LGILX vs. CPODX

In the year-to-date period, LGILX achieves a 24.41% return, which is significantly lower than CPODX's 52.27% return. Over the past 10 years, LGILX has outperformed CPODX with an annualized return of 4.70%, while CPODX has yielded a comparatively lower 3.89% annualized return.

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LGILX has a 0.71% expense ratio, which is lower than CPODX's 0.83% expense ratio.

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.

The current LGILX Sharpe Ratio is 1.33, which is lower than the CPODX Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of LGILX and CPODX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither LGILX nor CPODX has paid dividends to shareholders.

The maximum LGILX drawdown since its inception was -54.56%, 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. For additional features, visit the drawdowns tool.

The current volatility for Schwab Select Large Cap Growth Fund (LGILX) is 9.26%, while Morgan Stanley Insight Fund (CPODX) has a volatility of 9.92%. 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.