CPODX vs. MRFOX
Compare and contrast key facts about Morgan Stanley Insight Fund (CPODX) and Marshfield Concentrated Opportunity Fund (MRFOX).
CPODX is managed by Morgan Stanley. It was launched on Jul 28, 1997. MRFOX is managed by Marshfield. It was launched on Dec 29, 2015.
Performance
CPODX vs. MRFOX - Performance Comparison
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CPODX vs. MRFOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CPODX Morgan Stanley Insight Fund | -13.67% | 19.23% | 46.73% | 53.03% | -60.99% | -6.54% | 116.44% | 33.45% | 12.29% | 48.76% |
MRFOX Marshfield Concentrated Opportunity Fund | -2.97% | 10.05% | 17.10% | 17.68% | 5.06% | 17.71% | 15.19% | 36.26% | 1.89% | 25.92% |
Returns By Period
In the year-to-date period, CPODX achieves a -13.67% return, which is significantly lower than MRFOX's -2.97% return. Both investments have delivered pretty close results over the past 10 years, with CPODX having a 15.35% annualized return and MRFOX not far behind at 15.31%.
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%
MRFOX
- 1D
- 1.16%
- 1M
- -4.29%
- YTD
- -2.97%
- 6M
- -3.36%
- 1Y
- 3.66%
- 3Y*
- 12.79%
- 5Y*
- 10.99%
- 10Y*
- 15.31%
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CPODX vs. MRFOX - Expense Ratio Comparison
CPODX has a 0.83% expense ratio, which is lower than MRFOX's 1.05% expense ratio.
Return for Risk
CPODX vs. MRFOX — Risk / Return Rank
CPODX
MRFOX
CPODX vs. MRFOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Insight Fund (CPODX) and Marshfield Concentrated Opportunity Fund (MRFOX). 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 | MRFOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 0.33 | +0.11 |
Sortino ratioReturn per unit of downside risk | 0.87 | 0.57 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.07 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.46 | 0.68 | -0.22 |
Martin ratioReturn relative to average drawdown | 1.18 | 1.75 | -0.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CPODX | MRFOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | 0.33 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.09 | 0.92 | -1.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 1.07 | -0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 1.06 | -0.73 |
Correlation
The correlation between CPODX and MRFOX is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CPODX vs. MRFOX - Dividend Comparison
CPODX has not paid dividends to shareholders, while MRFOX's dividend yield for the trailing twelve months is around 1.67%.
| 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% |
MRFOX Marshfield Concentrated Opportunity Fund | 1.67% | 1.62% | 4.59% | 0.46% | 0.35% | 6.78% | 2.68% | 1.39% | 1.94% | 2.06% | 0.60% | 0.00% |
Drawdowns
CPODX vs. MRFOX - Drawdown Comparison
The maximum CPODX drawdown since its inception was -84.51%, which is greater than MRFOX's maximum drawdown of -29.10%. Use the drawdown chart below to compare losses from any high point for CPODX and MRFOX.
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Drawdown Indicators
| CPODX | MRFOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.51% | -29.10% | -55.41% |
Max Drawdown (1Y)Largest decline over 1 year | -28.28% | -7.09% | -21.19% |
Max Drawdown (5Y)Largest decline over 5 years | -70.71% | -12.98% | -57.73% |
Max Drawdown (10Y)Largest decline over 10 years | -71.26% | -29.10% | -42.16% |
Current DrawdownCurrent decline from peak | -30.82% | -5.32% | -25.50% |
Average DrawdownAverage peak-to-trough decline | -38.54% | -2.37% | -36.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.04% | 2.77% | +8.27% |
Volatility
CPODX vs. MRFOX - Volatility Comparison
Morgan Stanley Insight Fund (CPODX) has a higher volatility of 10.11% compared to Marshfield Concentrated Opportunity Fund (MRFOX) at 3.04%. This indicates that CPODX's price experiences larger fluctuations and is considered to be riskier than MRFOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPODX | MRFOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.11% | 3.04% | +7.07% |
Volatility (6M)Calculated over the trailing 6-month period | 22.91% | 7.08% | +15.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.55% | 11.83% | +21.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.87% | 12.04% | +27.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.91% | 14.29% | +19.62% |