MEGIX vs. CPOAX
Compare and contrast key facts about Morgan Stanley Growth Portfolio (MEGIX) and Morgan Stanley Insight A (CPOAX).
MEGIX is managed by Morgan Stanley. It was launched on Apr 30, 2017. 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
MEGIX vs. CPOAX - Performance Comparison
Loading graphics...
MEGIX vs. CPOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MEGIX Morgan Stanley Growth Portfolio | -15.47% | 35.72% | 46.59% | 48.66% | -83.28% | -0.20% | 117.49% | 31.82% | 7.73% | 19.35% |
CPOAX Morgan Stanley Insight A | -13.73% | 18.91% | 46.35% | 52.72% | -61.02% | -6.83% | 115.86% | 33.08% | 11.94% | 34.21% |
Returns By Period
In the year-to-date period, MEGIX achieves a -15.47% return, which is significantly lower than CPOAX's -13.73% return.
MEGIX
- 1D
- 4.61%
- 1M
- -4.39%
- YTD
- -15.47%
- 6M
- -22.18%
- 1Y
- 14.60%
- 3Y*
- 28.75%
- 5Y*
- -16.17%
- 10Y*
- —
CPOAX
- 1D
- 4.70%
- 1M
- -4.16%
- YTD
- -13.73%
- 6M
- -22.63%
- 1Y
- 12.41%
- 3Y*
- 24.44%
- 5Y*
- -3.92%
- 10Y*
- 15.06%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MEGIX vs. CPOAX - Expense Ratio Comparison
MEGIX has a 0.57% expense ratio, which is lower than CPOAX's 1.15% expense ratio.
Return for Risk
MEGIX vs. CPOAX — Risk / Return Rank
MEGIX
CPOAX
MEGIX vs. CPOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Growth Portfolio (MEGIX) 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.
| MEGIX | CPOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.50 | 0.43 | +0.07 |
Sortino ratioReturn per unit of downside risk | 0.95 | 0.86 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.11 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.53 | 0.45 | +0.08 |
Martin ratioReturn relative to average drawdown | 1.40 | 1.15 | +0.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MEGIX | CPOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.50 | 0.43 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.34 | -0.10 | -0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.12 | 0.33 | -0.20 |
Correlation
The correlation between MEGIX and CPOAX is 0.99, 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.
Dividends
MEGIX vs. CPOAX - Dividend Comparison
Neither MEGIX nor CPOAX has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MEGIX Morgan Stanley Growth Portfolio | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 34.82% | 7.97% | 5.35% | 24.32% | 0.00% | 0.00% | 0.00% |
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
MEGIX vs. CPOAX - Drawdown Comparison
The maximum MEGIX drawdown since its inception was -87.16%, roughly equal to the maximum CPOAX drawdown of -84.57%. Use the drawdown chart below to compare losses from any high point for MEGIX and CPOAX.
Loading graphics...
Drawdown Indicators
| MEGIX | CPOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.16% | -84.57% | -2.59% |
Max Drawdown (1Y)Largest decline over 1 year | -28.03% | -28.37% | +0.34% |
Max Drawdown (5Y)Largest decline over 5 years | -87.16% | -70.73% | -16.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -71.33% | — |
Current DrawdownCurrent decline from peak | -66.55% | -31.61% | -34.94% |
Average DrawdownAverage peak-to-trough decline | -36.33% | -39.31% | +2.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.67% | 11.09% | -0.42% |
Volatility
MEGIX vs. CPOAX - Volatility Comparison
Morgan Stanley Growth Portfolio (MEGIX) and Morgan Stanley Insight A (CPOAX) have volatilities of 9.68% and 10.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MEGIX | CPOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.68% | 10.10% | -0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 22.25% | 22.93% | -0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.32% | 33.54% | -0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.76% | 39.87% | +7.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.88% | 33.91% | +5.97% |