EDD vs. CPOAX
Compare and contrast key facts about Morgan Stanley Emerging Markets Domestic Fund (EDD) and Morgan Stanley Insight A (CPOAX).
EDD is managed by Morgan Stanley. It was launched on Apr 24, 2007. CPOAX is a passively managed fund by Morgan Stanley that tracks the performance of the Russell 3000 Growth Index. It was launched on Jan 29, 2002.
Performance
EDD vs. CPOAX - Performance Comparison
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EDD vs. CPOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EDD Morgan Stanley Emerging Markets Domestic Fund | -3.98% | 32.46% | 8.64% | 14.09% | -14.15% | -7.03% | -2.84% | 25.45% | -14.09% | 16.34% |
CPOAX Morgan Stanley Insight A | -17.61% | 18.91% | 46.35% | 52.72% | -61.02% | -6.83% | 115.86% | 33.08% | 11.94% | 48.40% |
Returns By Period
In the year-to-date period, EDD achieves a -3.98% return, which is significantly higher than CPOAX's -17.61% return. Over the past 10 years, EDD has underperformed CPOAX with an annualized return of 4.43%, while CPOAX has yielded a comparatively higher 14.53% annualized return.
EDD
- 1D
- 2.63%
- 1M
- -14.39%
- YTD
- -3.98%
- 6M
- -0.81%
- 1Y
- 18.79%
- 3Y*
- 14.67%
- 5Y*
- 5.29%
- 10Y*
- 4.43%
CPOAX
- 1D
- -0.76%
- 1M
- -9.15%
- YTD
- -17.61%
- 6M
- -25.78%
- 1Y
- 9.30%
- 3Y*
- 22.55%
- 5Y*
- -4.38%
- 10Y*
- 14.53%
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EDD vs. CPOAX - Expense Ratio Comparison
EDD has a 2.20% expense ratio, which is higher than CPOAX's 1.15% expense ratio.
Return for Risk
EDD vs. CPOAX — Risk / Return Rank
EDD
CPOAX
EDD vs. CPOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Emerging Markets Domestic Fund (EDD) and Morgan Stanley Insight A (CPOAX). 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.
| EDD | CPOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.23 | +0.89 |
Sortino ratioReturn per unit of downside risk | 1.56 | 0.58 | +0.99 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.07 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.10 | 0.13 | +0.97 |
Martin ratioReturn relative to average drawdown | 4.79 | 0.34 | +4.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EDD | CPOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.23 | +0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | -0.11 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.25 | 0.43 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.09 | 0.32 | -0.23 |
Correlation
The correlation between EDD and CPOAX is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
EDD vs. CPOAX - Dividend Comparison
EDD's dividend yield for the trailing twelve months is around 10.06%, while CPOAX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDD Morgan Stanley Emerging Markets Domestic Fund | 10.06% | 9.76% | 11.45% | 7.30% | 6.82% | 6.93% | 6.92% | 8.15% | 9.90% | 8.18% | 10.32% | 12.65% |
CPOAX Morgan Stanley Insight A | 0.00% | 0.00% | 0.61% | 0.00% | 51.84% | 14.94% | 9.06% | 7.29% | 9.33% | 28.73% | 9.83% | 8.92% |
Drawdowns
EDD vs. CPOAX - Drawdown Comparison
The maximum EDD drawdown since its inception was -59.38%, smaller than the maximum CPOAX drawdown of -84.57%. Use the drawdown chart below to compare losses from any high point for EDD and CPOAX.
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Drawdown Indicators
| EDD | CPOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.38% | -84.57% | +25.19% |
Max Drawdown (1Y)Largest decline over 1 year | -17.67% | -28.37% | +10.70% |
Max Drawdown (5Y)Largest decline over 5 years | -32.04% | -70.73% | +38.69% |
Max Drawdown (10Y)Largest decline over 10 years | -42.70% | -71.33% | +28.63% |
Current DrawdownCurrent decline from peak | -15.50% | -34.68% | +19.18% |
Average DrawdownAverage peak-to-trough decline | -24.38% | -39.31% | +14.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.05% | 10.97% | -6.92% |
Volatility
EDD vs. CPOAX - Volatility Comparison
The current volatility for Morgan Stanley Emerging Markets Domestic Fund (EDD) is 8.07%, while Morgan Stanley Insight A (CPOAX) has a volatility of 8.76%. This indicates that EDD experiences smaller price fluctuations and is considered to be less risky than CPOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDD | CPOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.07% | 8.76% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 11.58% | 22.50% | -10.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.87% | 33.29% | -16.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.07% | 39.84% | -24.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 33.88% | -16.23% |