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
Returns By Period
In the year-to-date period, CPODX achieves a 45.41% return, which is significantly higher than ITOT's 24.85% return. Over the past 10 years, CPODX has underperformed ITOT with an annualized return of 2.76%, while ITOT has yielded a comparatively higher 12.72% annualized return.
CPODX
45.41%
22.93%
47.75%
72.24%
0.04%
2.76%
ITOT
24.85%
1.81%
12.62%
32.80%
14.94%
12.72%
Key characteristics
| CPODX | ITOT | |
|---|---|---|
| Sharpe Ratio | 2.64 | 2.58 |
| Sortino Ratio | 3.31 | 3.45 |
| Omega Ratio | 1.42 | 1.48 |
| Calmar Ratio | 0.94 | 3.81 |
| Martin Ratio | 11.60 | 16.49 |
| Ulcer Index | 6.09% | 1.96% |
| Daily Std Dev | 26.74% | 12.56% |
| Max Drawdown | -84.51% | -55.21% |
| Current Drawdown | -57.37% | -1.49% |
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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.
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.
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 1.22%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPODX Morgan Stanley Insight Fund | 0.00% | 0.00% | 0.00% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 8.61% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.22% | 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 9.06% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 4.27%. 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.