MGKQX vs. CPOAX
Compare and contrast key facts about Morgan Stanley Global Permanence Portfolio (MGKQX) and Morgan Stanley Insight A (CPOAX).
MGKQX is managed by Morgan Stanley. It was launched on Apr 29, 2019. 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
MGKQX vs. CPOAX - Performance Comparison
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MGKQX vs. CPOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MGKQX Morgan Stanley Global Permanence Portfolio | -3.40% | 5.52% | 10.81% | 20.89% | -19.81% | 19.55% | 27.09% | 6.40% |
CPOAX Morgan Stanley Insight A | -13.73% | 18.91% | 46.35% | 52.72% | -61.02% | -6.83% | 115.86% | 2.95% |
Returns By Period
In the year-to-date period, MGKQX achieves a -3.40% return, which is significantly higher than CPOAX's -13.73% return.
MGKQX
- 1D
- 3.56%
- 1M
- -4.75%
- YTD
- -3.40%
- 6M
- -21.98%
- 1Y
- -2.35%
- 3Y*
- 6.27%
- 5Y*
- 4.57%
- 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%
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MGKQX vs. CPOAX - Expense Ratio Comparison
MGKQX has a 0.95% expense ratio, which is lower than CPOAX's 1.15% expense ratio.
Return for Risk
MGKQX vs. CPOAX — Risk / Return Rank
MGKQX
CPOAX
MGKQX vs. CPOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Global Permanence Portfolio (MGKQX) 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.
| MGKQX | CPOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.06 | 0.43 | -0.50 |
Sortino ratioReturn per unit of downside risk | 0.10 | 0.86 | -0.76 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.11 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | -0.16 | 0.45 | -0.61 |
Martin ratioReturn relative to average drawdown | -0.38 | 1.15 | -1.53 |
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
| MGKQX | CPOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.06 | 0.43 | -0.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.19 | -0.10 | +0.29 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.33 | +0.04 |
Correlation
The correlation between MGKQX and CPOAX is 0.75, 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
MGKQX vs. CPOAX - Dividend Comparison
Neither MGKQX nor CPOAX has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGKQX Morgan Stanley Global Permanence Portfolio | 0.00% | 0.00% | 21.29% | 5.29% | 1.80% | 16.33% | 0.74% | 0.00% | 0.00% | 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
MGKQX vs. CPOAX - Drawdown Comparison
The maximum MGKQX drawdown since its inception was -33.07%, smaller than the maximum CPOAX drawdown of -84.57%. Use the drawdown chart below to compare losses from any high point for MGKQX and CPOAX.
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Drawdown Indicators
| MGKQX | CPOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.07% | -84.57% | +51.50% |
Max Drawdown (1Y)Largest decline over 1 year | -25.97% | -28.37% | +2.40% |
Max Drawdown (5Y)Largest decline over 5 years | -30.96% | -70.73% | +39.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -71.33% | — |
Current DrawdownCurrent decline from peak | -23.27% | -31.61% | +8.34% |
Average DrawdownAverage peak-to-trough decline | -8.25% | -39.31% | +31.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.84% | 11.09% | -0.25% |
Volatility
MGKQX vs. CPOAX - Volatility Comparison
The current volatility for Morgan Stanley Global Permanence Portfolio (MGKQX) is 6.88%, while Morgan Stanley Insight A (CPOAX) has a volatility of 10.10%. This indicates that MGKQX 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
| MGKQX | CPOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.88% | 10.10% | -3.22% |
Volatility (6M)Calculated over the trailing 6-month period | 24.31% | 22.93% | +1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.28% | 33.54% | -6.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.62% | 39.87% | -16.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.84% | 33.91% | -10.07% |