LGILX vs. CPODX
LGILX (Schwab Select Large Cap Growth Fund) and CPODX (Morgan Stanley Insight Fund) are both Large Cap Growth Equities funds. Over the past 10 years, LGILX returned 13.58%/yr vs 15.56%/yr for CPODX. Their correlation of 0.84 means they have usually moved in the same direction. LGILX charges 0.71%/yr vs 0.83%/yr for CPODX.
Performance
LGILX vs. CPODX - Performance Comparison
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Returns By Period
In the year-to-date period, LGILX achieves a -0.46% return, which is significantly higher than CPODX's -5.40% return. Over the past 10 years, LGILX has underperformed CPODX with an annualized return of 13.58%, while CPODX has yielded a comparatively higher 15.56% annualized return.
LGILX
- 1D
- 2.76%
- 1M
- -3.92%
- 6M
- 0.08%
- YTD
- -0.46%
- 1Y
- -5.09%
- 3Y*
- 11.98%
- 5Y*
- 4.24%
- 10Y*
- 13.58%
- ALL TIME*
- 7.47%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
LGILX vs. CPODX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LGILX Schwab Select Large Cap Growth Fund | -0.46% | -0.54% | 31.98% | 48.08% | -38.11% | 20.06% | 38.40% | 32.59% | 2.00% | 33.89% |
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% |
Correlation
The correlation between LGILX and CPODX is 0.74, 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. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Oct 15, 1997 | 0.84 |
The correlation between LGILX and CPODX shifts across timeframes, from 0.74 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LGILX vs. CPODX — Risk / Return Rank
LGILX
CPODX
LGILX vs. CPODX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab Select Large Cap Growth Fund (LGILX) and Morgan Stanley Insight Fund (CPODX). 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.
| LGILX | CPODX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.30 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.01 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | -0.13 | -0.15 |
| Martin ratioReturn relative to average drawdown | -0.56 | -0.25 | -0.31 |
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Drawdowns
LGILX vs. CPODX - Drawdown Comparison
The maximum LGILX drawdown since its inception was -67.74%, smaller than the maximum CPODX drawdown of -84.51%. Use the drawdown chart below to compare losses from any high point for LGILX and CPODX.
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Drawdown Indicators
| LGILX | CPODX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.74% | -84.51% | +16.77% |
Max Drawdown (1Y)Largest decline over 1 year | -26.18% | -28.28% | +2.10% |
Max Drawdown (3Y)Largest decline over 3 years | -26.18% | -31.37% | +5.19% |
Max Drawdown (5Y)Largest decline over 5 years | -43.00% | -70.71% | +27.71% |
Max Drawdown (10Y)Largest decline over 10 years | -43.00% | -71.26% | +28.26% |
Current DrawdownCurrent decline from peak | -16.69% | -24.20% | +7.51% |
Average DrawdownAverage peak-to-trough decline | -21.22% | -38.36% | +17.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.81% | 14.33% | -1.52% |
Volatility
LGILX vs. CPODX - Volatility Comparison
The current volatility for Schwab Select Large Cap Growth Fund (LGILX) is 6.10%, while Morgan Stanley Insight Fund (CPODX) has a volatility of 7.99%. This indicates that LGILX experiences smaller price fluctuations and is considered to be less risky than CPODX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LGILX | CPODX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.10% | 7.99% | -1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 14.19% | 23.61% | -9.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.91% | 30.50% | -7.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.50% | 39.98% | -13.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.19% | 34.26% | -10.07% |
LGILX vs. CPODX - Expense Ratio Comparison
LGILX has a 0.71% expense ratio, which is lower than CPODX's 0.83% expense ratio.
Dividends
LGILX vs. CPODX - Dividend Comparison
Neither LGILX nor CPODX has paid dividends to shareholders.
| 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% |
LGILX Schwab Select Large Cap Growth Fund | 0.00% | 0.00% | 7.95% | 18.16% | 13.58% | 13.58% | 5.22% | 8.46% | 8.42% | 13.64% | 1.65% | 0.00% |
Frequently Asked Questions
LGILX and CPODX have a correlation of 0.74, 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 LGILX (6.10%). In terms of maximum drawdown, LGILX dropped -67.74% vs CPODX's -84.51%.
CPODX currently has the higher Sharpe Ratio (-0.12 vs -0.31), 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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