CPODX vs. SWLGX
CPODX (Morgan Stanley Insight Fund) and SWLGX (Schwab U.S. Large-Cap Growth Index Fund) are both Large Cap Growth Equities funds. Over the past 5 years, CPODX returned -3.81%/yr vs 11.85%/yr for SWLGX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. CPODX charges 0.83%/yr vs 0.04%/yr for SWLGX.
Performance
CPODX vs. SWLGX - Performance Comparison
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Returns By Period
In the year-to-date period, CPODX achieves a -7.64% return, which is significantly lower than SWLGX's 0.29% 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%
SWLGX
- 1D
- 0.80%
- 1M
- -2.44%
- 6M
- 1.56%
- YTD
- 0.29%
- 1Y
- 10.12%
- 3Y*
- 19.35%
- 5Y*
- 11.85%
- 10Y*
- —
- ALL TIME*
- 16.66%
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. SWLGX - 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% | -2.42% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.29% | 18.55% | 33.30% | 42.67% | -29.17% | 27.55% | 38.43% | 36.30% | -1.59% | -0.60% |
Correlation
The correlation between CPODX and SWLGX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Dec 19, 2017 | 0.77 |
The correlation between CPODX and SWLGX has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.
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Return for Risk
CPODX vs. SWLGX — Risk / Return Rank
CPODX
SWLGX
CPODX vs. SWLGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Insight Fund (CPODX) and Schwab U.S. Large-Cap Growth Index Fund (SWLGX). 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 | SWLGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.09 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 0.50 | -0.74 |
| Martin ratioReturn relative to average drawdown | -0.47 | 1.49 | -1.96 |
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Drawdowns
CPODX vs. SWLGX - Drawdown Comparison
The maximum CPODX drawdown since its inception was -84.51%, which is greater than SWLGX's maximum drawdown of -32.69%. Use the drawdown chart below to compare losses from any high point for CPODX and SWLGX.
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Drawdown Indicators
| CPODX | SWLGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.51% | -32.69% | -51.82% |
Max Drawdown (1Y)Largest decline over 1 year | -28.28% | -16.16% | -12.12% |
Max Drawdown (3Y)Largest decline over 3 years | -31.37% | -23.30% | -8.07% |
Max Drawdown (5Y)Largest decline over 5 years | -70.71% | -32.69% | -38.02% |
Max Drawdown (10Y)Largest decline over 10 years | -71.26% | — | — |
Current DrawdownCurrent decline from peak | -25.99% | -8.01% | -17.98% |
Average DrawdownAverage peak-to-trough decline | -38.36% | -7.03% | -31.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.39% | 5.39% | +9.00% |
Volatility
CPODX vs. SWLGX - Volatility Comparison
Morgan Stanley Insight Fund (CPODX) has a higher volatility of 8.04% compared to Schwab U.S. Large-Cap Growth Index Fund (SWLGX) at 6.43%. This indicates that CPODX's price experiences larger fluctuations and is considered to be riskier than SWLGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CPODX | SWLGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.04% | 6.43% | +1.61% |
Volatility (6M)Calculated over the trailing 6-month period | 23.68% | 14.03% | +9.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.59% | 17.51% | +13.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.98% | 21.80% | +18.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.27% | 22.68% | +11.59% |
CPODX vs. SWLGX - Expense Ratio Comparison
CPODX has a 0.83% expense ratio, which is higher than SWLGX's 0.04% expense ratio.
Dividends
CPODX vs. SWLGX - Dividend Comparison
CPODX has not paid dividends to shareholders, while SWLGX's dividend yield for the trailing twelve months is around 0.46%.
| 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% |
SWLGX Schwab U.S. Large-Cap Growth Index Fund | 0.46% | 0.46% | 0.52% | 0.67% | 0.93% | 1.76% | 0.67% | 0.96% | 1.03% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CPODX and SWLGX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CPODX has higher volatility (8.04%) compared to SWLGX (6.43%). In terms of maximum drawdown, CPODX dropped -84.51% vs SWLGX's -32.69%.
SWLGX currently has the higher Sharpe Ratio (0.46 vs -0.22), 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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