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MMGPX vs. CPOAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MMGPX vs. CPOAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Discovery Portfolio (MMGPX) and Morgan Stanley Insight A (CPOAX). The values are adjusted to include any dividend payments, if applicable.

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MMGPX vs. CPOAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MMGPX
MMGPX Risk / Return Rank: 77
Overall Rank
MMGPX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
MMGPX Sortino Ratio Rank: 88
Sortino Ratio Rank
MMGPX Omega Ratio Rank: 88
Omega Ratio Rank
MMGPX Calmar Ratio Rank: 66
Calmar Ratio Rank
MMGPX Martin Ratio Rank: 66
Martin Ratio Rank

CPOAX
CPOAX Risk / Return Rank: 1010
Overall Rank
CPOAX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
CPOAX Sortino Ratio Rank: 1313
Sortino Ratio Rank
CPOAX Omega Ratio Rank: 1212
Omega Ratio Rank
CPOAX Calmar Ratio Rank: 88
Calmar Ratio Rank
CPOAX Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


MMGPXCPOAXDifference

Sharpe ratio

Return per unit of total volatility

0.10

0.23

-0.13

Sortino ratio

Return per unit of downside risk

0.38

0.58

-0.20

Omega ratio

Gain probability vs. loss probability

1.05

1.07

-0.02

Calmar ratio

Return relative to maximum drawdown

-0.02

0.13

-0.15

Martin ratio

Return relative to average drawdown

-0.05

0.34

-0.39

MMGPX vs. CPOAX - Sharpe Ratio Comparison

The current MMGPX Sharpe Ratio is 0.10, which is lower than the CPOAX Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of MMGPX and CPOAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MMGPXCPOAXDifference

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.


TTM20252024202320222021202020192018201720162015
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


MMGPXCPOAXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-74.10%

-34.68%

-39.42%

Average Drawdown

Average peak-to-trough decline

-38.69%

-39.31%

+0.62%

Ulcer Index

Depth 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


MMGPXCPOAXDifference

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%