MPEGX vs. CPODX
MPEGX (Morgan Stanley Institutional Fund Trust Discovery Portfolio) and CPODX (Morgan Stanley Insight Fund) are both mutual funds - MPEGX is a Mid Cap Growth Equities fund managed by Morgan Stanley, while CPODX is a Large Cap Growth Equities fund managed by Morgan Stanley. Over the past 10 years, MPEGX returned 13.50%/yr vs 15.41%/yr for CPODX. Their correlation of 0.94 means they have usually moved in the same direction. MPEGX charges 0.72%/yr vs 0.83%/yr for CPODX.
Performance
MPEGX vs. CPODX - Performance Comparison
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Returns By Period
In the year-to-date period, MPEGX achieves a -1.99% return, which is significantly higher than CPODX's -7.64% return. Over the past 10 years, MPEGX has underperformed CPODX with an annualized return of 13.50%, while CPODX has yielded a comparatively higher 15.41% annualized return.
MPEGX
- 1D
- -1.91%
- 1M
- -5.60%
- 6M
- 3.88%
- YTD
- -1.99%
- 1Y
- -10.57%
- 3Y*
- 18.58%
- 5Y*
- -5.92%
- 10Y*
- 13.50%
- ALL TIME*
- 12.70%
CPODX
- 1D
- -2.37%
- 1M
- -9.01%
- 6M
- -0.06%
- YTD
- -7.64%
- 1Y
- -3.64%
- 3Y*
- 19.53%
- 5Y*
- -3.81%
- 10Y*
- 15.41%
- ALL TIME*
- 10.72%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
MPEGX vs. CPODX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MPEGX Morgan Stanley Institutional Fund Trust Discovery Portfolio | -1.99% | 14.05% | 42.38% | 46.66% | -63.39% | -12.37% | 142.68% | 39.73% | 12.19% | 39.39% |
CPODX Morgan Stanley Insight Fund | -7.64% | 19.23% | 46.73% | 53.03% | -60.99% | -6.54% | 116.44% | 33.45% | 12.29% | 48.76% |
Correlation
The correlation between MPEGX and CPODX is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.96 |
Correlation (3Y) Balances recent behavior with more history. | 0.97 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.98 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 1997 | 0.95 |
The correlation between MPEGX and CPODX has been stable across timeframes, ranging from 0.94 to 0.98 - a consistent structural relationship.
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Return for Risk
MPEGX vs. CPODX — Risk / Return Rank
MPEGX
CPODX
MPEGX vs. CPODX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) 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.
| MPEGX | CPODX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.15 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.99 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | -0.24 | -0.15 |
| Martin ratioReturn relative to average drawdown | -0.78 | -0.47 | -0.30 |
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Drawdowns
MPEGX vs. CPODX - Drawdown Comparison
The maximum MPEGX drawdown since its inception was -75.29%, smaller than the maximum CPODX drawdown of -84.51%. Use the drawdown chart below to compare losses from any high point for MPEGX and CPODX.
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Drawdown Indicators
| MPEGX | CPODX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.29% | -84.51% | +9.22% |
Max Drawdown (1Y)Largest decline over 1 year | -27.46% | -28.28% | +0.82% |
Max Drawdown (3Y)Largest decline over 3 years | -28.53% | -31.37% | +2.84% |
Max Drawdown (5Y)Largest decline over 5 years | -72.99% | -70.71% | -2.28% |
Max Drawdown (10Y)Largest decline over 10 years | -75.29% | -71.26% | -4.03% |
Current DrawdownCurrent decline from peak | -39.40% | -25.99% | -13.41% |
Average DrawdownAverage peak-to-trough decline | -21.29% | -38.36% | +17.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.86% | 14.39% | -0.53% |
Volatility
MPEGX vs. CPODX - Volatility Comparison
The current volatility for Morgan Stanley Institutional Fund Trust Discovery Portfolio (MPEGX) is 6.99%, while Morgan Stanley Insight Fund (CPODX) has a volatility of 8.04%. This indicates that MPEGX experiences smaller price fluctuations and is considered to be less risky 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
| MPEGX | CPODX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 8.04% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 22.19% | 23.68% | -1.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.23% | 30.59% | -1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.32% | 39.98% | +0.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.65% | 34.27% | +0.38% |
MPEGX vs. CPODX - Expense Ratio Comparison
MPEGX has a 0.72% expense ratio, which is lower than CPODX's 0.83% expense ratio.
Dividends
MPEGX vs. CPODX - Dividend Comparison
Neither MPEGX nor CPODX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MPEGX Morgan Stanley Institutional Fund Trust Discovery Portfolio | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 35.82% | 7.63% | 12.05% | 23.88% | 41.11% | 67.79% | 13.20% |
Frequently Asked Questions
With a correlation of 0.96, MPEGX and CPODX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
CPODX has higher volatility (8.04%) compared to MPEGX (6.99%). In terms of maximum drawdown, MPEGX dropped -75.29% vs CPODX's -84.51%.
CPODX currently has the higher Sharpe Ratio (-0.22 vs -0.37), 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.
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