CPODX vs. VITAX
Compare and contrast key facts about Morgan Stanley Insight Fund (CPODX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX).
CPODX is managed by Morgan Stanley. It was launched on Jul 28, 1997. VITAX is a passively managed fund by Vanguard that tracks the performance of the MSCI US IMI Info Technology 25/50. It was launched on Mar 25, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CPODX or VITAX.
Performance
CPODX vs. VITAX - Performance Comparison
Returns By Period
In the year-to-date period, CPODX achieves a 45.41% return, which is significantly higher than VITAX's 27.21% return. Over the past 10 years, CPODX has underperformed VITAX with an annualized return of 2.76%, while VITAX has yielded a comparatively higher 20.69% annualized return.
CPODX
45.41%
22.93%
47.75%
72.24%
0.04%
2.76%
VITAX
27.21%
0.90%
13.72%
34.62%
22.51%
20.69%
Key characteristics
| CPODX | VITAX | |
|---|---|---|
| Sharpe Ratio | 2.64 | 1.58 |
| Sortino Ratio | 3.31 | 2.09 |
| Omega Ratio | 1.42 | 1.28 |
| Calmar Ratio | 0.94 | 2.19 |
| Martin Ratio | 11.60 | 7.86 |
| Ulcer Index | 6.09% | 4.25% |
| Daily Std Dev | 26.74% | 21.19% |
| Max Drawdown | -84.51% | -54.81% |
| Current Drawdown | -57.37% | -2.04% |
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CPODX vs. VITAX - Expense Ratio Comparison
CPODX has a 0.83% expense ratio, which is higher than VITAX's 0.10% expense ratio.
Correlation
The correlation between CPODX and VITAX is 0.80, 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.
Risk-Adjusted Performance
CPODX vs. VITAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Insight Fund (CPODX) and Vanguard Information Technology Index Fund Admiral Shares (VITAX). 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.
Dividends
CPODX vs. VITAX - Dividend Comparison
CPODX has not paid dividends to shareholders, while VITAX's dividend yield for the trailing twelve months is around 0.61%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPODX Morgan Stanley Insight Fund | 0.00% | 0.00% | 0.00% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 8.61% |
VITAX Vanguard Information Technology Index Fund Admiral Shares | 0.61% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.30% | 0.99% | 1.31% | 1.28% | 1.12% | 1.04% |
Drawdowns
CPODX vs. VITAX - Drawdown Comparison
The maximum CPODX drawdown since its inception was -84.51%, which is greater than VITAX's maximum drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for CPODX and VITAX. For additional features, visit the drawdowns tool.
Volatility
CPODX vs. VITAX - Volatility Comparison
Morgan Stanley Insight Fund (CPODX) has a higher volatility of 9.06% compared to Vanguard Information Technology Index Fund Admiral Shares (VITAX) at 6.60%. This indicates that CPODX's price experiences larger fluctuations and is considered to be riskier than VITAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.