CPODX vs. JPEF

Last updated Apr 2, 2026

Compare and contrast key facts about Morgan Stanley Insight Fund (CPODX) and JPMorgan Equity Focus ETF (JPEF).

CPODX is managed by Morgan Stanley. It was launched on Jul 28, 1997. JPEF is an actively managed fund by JPMorgan. It was launched on Jul 29, 2011.

Performance

CPODX vs. JPEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Insight Fund (CPODX) and JPMorgan Equity Focus ETF (JPEF). The values are adjusted to include any dividend payments, if applicable.

CPODX vs. JPEF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CPODX Morgan Stanley Insight Fund	-13.67%	19.23%	46.73%	4.19%
JPEF JPMorgan Equity Focus ETF	-3.42%	12.07%	28.19%	5.72%

Returns By Period

In the year-to-date period, CPODX achieves a -13.67% return, which is significantly lower than JPEF's -3.42% 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%

JPEF

• 1D: 0.45%
• 1M: -4.69%
• YTD: -3.42%
• 6M: -2.03%
• 1Y: 13.65%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CPODX vs. JPEF - Expense Ratio Comparison

CPODX has a 0.83% expense ratio, which is higher than JPEF's 0.50% expense ratio.

CPODX

Morgan Stanley Insight Fund

JPEF

JPMorgan Equity Focus ETF

Return for Risk

CPODX vs. JPEF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CPODX

CPODX Risk / Return Rank: 15
CPODX Sharpe Ratio Rank: 14
CPODX Sortino Ratio Rank: 18
CPODX Omega Ratio Rank: 15
CPODX Calmar Ratio Rank: 14
CPODX Martin Ratio Rank: 12

JPEF

JPEF Risk / Return Rank: 46
JPEF Sharpe Ratio Rank: 40
JPEF Sortino Ratio Rank: 42
JPEF Omega Ratio Rank: 46
JPEF Calmar Ratio Rank: 46
JPEF Martin Ratio Rank: 57

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	CPODX	JPEF	Difference
Sharpe ratio Return per unit of total volatility	0.44	0.78	-0.34
Sortino ratio Return per unit of downside risk	0.87	1.24	-0.37
Omega ratio Gain probability vs. loss probability	1.11	1.19	-0.08
Calmar ratio Return relative to maximum drawdown	0.46	1.28	-0.82
Martin ratio Return relative to average drawdown	1.18	5.85	-4.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CPODX vs. JPEF - Sharpe Ratio Comparison

The current CPODX Sharpe Ratio is 0.44, which is lower than the JPEF Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of CPODX and JPEF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CPODX	JPEF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.44	0.78	-0.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.09	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.45	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.33	1.02	-0.69

Correlation

The correlation between CPODX and JPEF is 0.71, 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. JPEF - Dividend Comparison

CPODX has not paid dividends to shareholders, while JPEF's dividend yield for the trailing twelve months is around 0.72%.

	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	0.72%	0.70%	0.71%	0.39%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

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.

Drawdown Indicators

	CPODX	JPEF	Difference
Max Drawdown Largest peak-to-trough decline	-84.51%	-18.09%	-66.42%
Max Drawdown (1Y) Largest decline over 1 year	-28.28%	-11.01%	-17.27%
Max Drawdown (5Y) Largest decline over 5 years	-70.71%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-71.26%	—	—
Current Drawdown Current decline from peak	-30.82%	-5.38%	-25.44%
Average Drawdown Average peak-to-trough decline	-38.54%	-2.22%	-36.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.04%	2.41%	+8.63%

Volatility

CPODX vs. JPEF - Volatility Comparison

Morgan Stanley Insight Fund (CPODX) has a higher volatility of 10.11% compared to JPMorgan Equity Focus ETF (JPEF) at 5.06%. 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.

Volatility by Period

	CPODX	JPEF	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.11%	5.06%	+5.05%
Volatility (6M) Calculated over the trailing 6-month period	22.91%	9.01%	+13.90%
Volatility (1Y) Calculated over the trailing 1-year period	33.55%	17.52%	+16.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.87%	15.21%	+24.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.91%	15.21%	+18.70%