CPODX vs. JPEF
CPODX (Morgan Stanley Insight Fund) and JPEF (JPMorgan Equity Focus ETF) are both funds - CPODX is a Large Cap Growth Equities fund managed by Morgan Stanley, while JPEF is a Large Cap Blend Equities fund actively managed by JPMorgan. Over the past 3 years, CPODX returned 19.92%/yr vs 17.71%/yr for JPEF. Their 0.70 correlation means they have sometimes moved together and sometimes differently. CPODX charges 0.83%/yr vs 0.50%/yr for JPEF.
Performance
CPODX vs. JPEF - Performance Comparison
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Returns By Period
In the year-to-date period, CPODX achieves a -5.40% return, which is significantly lower than JPEF's 7.28% return.
CPODX
- 1D
- 2.33%
- 1M
- -6.80%
- 6M
- 2.39%
- YTD
- -5.40%
- 1Y
- -1.30%
- 3Y*
- 19.92%
- 5Y*
- -3.35%
- 10Y*
- 15.56%
- ALL TIME*
- 10.81%
JPEF
- 1D
- 1.05%
- 1M
- 0.24%
- 6M
- 5.98%
- YTD
- 7.28%
- 1Y
- 15.49%
- 3Y*
- 17.71%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 17.66%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $8.69M | $8.49M | $7.43M |
CPODX vs. JPEF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CPODX Morgan Stanley Insight Fund | -5.40% | 19.23% | 46.73% | 6.15% |
JPEF JPMorgan Equity Focus ETF | 7.28% | 12.07% | 28.19% | 5.70% |
Correlation
The correlation between CPODX and JPEF is 0.66, 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. | 0.66 |
Correlation (3Y) Balances recent behavior with more history. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2023 | 0.70 |
The correlation between CPODX and JPEF has been stable across timeframes, ranging from 0.66 to 0.70 - a consistent structural relationship.
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Return for Risk
CPODX vs. JPEF — Risk / Return Rank
CPODX
JPEF
CPODX vs. JPEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Insight Fund (CPODX) and JPMorgan Equity Focus ETF (JPEF). 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.
| CPODX | JPEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.20 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 1.65 | -1.77 |
| Martin ratioReturn relative to average drawdown | -0.25 | 6.78 | -7.03 |
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Drawdowns
CPODX vs. JPEF - Drawdown Comparison
The maximum CPODX drawdown since its inception was -84.51%, which is greater than JPEF's maximum drawdown of -18.09%. Use the drawdown chart below to compare losses from any high point for CPODX and JPEF.
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Drawdown Indicators
| CPODX | JPEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.51% | -18.09% | -66.42% |
Max Drawdown (1Y)Largest decline over 1 year | -28.28% | -8.25% | -20.03% |
Max Drawdown (3Y)Largest decline over 3 years | -31.37% | -18.09% | -13.28% |
Max Drawdown (5Y)Largest decline over 5 years | -70.71% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -71.26% | — | — |
Current DrawdownCurrent decline from peak | -24.20% | -1.36% | -22.84% |
Average DrawdownAverage peak-to-trough decline | -38.36% | -2.13% | -36.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.33% | 2.00% | +12.33% |
Volatility
CPODX vs. JPEF - Volatility Comparison
Morgan Stanley Insight Fund (CPODX) has a higher volatility of 7.99% compared to JPMorgan Equity Focus ETF (JPEF) at 3.96%. This indicates that CPODX's price experiences larger fluctuations and is considered to be riskier than JPEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPODX | JPEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.99% | 3.96% | +4.03% |
Volatility (6M)Calculated over the trailing 6-month period | 23.61% | 9.89% | +13.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.50% | 12.52% | +17.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.98% | 15.02% | +24.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.26% | 15.02% | +19.24% |
CPODX vs. JPEF - Expense Ratio Comparison
CPODX has a 0.83% expense ratio, which is higher than JPEF's 0.50% expense ratio.
Dividends
CPODX vs. JPEF - Dividend Comparison
CPODX has not paid dividends to shareholders, while JPEF's dividend yield for the trailing twelve months is around 0.65%.
| Position | 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% |
JPEF JPMorgan Equity Focus ETF | 0.65% | 0.70% | 0.71% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CPODX and JPEF have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CPODX has higher volatility (7.99%) compared to JPEF (3.96%). In terms of maximum drawdown, CPODX dropped -84.51% vs JPEF's -18.09%.
JPEF currently has the higher Sharpe Ratio (1.09 vs -0.12), 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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