CPODX vs. VOO
Compare and contrast key facts about Morgan Stanley Insight Fund (CPODX) and Vanguard S&P 500 ETF (VOO).
CPODX is managed by Morgan Stanley. It was launched on Jul 28, 1997. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CPODX or VOO.
Performance
CPODX vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, CPODX achieves a 51.72% return, which is significantly higher than VOO's 26.58% return. Over the past 10 years, CPODX has underperformed VOO with an annualized return of 3.08%, while VOO has yielded a comparatively higher 13.22% annualized return.
CPODX
51.72%
26.73%
56.69%
77.15%
0.60%
3.08%
VOO
26.58%
3.05%
13.23%
32.77%
15.74%
13.22%
Key characteristics
| CPODX | VOO | |
|---|---|---|
| Sharpe Ratio | 2.89 | 2.69 |
| Sortino Ratio | 3.56 | 3.59 |
| Omega Ratio | 1.45 | 1.50 |
| Calmar Ratio | 1.04 | 3.88 |
| Martin Ratio | 12.76 | 17.58 |
| Ulcer Index | 6.09% | 1.86% |
| Daily Std Dev | 26.84% | 12.19% |
| Max Drawdown | -84.51% | -33.99% |
| Current Drawdown | -55.52% | -0.53% |
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CPODX vs. VOO - Expense Ratio Comparison
CPODX has a 0.83% expense ratio, which is higher than VOO's 0.03% expense ratio.
Correlation
The correlation between CPODX and VOO is 0.72, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Insight Fund (CPODX) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
CPODX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.
| 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% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
CPODX vs. VOO - Drawdown Comparison
The maximum CPODX drawdown since its inception was -84.51%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CPODX and VOO. For additional features, visit the drawdowns tool.
Volatility
CPODX vs. VOO - Volatility Comparison
Morgan Stanley Insight Fund (CPODX) has a higher volatility of 8.68% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that CPODX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.