CPODX vs. VOO
CPODX (Morgan Stanley Insight Fund) and VOO (Vanguard S&P 500 ETF) are both funds - CPODX is a Large Cap Growth Equities fund managed by Morgan Stanley, while VOO is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, CPODX returned 15.56%/yr vs 15.14%/yr for VOO. Their 0.72 correlation means they have sometimes moved together and sometimes differently. CPODX charges 0.83%/yr vs 0.03%/yr for VOO.
Performance
CPODX vs. VOO - Performance Comparison
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Returns By Period
In the year-to-date period, CPODX achieves a -5.40% return, which is significantly lower than VOO's 10.16% return. Both investments have delivered pretty close results over the past 10 years, with CPODX having a 15.56% annualized return and VOO not far behind at 15.14%.
CPODX
- 1D
- 2.33%
- 1M
- -6.80%
- 6M
- 2.39%
- YTD
- -5.40%
- 1Y
- -1.30%
- 3Y*
- 19.92%
- 5Y*
- -3.35%
- 10Y*
- 15.56%
- ALL TIME*
- 10.81%
VOO
- 1D
- 0.71%
- 1M
- 0.26%
- 6M
- 8.58%
- YTD
- 10.16%
- 1Y
- 21.58%
- 3Y*
- 19.42%
- 5Y*
- 12.83%
- 10Y*
- 15.14%
- ALL TIME*
- 14.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $3.82B | $3.78B | $5.44B |
CPODX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CPODX Morgan Stanley Insight Fund | -5.40% | 19.23% | 46.73% | 53.03% | -60.99% | -6.54% | 116.44% | 33.45% | 12.29% | 48.76% |
VOO Vanguard S&P 500 ETF | 10.16% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Correlation
The correlation between CPODX and VOO is 0.71, 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. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010 | 0.72 |
The correlation between CPODX and VOO has been stable across timeframes, ranging from 0.68 to 0.73 - a consistent structural relationship.
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Return for Risk
CPODX vs. VOO — Risk / Return Rank
CPODX
VOO
CPODX vs. VOO - Risk-Adjusted Trends 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.
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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.65 | ||
| Sortino ratioReturn per unit of downside risk | -2.08 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.28 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 2.21 | -2.33 |
| Martin ratioReturn relative to average drawdown | -0.25 | 9.44 | -9.68 |
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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.
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Drawdown Indicators
| CPODX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.51% | -33.99% | -50.52% |
Max Drawdown (1Y)Largest decline over 1 year | -28.28% | -8.90% | -19.38% |
Max Drawdown (3Y)Largest decline over 3 years | -31.37% | -18.69% | -12.68% |
Max Drawdown (5Y)Largest decline over 5 years | -70.71% | -24.52% | -46.19% |
Max Drawdown (10Y)Largest decline over 10 years | -71.26% | -33.99% | -37.27% |
Current DrawdownCurrent decline from peak | -24.20% | -1.38% | -22.82% |
Average DrawdownAverage peak-to-trough decline | -38.36% | -3.67% | -34.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.33% | 2.08% | +12.25% |
Volatility
CPODX vs. VOO - Volatility Comparison
Morgan Stanley Insight Fund (CPODX) has a higher volatility of 7.99% compared to Vanguard S&P 500 ETF (VOO) at 3.54%. 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.
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Volatility by Period
| CPODX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.99% | 3.54% | +4.45% |
Volatility (6M)Calculated over the trailing 6-month period | 23.61% | 10.10% | +13.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.50% | 12.82% | +17.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.98% | 16.93% | +23.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.26% | 18.01% | +16.25% |
CPODX vs. VOO - Expense Ratio Comparison
CPODX has a 0.83% expense ratio, which is higher than VOO's 0.03% expense ratio.
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 1.07%.
| 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% |
VOO Vanguard S&P 500 ETF | 1.07% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
CPODX and VOO have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CPODX has higher volatility (7.99%) compared to VOO (3.54%). In terms of maximum drawdown, CPODX dropped -84.51% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.53 vs -0.12), 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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