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MSEQX vs. CPOAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSEQX vs. CPOAX - Performance Comparison

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

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MSEQX vs. CPOAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSEQX
Morgan Stanley Growth Portfolio Class I
-15.17%24.78%46.65%50.36%-60.18%-0.00%115.60%38.25%5.38%43.91%
CPOAX
Morgan Stanley Insight A
-13.40%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, MSEQX achieves a -15.17% return, which is significantly lower than CPOAX's -13.40% return. Both investments have delivered pretty close results over the past 10 years, with MSEQX having a 15.73% annualized return and CPOAX not far behind at 15.09%.


MSEQX

1D
0.29%
1M
-6.06%
YTD
-15.17%
6M
-22.52%
1Y
22.86%
3Y*
25.85%
5Y*
-1.58%
10Y*
15.73%

CPOAX

1D
0.43%
1M
-5.27%
YTD
-13.40%
6M
-23.40%
1Y
19.38%
3Y*
24.74%
5Y*
-3.85%
10Y*
15.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSEQX vs. CPOAX - Expense Ratio Comparison

MSEQX has a 0.56% expense ratio, which is lower than CPOAX's 1.15% expense ratio.


Return for Risk

MSEQX vs. CPOAX — Risk / Return Rank

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

MSEQX
MSEQX Risk / Return Rank: 1111
Overall Rank
MSEQX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
MSEQX Sortino Ratio Rank: 1313
Sortino Ratio Rank
MSEQX Omega Ratio Rank: 1111
Omega Ratio Rank
MSEQX Calmar Ratio Rank: 1212
Calmar Ratio Rank
MSEQX Martin Ratio Rank: 1010
Martin Ratio Rank

CPOAX
CPOAX Risk / Return Rank: 99
Overall Rank
CPOAX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
CPOAX Sortino Ratio Rank: 1111
Sortino Ratio Rank
CPOAX Omega Ratio Rank: 99
Omega Ratio Rank
CPOAX Calmar Ratio Rank: 1010
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.

MSEQX vs. CPOAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Growth Portfolio Class I (MSEQX) 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.


MSEQXCPOAXDifference

Sharpe ratio

Return per unit of total volatility

0.40

0.30

+0.10

Sortino ratio

Return per unit of downside risk

0.82

0.67

+0.14

Omega ratio

Gain probability vs. loss probability

1.10

1.08

+0.02

Calmar ratio

Return relative to maximum drawdown

0.58

0.45

+0.13

Martin ratio

Return relative to average drawdown

1.50

1.14

+0.37

MSEQX vs. CPOAX - Sharpe Ratio Comparison

The current MSEQX Sharpe Ratio is 0.40, which is higher than the CPOAX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of MSEQX and CPOAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MSEQXCPOAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

0.30

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

-0.10

+0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.45

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.33

+0.13

Correlation

The correlation between MSEQX 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

MSEQX vs. CPOAX - Dividend Comparison

Neither MSEQX nor CPOAX has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
MSEQX
Morgan Stanley Growth Portfolio Class I
0.00%0.00%0.55%0.05%16.79%24.24%9.36%21.39%5.38%21.18%12.71%7.55%
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

MSEQX vs. CPOAX - Drawdown Comparison

The maximum MSEQX drawdown since its inception was -69.48%, smaller than the maximum CPOAX drawdown of -84.57%. Use the drawdown chart below to compare losses from any high point for MSEQX and CPOAX.


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Drawdown Indicators


MSEQXCPOAXDifference

Max Drawdown

Largest peak-to-trough decline

-69.48%

-84.57%

+15.09%

Max Drawdown (1Y)

Largest decline over 1 year

-27.73%

-28.37%

+0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-69.48%

-70.73%

+1.25%

Max Drawdown (10Y)

Largest decline over 10 years

-69.48%

-71.33%

+1.85%

Current Drawdown

Current decline from peak

-25.85%

-31.35%

+5.50%

Average Drawdown

Average peak-to-trough decline

-16.88%

-39.31%

+22.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.77%

11.31%

-0.54%

Volatility

MSEQX vs. CPOAX - Volatility Comparison

The current volatility for Morgan Stanley Growth Portfolio Class I (MSEQX) is 8.66%, while Morgan Stanley Insight A (CPOAX) has a volatility of 9.23%. This indicates that MSEQX 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


MSEQXCPOAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.66%

9.23%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

22.08%

22.90%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

33.30%

33.46%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.75%

39.84%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.58%

33.90%

-0.32%