CPODX vs. MSEQX
CPODX (Morgan Stanley Insight Fund) and MSEQX (Morgan Stanley Growth Portfolio Class I) are both Large Cap Growth Equities funds from Morgan Stanley. Over the past 10 years, CPODX returned 15.56%/yr vs 15.78%/yr for MSEQX. Their correlation of 0.94 means they have usually moved in the same direction. CPODX charges 0.83%/yr vs 0.56%/yr for MSEQX.
Performance
CPODX vs. MSEQX - Performance Comparison
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Returns By Period
In the year-to-date period, CPODX achieves a -5.40% return, which is significantly higher than MSEQX's -8.29% return. Both investments have delivered pretty close results over the past 10 years, with CPODX having a 15.56% annualized return and MSEQX not far ahead at 15.78%.
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%
MSEQX
- 1D
- 2.08%
- 1M
- -5.98%
- 6M
- 0.05%
- YTD
- -8.29%
- 1Y
- -2.46%
- 3Y*
- 20.52%
- 5Y*
- -2.33%
- 10Y*
- 15.78%
- ALL TIME*
- 11.53%
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. MSEQX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CPODX Morgan Stanley Insight Fund | -5.40% | 19.23% | 46.73% | 53.03% | -60.99% | -6.54% | 116.44% | 33.45% | 12.29% | 48.76% |
MSEQX Morgan Stanley Growth Portfolio Class I | -8.29% | 24.78% | 46.65% | 50.25% | -60.18% | 0.00% | 115.60% | 38.25% | 5.38% | 43.91% |
Correlation
The correlation between CPODX and MSEQX 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 (10Y) Provides a long-term view across more market conditions. | 0.99 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 1997 | 0.94 |
The correlation between CPODX and MSEQX has been stable across timeframes, ranging from 0.94 to 0.99 - a consistent structural relationship.
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Return for Risk
CPODX vs. MSEQX — Risk / Return Rank
CPODX
MSEQX
CPODX vs. MSEQX - 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 Class I (MSEQX). 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 | MSEQX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.00 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | -0.17 | +0.04 |
| Martin ratioReturn relative to average drawdown | -0.25 | -0.33 | +0.08 |
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Drawdowns
CPODX vs. MSEQX - Drawdown Comparison
The maximum CPODX drawdown since its inception was -84.51%, which is greater than MSEQX's maximum drawdown of -69.48%. Use the drawdown chart below to compare losses from any high point for CPODX and MSEQX.
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Drawdown Indicators
| CPODX | MSEQX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.51% | -69.48% | -15.03% |
Max Drawdown (1Y)Largest decline over 1 year | -28.28% | -27.73% | -0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -31.37% | -32.52% | +1.15% |
Max Drawdown (5Y)Largest decline over 5 years | -70.71% | -69.48% | -1.23% |
Max Drawdown (10Y)Largest decline over 10 years | -71.26% | -69.48% | -1.78% |
Current DrawdownCurrent decline from peak | -24.20% | -19.89% | -4.31% |
Average DrawdownAverage peak-to-trough decline | -38.36% | -16.90% | -21.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.33% | 14.38% | -0.05% |
Volatility
CPODX vs. MSEQX - Volatility Comparison
Morgan Stanley Insight Fund (CPODX) has a higher volatility of 7.99% compared to Morgan Stanley Growth Portfolio Class I (MSEQX) at 7.39%. This indicates that CPODX's price experiences larger fluctuations and is considered to be riskier than MSEQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPODX | MSEQX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.99% | 7.39% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 23.61% | 22.92% | +0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.50% | 29.66% | +0.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.98% | 39.91% | +0.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.26% | 33.92% | +0.34% |
CPODX vs. MSEQX - Expense Ratio Comparison
CPODX has a 0.83% expense ratio, which is higher than MSEQX's 0.56% expense ratio.
Dividends
CPODX vs. MSEQX - Dividend Comparison
Neither CPODX nor MSEQX has paid dividends to shareholders.
| 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% |
MSEQX Morgan Stanley Growth Portfolio Class I | 0.00% | 0.00% | 0.55% | 0.00% | 16.79% | 24.24% | 9.36% | 21.39% | 5.38% | 21.18% | 12.71% | 7.55% |
Frequently Asked Questions
With a correlation of 0.99, CPODX and MSEQX 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 (7.99%) compared to MSEQX (7.39%). In terms of maximum drawdown, CPODX dropped -84.51% vs MSEQX's -69.48%.
CPODX currently has the higher Sharpe Ratio (-0.12 vs -0.16), 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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