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CPODX vs. TSDUX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CPODX vs. TSDUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Insight Fund (CPODX) and Morgan Stanley Pathway Funds Ultra-ShortTerm Fixed Income Fund (TSDUX). The values are adjusted to include any dividend payments, if applicable.

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CPODX vs. TSDUX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
TSDUX
Morgan Stanley Pathway Funds Ultra-ShortTerm Fixed Income Fund
0.56%3.24%6.04%5.94%0.41%-0.11%2.06%2.65%1.64%1.73%

Returns By Period

In the year-to-date period, CPODX achieves a -17.56% return, which is significantly lower than TSDUX's 0.56% return. Over the past 10 years, CPODX has outperformed TSDUX with an annualized return of 14.82%, while TSDUX has yielded a comparatively lower 2.61% 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%

TSDUX

1D
0.00%
1M
-0.10%
YTD
0.56%
6M
0.87%
1Y
2.55%
3Y*
4.92%
5Y*
3.14%
10Y*
2.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CPODX vs. TSDUX - Expense Ratio Comparison

CPODX has a 0.83% expense ratio, which is higher than TSDUX's 0.62% expense ratio.


Return for Risk

CPODX vs. TSDUX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CPODX
CPODX Risk / Return Rank: 1010
Overall Rank
CPODX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
CPODX Sortino Ratio Rank: 1313
Sortino Ratio Rank
CPODX Omega Ratio Rank: 1212
Omega Ratio Rank
CPODX Calmar Ratio Rank: 99
Calmar Ratio Rank
CPODX Martin Ratio Rank: 88
Martin Ratio Rank

TSDUX
TSDUX Risk / Return Rank: 9696
Overall Rank
TSDUX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
TSDUX Sortino Ratio Rank: 9393
Sortino Ratio Rank
TSDUX Omega Ratio Rank: 9898
Omega Ratio Rank
TSDUX Calmar Ratio Rank: 9898
Calmar Ratio Rank
TSDUX Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CPODX vs. TSDUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Insight Fund (CPODX) and Morgan Stanley Pathway Funds Ultra-ShortTerm Fixed Income Fund (TSDUX). 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.


CPODXTSDUXDifference

Sharpe ratio

Return per unit of total volatility

0.24

1.99

-1.75

Sortino ratio

Return per unit of downside risk

0.59

2.82

-2.24

Omega ratio

Gain probability vs. loss probability

1.07

1.79

-0.72

Calmar ratio

Return relative to maximum drawdown

0.14

4.43

-4.29

Martin ratio

Return relative to average drawdown

0.36

20.41

-20.04

CPODX vs. TSDUX - Sharpe Ratio Comparison

The current CPODX Sharpe Ratio is 0.24, which is lower than the TSDUX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of CPODX and TSDUX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CPODXTSDUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.24

1.99

-1.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.11

2.95

-3.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

2.43

-1.99

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

2.42

-2.09

Correlation

The correlation between CPODX and TSDUX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

CPODX vs. TSDUX - Dividend Comparison

CPODX has not paid dividends to shareholders, while TSDUX's dividend yield for the trailing twelve months is around 2.10%.


TTM20252024202320222021202020192018201720162015
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%
TSDUX
Morgan Stanley Pathway Funds Ultra-ShortTerm Fixed Income Fund
2.10%3.09%5.03%1.55%6.36%0.60%1.65%2.84%2.66%2.22%1.87%0.00%

Drawdowns

CPODX vs. TSDUX - Drawdown Comparison

The maximum CPODX drawdown since its inception was -84.51%, which is greater than TSDUX's maximum drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for CPODX and TSDUX.


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Drawdown Indicators


CPODXTSDUXDifference

Max Drawdown

Largest peak-to-trough decline

-84.51%

-3.94%

-80.57%

Max Drawdown (1Y)

Largest decline over 1 year

-28.28%

-0.72%

-27.56%

Max Drawdown (5Y)

Largest decline over 5 years

-70.71%

-1.72%

-68.99%

Max Drawdown (10Y)

Largest decline over 10 years

-71.26%

-3.94%

-67.32%

Current Drawdown

Current decline from peak

-33.94%

-0.10%

-33.84%

Average Drawdown

Average peak-to-trough decline

-38.55%

-0.19%

-38.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.93%

0.16%

+10.77%

Volatility

CPODX vs. TSDUX - Volatility Comparison

Morgan Stanley Insight Fund (CPODX) has a higher volatility of 8.76% compared to Morgan Stanley Pathway Funds Ultra-ShortTerm Fixed Income Fund (TSDUX) at 0.31%. This indicates that CPODX's price experiences larger fluctuations and is considered to be riskier than TSDUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPODXTSDUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.76%

0.31%

+8.45%

Volatility (6M)

Calculated over the trailing 6-month period

22.48%

0.74%

+21.74%

Volatility (1Y)

Calculated over the trailing 1-year period

33.29%

1.52%

+31.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.84%

1.10%

+38.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.88%

1.09%

+32.79%