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MEMEX vs. CPODX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MEMEX vs. CPODX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Emerging Markets Equity Portfolio (MEMEX) and Morgan Stanley Insight Fund (CPODX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MEMEX achieves a 19.05% return, which is significantly higher than CPODX's -5.40% return.


MEMEX

1D
4.71%
1M
-4.58%
6M
9.97%
YTD
19.05%
1Y
40.57%
3Y*
19.67%
5Y*
7.32%
10Y*
ALL TIME*
8.15%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

MEMEX vs. CPODX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MEMEX
Morgan Stanley Emerging Markets Equity Portfolio
19.05%32.98%7.82%11.90%-25.14%2.99%14.40%19.61%-17.46%26.45%
CPODX
Morgan Stanley Insight Fund
-5.40%19.23%46.73%53.03%-60.99%-6.54%116.44%33.45%12.29%34.56%

Correlation

The correlation between MEMEX and CPODX is 0.56, 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.

0.56

Correlation (3Y)
Balances recent behavior with more history.

0.53

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.58

Correlation (All Time)
Calculated using the full available price history since Feb 1, 2017

0.54

The correlation between MEMEX and CPODX has been stable across timeframes, ranging from 0.53 to 0.58 - a consistent structural relationship.

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Return for Risk

MEMEX vs. CPODX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MEMEX
MEMEX Risk / Return Rank: 6060
Overall Rank
MEMEX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
MEMEX Sortino Ratio Rank: 5050
Sortino Ratio Rank
MEMEX Omega Ratio Rank: 6464
Omega Ratio Rank
MEMEX Calmar Ratio Rank: 6969
Calmar Ratio Rank
MEMEX Martin Ratio Rank: 6060
Martin Ratio Rank

CPODX
CPODX Risk / Return Rank: 44
Overall Rank
CPODX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CPODX Sortino Ratio Rank: 44
Sortino Ratio Rank
CPODX Omega Ratio Rank: 44
Omega Ratio Rank
CPODX Calmar Ratio Rank: 44
Calmar Ratio Rank
CPODX Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MEMEX vs. CPODX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Emerging Markets Equity Portfolio (MEMEX) 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.


MEMEXCPODXDifference
Sharpe ratioReturn per unit of total volatility

+1.64

Sortino ratioReturn per unit of downside risk

+1.98

Omega ratioGain probability vs. loss probability

1.29

1.01

+0.29

Calmar ratioReturn relative to maximum drawdown

2.34

-0.13

+2.46

Martin ratioReturn relative to average drawdown

8.04

-0.25

+8.29

MEMEX vs. CPODX - Sharpe Ratio Comparison

The current MEMEX Sharpe Ratio is 1.53, which is higher than the CPODX Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of MEMEX and CPODX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MEMEX vs. CPODX - Drawdown Comparison

The maximum MEMEX drawdown since its inception was -39.90%, smaller than the maximum CPODX drawdown of -84.51%. Use the drawdown chart below to compare losses from any high point for MEMEX and CPODX.


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Drawdown Indicators


MEMEXCPODXDifference

Max Drawdown

Largest peak-to-trough decline

-39.90%

-84.51%

+44.61%

Max Drawdown (1Y)

Largest decline over 1 year

-16.31%

-28.28%

+11.97%

Max Drawdown (3Y)

Largest decline over 3 years

-17.21%

-31.37%

+14.16%

Max Drawdown (5Y)

Largest decline over 5 years

-37.30%

-70.71%

+33.41%

Max Drawdown (10Y)

Largest decline over 10 years

-71.26%

Current Drawdown

Current decline from peak

-12.37%

-24.20%

+11.83%

Average Drawdown

Average peak-to-trough decline

-14.91%

-38.36%

+23.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.74%

14.33%

-9.59%

Volatility

MEMEX vs. CPODX - Volatility Comparison

Morgan Stanley Emerging Markets Equity Portfolio (MEMEX) has a higher volatility of 11.10% compared to Morgan Stanley Insight Fund (CPODX) at 7.99%. This indicates that MEMEX's price experiences larger fluctuations and is considered to be riskier 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


MEMEXCPODXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.10%

7.99%

+3.11%

Volatility (6M)

Calculated over the trailing 6-month period

23.26%

23.61%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

25.01%

30.50%

-5.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.05%

39.98%

-20.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.89%

34.26%

-15.37%

MEMEX vs. CPODX - Expense Ratio Comparison

MEMEX has a 1.25% expense ratio, which is higher than CPODX's 0.83% expense ratio.


Dividends

MEMEX vs. CPODX - Dividend Comparison

MEMEX's dividend yield for the trailing twelve months is around 4.82%, while CPODX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
MEMEX
Morgan Stanley Emerging Markets Equity Portfolio
4.82%3.35%1.38%3.26%13.18%0.86%2.57%7.81%0.52%0.00%0.00%0.00%

Frequently Asked Questions


MEMEX and CPODX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MEMEX has higher volatility (11.10%) compared to CPODX (7.99%). In terms of maximum drawdown, MEMEX dropped -39.90% vs CPODX's -84.51%.

MEMEX currently has the higher Sharpe Ratio (1.53 vs -0.12), 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.

Portfolio Optimizer

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