CPODX vs. LGILX

In the year-to-date period, CPODX achieves a 49.07% return, which is significantly higher than LGILX's 31.07% return. Over the past 10 years, CPODX has underperformed LGILX with an annualized return of 2.94%, while LGILX has yielded a comparatively higher 3.21% annualized return.

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CPODX has a 0.83% expense ratio, which is higher than LGILX's 0.71% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Insight Fund (CPODX) and Schwab Select Large Cap Growth Fund (LGILX). 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.

The current CPODX Sharpe Ratio is 2.86, which is higher than the LGILX Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of CPODX and LGILX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither CPODX nor LGILX has paid dividends to shareholders.

The maximum CPODX drawdown since its inception was -84.51%, which is greater than LGILX's maximum drawdown of -54.56%. Use the drawdown chart below to compare losses from any high point for CPODX and LGILX. For additional features, visit the drawdowns tool.

Morgan Stanley Insight Fund (CPODX) has a higher volatility of 8.83% compared to Schwab Select Large Cap Growth Fund (LGILX) at 5.25%. This indicates that CPODX's price experiences larger fluctuations and is considered to be riskier than LGILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.