CPODX vs. SPY
Compare and contrast key facts about Morgan Stanley Insight Fund (CPODX) and State Street SPDR S&P 500 ETF (SPY).
CPODX is managed by Morgan Stanley. It was launched on Jul 28, 1997. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Performance
CPODX vs. SPY - Performance Comparison
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CPODX vs. SPY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CPODX Morgan Stanley Insight Fund | -17.56% | 19.23% | 46.73% | 53.03% | -60.99% | -6.54% | 116.44% | 33.45% | 12.29% | 48.76% |
SPY State Street SPDR S&P 500 ETF | -4.37% | 17.72% | 24.89% | 26.18% | -18.18% | 28.73% | 18.33% | 31.22% | -4.57% | 21.71% |
Returns By Period
In the year-to-date period, CPODX achieves a -17.56% return, which is significantly lower than SPY's -4.37% return. Over the past 10 years, CPODX has outperformed SPY with an annualized return of 14.82%, while SPY has yielded a comparatively lower 13.98% annualized return.
CPODX
- 1D
- -0.78%
- 1M
- -9.16%
- YTD
- -17.56%
- 6M
- -25.69%
- 1Y
- 9.60%
- 3Y*
- 22.87%
- 5Y*
- -4.16%
- 10Y*
- 14.82%
SPY
- 1D
- 2.91%
- 1M
- -4.94%
- YTD
- -4.37%
- 6M
- -1.82%
- 1Y
- 17.59%
- 3Y*
- 18.19%
- 5Y*
- 11.69%
- 10Y*
- 13.98%
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CPODX vs. SPY - Expense Ratio Comparison
CPODX has a 0.83% expense ratio, which is higher than SPY's 0.09% expense ratio.
Return for Risk
CPODX vs. SPY — Risk / Return Rank
CPODX
SPY
CPODX vs. SPY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Insight Fund (CPODX) and State Street SPDR S&P 500 ETF (SPY). 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 | SPY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.24 | 0.93 | -0.69 |
Sortino ratioReturn per unit of downside risk | 0.59 | 1.45 | -0.87 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.22 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.14 | 1.53 | -1.38 |
Martin ratioReturn relative to average drawdown | 0.36 | 7.30 | -6.93 |
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 | SPY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 0.93 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.11 | 0.69 | -0.79 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.78 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.56 | -0.23 |
Correlation
The correlation between CPODX and SPY is 0.76, 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. SPY - Dividend Comparison
CPODX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.14%.
| 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% |
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Drawdowns
CPODX vs. SPY - Drawdown Comparison
The maximum CPODX drawdown since its inception was -84.51%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CPODX and SPY.
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Drawdown Indicators
| CPODX | SPY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.51% | -55.19% | -29.32% |
Max Drawdown (1Y)Largest decline over 1 year | -28.28% | -12.05% | -16.23% |
Max Drawdown (5Y)Largest decline over 5 years | -70.71% | -24.50% | -46.21% |
Max Drawdown (10Y)Largest decline over 10 years | -71.26% | -33.72% | -37.54% |
Current DrawdownCurrent decline from peak | -33.94% | -6.24% | -27.70% |
Average DrawdownAverage peak-to-trough decline | -38.55% | -9.09% | -29.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.93% | 2.52% | +8.41% |
Volatility
CPODX vs. SPY - Volatility Comparison
Morgan Stanley Insight Fund (CPODX) has a higher volatility of 8.76% compared to State Street SPDR S&P 500 ETF (SPY) at 5.31%. This indicates that CPODX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPODX | SPY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.76% | 5.31% | +3.45% |
Volatility (6M)Calculated over the trailing 6-month period | 22.48% | 9.47% | +13.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.29% | 19.05% | +14.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.84% | 17.06% | +22.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.88% | 17.92% | +15.96% |