MMGPX vs. CPOAX
Compare and contrast key facts about Morgan Stanley Discovery Portfolio (MMGPX) and Morgan Stanley Insight A (CPOAX).
MMGPX 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
MMGPX vs. CPOAX - Performance Comparison
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MMGPX vs. CPOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MMGPX Morgan Stanley Discovery Portfolio | -14.93% | 12.58% | 41.83% | 44.34% | -81.34% | -11.55% | 152.67% | 40.20% | 10.89% | 28.18% |
CPOAX Morgan Stanley Insight A | -17.61% | 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, MMGPX achieves a -14.93% return, which is significantly higher than CPOAX's -17.61% return.
MMGPX
- 1D
- -1.27%
- 1M
- -9.08%
- YTD
- -14.93%
- 6M
- -23.43%
- 1Y
- 3.91%
- 3Y*
- 19.10%
- 5Y*
- -19.96%
- 10Y*
- —
CPOAX
- 1D
- -0.76%
- 1M
- -9.15%
- YTD
- -17.61%
- 6M
- -25.78%
- 1Y
- 9.30%
- 3Y*
- 22.55%
- 5Y*
- -4.38%
- 10Y*
- 14.53%
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MMGPX vs. CPOAX - Expense Ratio Comparison
MMGPX has a 0.04% expense ratio, which is lower than CPOAX's 1.15% expense ratio.
Return for Risk
MMGPX vs. CPOAX — Risk / Return Rank
MMGPX
CPOAX
MMGPX vs. CPOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Discovery Portfolio (MMGPX) 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.
| MMGPX | CPOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.10 | 0.23 | -0.13 |
Sortino ratioReturn per unit of downside risk | 0.38 | 0.58 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.07 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | -0.02 | 0.13 | -0.15 |
Martin ratioReturn relative to average drawdown | -0.05 | 0.34 | -0.39 |
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
| MMGPX | CPOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.10 | 0.23 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.44 | -0.11 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.43 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.32 | -0.18 |
Correlation
The correlation between MMGPX and CPOAX is 0.97, 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
MMGPX vs. CPOAX - Dividend Comparison
MMGPX's dividend yield for the trailing twelve months is around 0.50%, while CPOAX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MMGPX Morgan Stanley Discovery Portfolio | 0.50% | 0.43% | 0.00% | 0.00% | 0.00% | 64.53% | 7.93% | 15.63% | 28.02% | 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
MMGPX vs. CPOAX - Drawdown Comparison
The maximum MMGPX drawdown since its inception was -87.45%, roughly equal to the maximum CPOAX drawdown of -84.57%. Use the drawdown chart below to compare losses from any high point for MMGPX and CPOAX.
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Drawdown Indicators
| MMGPX | CPOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.45% | -84.57% | -2.88% |
Max Drawdown (1Y)Largest decline over 1 year | -27.79% | -28.37% | +0.58% |
Max Drawdown (5Y)Largest decline over 5 years | -86.09% | -70.73% | -15.36% |
Max Drawdown (10Y)Largest decline over 10 years | — | -71.33% | — |
Current DrawdownCurrent decline from peak | -74.10% | -34.68% | -39.42% |
Average DrawdownAverage peak-to-trough decline | -38.69% | -39.31% | +0.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.11% | 10.97% | +0.14% |
Volatility
MMGPX vs. CPOAX - Volatility Comparison
The current volatility for Morgan Stanley Discovery Portfolio (MMGPX) is 7.90%, while Morgan Stanley Insight A (CPOAX) has a volatility of 8.76%. This indicates that MMGPX 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
| MMGPX | CPOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.90% | 8.76% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 21.47% | 22.50% | -1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.90% | 33.29% | -1.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.71% | 39.84% | +5.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.03% | 33.88% | +5.15% |