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.
Key characteristics
| CPODX | VOO | |
|---|---|---|
| YTD Return | 17.92% | 23.75% |
| 1Y Return | 43.99% | 35.49% |
| 3Y Return (Ann) | -16.00% | 11.02% |
| 5Y Return (Ann) | 9.46% | 16.24% |
| 10Y Return (Ann) | 13.47% | 14.04% |
| Sharpe Ratio | 1.64 | 2.85 |
| Sortino Ratio | 2.23 | 3.80 |
| Omega Ratio | 1.28 | 1.52 |
| Calmar Ratio | 0.68 | 3.05 |
| Martin Ratio | 7.16 | 17.77 |
| Ulcer Index | 6.27% | 2.00% |
| Daily Std Dev | 27.30% | 12.45% |
| Max Drawdown | -84.51% | -33.99% |
| Current Drawdown | -45.99% | -0.34% |
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.
Performance
CPODX vs. VOO - Performance Comparison
In the year-to-date period, CPODX achieves a 17.92% return, which is significantly lower than VOO's 23.75% return. Both investments have delivered pretty close results over the past 10 years, with CPODX having a 13.47% annualized return and VOO not far ahead at 14.04%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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 1.26%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CPODX Morgan Stanley Insight Fund | 0.00% | 0.00% | 41.78% | 12.90% | 7.97% | 6.49% | 8.40% | 26.14% | 9.16% | 8.38% | 7.15% | 8.61% |
VOO Vanguard S&P 500 ETF | 1.26% | 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 6.29% compared to Vanguard S&P 500 ETF (VOO) at 3.04%. 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.