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.
Key characteristics
| CPODX | ITOT | |
|---|---|---|
| YTD Return | 16.92% | 22.48% |
| 1Y Return | 47.43% | 37.05% |
| 3Y Return (Ann) | -16.60% | 9.21% |
| 5Y Return (Ann) | 9.27% | 15.47% |
| 10Y Return (Ann) | 13.24% | 13.43% |
| Sharpe Ratio | 1.57 | 2.73 |
| Sortino Ratio | 2.14 | 3.64 |
| Omega Ratio | 1.27 | 1.49 |
| Calmar Ratio | 0.64 | 2.50 |
| Martin Ratio | 6.95 | 17.42 |
| Ulcer Index | 6.15% | 2.01% |
| Daily Std Dev | 27.32% | 12.84% |
| Max Drawdown | -84.51% | -55.21% |
| Current Drawdown | -46.45% | -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.
Performance
CPODX vs. ITOT - Performance Comparison
In the year-to-date period, CPODX achieves a 16.92% return, which is significantly lower than ITOT's 22.48% return. Both investments have delivered pretty close results over the past 10 years, with CPODX having a 13.24% annualized return and ITOT not far ahead at 13.43%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
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 1.24%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPODX Morgan Stanley Insight Fund | 0.00% | 0.00% | 41.78% | 12.90% | 7.97% | 6.49% | 8.40% | 26.14% | 9.16% | 8.38% | 7.15% | 8.61% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.24% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
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 -55.21%. Use the drawdown chart below to compare losses from any high point for CPODX and ITOT. For additional features, visit the drawdowns tool.
Volatility
CPODX vs. ITOT - Volatility Comparison
Morgan Stanley Insight Fund (CPODX) has a higher volatility of 6.41% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 3.04%. 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.