MSEGX vs. CPOAX
Compare and contrast key facts about Morgan Stanley Institutional Growth Portfolio (MSEGX) and Morgan Stanley Insight A (CPOAX).
MSEGX is an actively managed fund by Morgan Stanley. It was launched on Apr 2, 1991. 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
MSEGX vs. CPOAX - Performance Comparison
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MSEGX vs. CPOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MSEGX Morgan Stanley Institutional Growth Portfolio | -15.42% | 24.43% | 46.29% | 49.87% | -60.27% | -0.31% | 115.11% | 38.93% | 5.01% | 43.53% |
CPOAX Morgan Stanley Insight A | -13.73% | 18.91% | 46.35% | 52.72% | -61.02% | -6.83% | 115.86% | 33.08% | 11.94% | 48.40% |
Returns By Period
In the year-to-date period, MSEGX achieves a -15.42% return, which is significantly lower than CPOAX's -13.73% return. Both investments have delivered pretty close results over the past 10 years, with MSEGX having a 15.47% annualized return and CPOAX not far behind at 15.06%.
MSEGX
- 1D
- 4.54%
- 1M
- -4.32%
- YTD
- -15.42%
- 6M
- -22.09%
- 1Y
- 15.60%
- 3Y*
- 25.22%
- 5Y*
- -1.90%
- 10Y*
- 15.47%
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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MSEGX vs. CPOAX - Expense Ratio Comparison
MSEGX has a 0.87% expense ratio, which is lower than CPOAX's 1.15% expense ratio.
Return for Risk
MSEGX vs. CPOAX — Risk / Return Rank
MSEGX
CPOAX
MSEGX vs. CPOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Institutional Growth Portfolio (MSEGX) 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.
| MSEGX | CPOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.43 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.00 | 0.86 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.11 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.57 | 0.45 | +0.12 |
Martin ratioReturn relative to average drawdown | 1.50 | 1.15 | +0.35 |
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
| MSEGX | CPOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.43 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | -0.10 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.45 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.33 | +0.08 |
Correlation
The correlation between MSEGX and CPOAX is 0.94, 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
MSEGX vs. CPOAX - Dividend Comparison
Neither MSEGX nor CPOAX has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSEGX Morgan Stanley Institutional Growth Portfolio | 0.00% | 0.00% | 0.42% | 0.00% | 18.70% | 26.52% | 10.03% | 22.75% | 5.67% | 22.18% | 13.17% | 7.76% |
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
MSEGX vs. CPOAX - Drawdown Comparison
The maximum MSEGX drawdown since its inception was -69.57%, smaller than the maximum CPOAX drawdown of -84.57%. Use the drawdown chart below to compare losses from any high point for MSEGX and CPOAX.
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Drawdown Indicators
| MSEGX | CPOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.57% | -84.57% | +15.00% |
Max Drawdown (1Y)Largest decline over 1 year | -27.83% | -28.37% | +0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -69.57% | -70.73% | +1.16% |
Max Drawdown (10Y)Largest decline over 10 years | -69.57% | -71.33% | +1.76% |
Current DrawdownCurrent decline from peak | -26.90% | -31.61% | +4.71% |
Average DrawdownAverage peak-to-trough decline | -19.49% | -39.31% | +19.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.60% | 11.09% | -0.49% |
Volatility
MSEGX vs. CPOAX - Volatility Comparison
The current volatility for Morgan Stanley Institutional Growth Portfolio (MSEGX) is 9.47%, while Morgan Stanley Insight A (CPOAX) has a volatility of 10.10%. This indicates that MSEGX 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
| MSEGX | CPOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.47% | 10.10% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 22.11% | 22.93% | -0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.40% | 33.54% | -0.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.79% | 39.87% | -0.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.63% | 33.91% | -0.28% |