CPODX vs. MEGIX
CPODX (Morgan Stanley Insight Fund) and MEGIX (Morgan Stanley Growth Portfolio) are both Large Cap Growth Equities funds from Morgan Stanley. Over the past 5 years, CPODX returned -3.81%/yr vs -1.72%/yr for MEGIX. Their 0.99 correlation means they have historically moved very closely together. CPODX charges 0.83%/yr vs 0.57%/yr for MEGIX.
Performance
CPODX vs. MEGIX - Performance Comparison
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Returns By Period
In the year-to-date period, CPODX achieves a -7.64% return, which is significantly higher than MEGIX's -10.79% return.
CPODX
- 1D
- -2.37%
- 1M
- -9.01%
- 6M
- -0.06%
- YTD
- -7.64%
- 1Y
- -3.64%
- 3Y*
- 19.53%
- 5Y*
- -3.81%
- 10Y*
- 15.41%
- ALL TIME*
- 10.72%
MEGIX
- 1D
- -2.16%
- 1M
- -8.12%
- 6M
- -2.53%
- YTD
- -10.79%
- 1Y
- -6.05%
- 3Y*
- 23.24%
- 5Y*
- -1.72%
- 10Y*
- —
- ALL TIME*
- 15.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CPODX vs. MEGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CPODX Morgan Stanley Insight Fund | -7.64% | 19.23% | 46.73% | 53.03% | -60.99% | -6.54% | 116.44% | 33.45% | 12.29% | 34.56% |
MEGIX Morgan Stanley Growth Portfolio | -10.79% | 35.72% | 46.59% | 48.66% | -60.94% | -0.20% | 117.49% | 31.82% | 7.73% | 19.35% |
Correlation
The correlation between CPODX and MEGIX is 0.99 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.99 |
Correlation (3Y) Balances recent behavior with more history. | 0.99 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.99 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017 | 0.99 |
The correlation between CPODX and MEGIX has been stable across timeframes, ranging from 0.99 to 0.99 - a consistent structural relationship.
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Return for Risk
CPODX vs. MEGIX — Risk / Return Rank
CPODX
MEGIX
CPODX vs. MEGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Insight Fund (CPODX) and Morgan Stanley Growth Portfolio (MEGIX). 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 | MEGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.15 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 0.97 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | -0.34 | +0.10 |
| Martin ratioReturn relative to average drawdown | -0.47 | -0.65 | +0.18 |
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Drawdowns
CPODX vs. MEGIX - Drawdown Comparison
The maximum CPODX drawdown since its inception was -84.51%, which is greater than MEGIX's maximum drawdown of -69.99%. Use the drawdown chart below to compare losses from any high point for CPODX and MEGIX.
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Drawdown Indicators
| CPODX | MEGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.51% | -69.99% | -14.52% |
Max Drawdown (1Y)Largest decline over 1 year | -28.28% | -28.03% | -0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -31.37% | -32.12% | +0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -70.71% | -69.99% | -0.72% |
Max Drawdown (10Y)Largest decline over 10 years | -71.26% | — | — |
Current DrawdownCurrent decline from peak | -25.99% | -20.54% | -5.45% |
Average DrawdownAverage peak-to-trough decline | -38.36% | -22.93% | -15.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.39% | 14.69% | -0.30% |
Volatility
CPODX vs. MEGIX - Volatility Comparison
Morgan Stanley Insight Fund (CPODX) has a higher volatility of 8.04% compared to Morgan Stanley Growth Portfolio (MEGIX) at 7.39%. This indicates that CPODX's price experiences larger fluctuations and is considered to be riskier than MEGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPODX | MEGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.04% | 7.39% | +0.65% |
Volatility (6M)Calculated over the trailing 6-month period | 23.68% | 23.37% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.59% | 30.00% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.98% | 40.01% | -0.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.27% | 34.65% | -0.38% |
CPODX vs. MEGIX - Expense Ratio Comparison
CPODX has a 0.83% expense ratio, which is higher than MEGIX's 0.57% expense ratio.
Dividends
CPODX vs. MEGIX - Dividend Comparison
CPODX has not paid dividends to shareholders, while MEGIX's dividend yield for the trailing twelve months is around 12.65%.
| 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% |
MEGIX Morgan Stanley Growth Portfolio | 12.65% | 0.00% | 0.00% | 0.00% | 163.32% | 34.82% | 7.97% | 5.35% | 24.32% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.99, CPODX and MEGIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
CPODX has higher volatility (8.04%) compared to MEGIX (7.39%). In terms of maximum drawdown, CPODX dropped -84.51% vs MEGIX's -69.99%.
CPODX currently has the higher Sharpe Ratio (-0.22 vs -0.32), 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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