX achieves a -13.67% return, which is significantly lower than ITOT's -3.31% return. Over the past 10 years, CPODX has outperformed ITOT with an annualized return of 15.35%, while ITOT has yielded a comparatively lower 13.65% annualized return.
CPODX
- 1D
- 4.72%
- 1M
- -4.15%
- YTD
- -13.67%
- 6M
- -22.53%
- 1Y
- 12.75%
- 3Y*
- 24.77%
- 5Y*
- -3.71%
- 10Y*
- 15.35%
ITOT
- 1D
- 0.72%
- 1M
- -4.34%
- YTD
- -3.31%
- 6M
- -1.32%
- 1Y
- 18.51%
- 3Y*
- 18.11%
- 5Y*
- 10.62%
- 10Y*
- 13.65%
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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.
Return for Risk
CPODX vs. ITOT — Risk / Return Rank
CPODX
ITOT
CPODX vs. ITOT - Risk-Adjusted Trends 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.
| CPODX | ITOT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 1.00 | -0.55 |
Sortino ratioReturn per unit of downside risk | 0.87 | 1.52 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.23 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.46 | 1.53 | -1.07 |
Martin ratioReturn relative to average drawdown | 1.18 | 7.25 | -6.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CPODX | ITOT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 1.00 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | 0.61 | -0.71 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.75 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.54 | -0.20 |
Correlation
The correlation between CPODX and ITOT is 0.78, 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.
Dividends
CPODX vs. ITOT - Dividend Comparison
CPODX has not paid dividends to shareholders, while ITOT's dividend yield for the trailing twelve months is around 1.12%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPODX Morgan Stanley Insight Fund | 0.00% | 0.00% | 0.64% | 0.00% | 41.78% | 12.90% | 7.97% | 6.49% | 8.40% | 26.14% | 9.16% | 8.38% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.12% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
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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Drawdown Indicators
| CPODX | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.51% | -55.20% | -29.31% |
Max Drawdown (1Y)Largest decline over 1 year | -28.28% | -12.34% | -15.94% |
Max Drawdown (5Y)Largest decline over 5 years | -70.71% | -25.36% | -45.35% |
Max Drawdown (10Y)Largest decline over 10 years | -71.26% | -35.00% | -36.26% |
Current DrawdownCurrent decline from peak | -30.82% | -5.51% | -25.31% |
Average DrawdownAverage peak-to-trough decline | -38.54% | -7.02% | -31.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.04% | 2.61% | +8.43% |
Volatility
CPODX vs. ITOT - Volatility Comparison
Morgan Stanley Insight Fund (CPODX) has a higher volatility of 10.11% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 5.49%. 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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Volatility by Period
| CPODX | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.11% | 5.49% | +4.62% |
Volatility (6M)Calculated over the trailing 6-month period | 22.91% | 9.78% | +13.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.55% | 18.68% | +14.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.87% | 17.36% | +22.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.91% | 18.25% | +15.66% |