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MSEQX vs. CPODX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSEQX vs. CPODX - 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 Fund (CPODX). The values are adjusted to include any dividend payments, if applicable.

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MSEQX vs. CPODX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSEQX
Morgan Stanley Growth Portfolio Class I
-15.37%24.78%46.65%50.36%-60.18%-0.00%115.60%38.25%5.38%43.91%
CPODX
Morgan Stanley Insight Fund
-13.67%19.23%46.73%53.03%-60.99%-6.54%116.44%33.45%12.29%48.76%

Returns By Period

In the year-to-date period, MSEQX achieves a -15.37% return, which is significantly lower than CPODX's -13.67% return. Both investments have delivered pretty close results over the past 10 years, with MSEQX having a 15.71% annualized return and CPODX not far behind at 15.35%.


MSEQX

1D
4.54%
1M
-4.30%
YTD
-15.37%
6M
-21.98%
1Y
15.92%
3Y*
25.56%
5Y*
-1.63%
10Y*
15.71%

CPODX

1D
4.72%
1M
-4.15%
YTD
-13.67%
6M
-22.53%
1Y
12.75%
3Y*
24.77%
5Y*
-3.71%
10Y*
15.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MSEQX vs. CPODX - Expense Ratio Comparison

MSEQX has a 0.56% expense ratio, which is lower than CPODX's 0.83% expense ratio.


Return for Risk

MSEQX vs. CPODX — Risk / Return Rank

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

MSEQX
MSEQX Risk / Return Rank: 1919
Overall Rank
MSEQX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
MSEQX Sortino Ratio Rank: 2424
Sortino Ratio Rank
MSEQX Omega Ratio Rank: 1919
Omega Ratio Rank
MSEQX Calmar Ratio Rank: 1818
Calmar Ratio Rank
MSEQX Martin Ratio Rank: 1515
Martin Ratio Rank

CPODX
CPODX Risk / Return Rank: 1515
Overall Rank
CPODX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
CPODX Sortino Ratio Rank: 1818
Sortino Ratio Rank
CPODX Omega Ratio Rank: 1515
Omega Ratio Rank
CPODX Calmar Ratio Rank: 1414
Calmar Ratio Rank
CPODX Martin Ratio Rank: 1212
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. CPODX - 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 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.


MSEQXCPODXDifference

Sharpe ratio

Return per unit of total volatility

0.55

0.44

+0.10

Sortino ratio

Return per unit of downside risk

1.01

0.87

+0.14

Omega ratio

Gain probability vs. loss probability

1.12

1.11

+0.02

Calmar ratio

Return relative to maximum drawdown

0.58

0.46

+0.12

Martin ratio

Return relative to average drawdown

1.53

1.18

+0.36

MSEQX vs. CPODX - Sharpe Ratio Comparison

The current MSEQX Sharpe Ratio is 0.55, which is comparable to the CPODX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of MSEQX and CPODX, 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


MSEQXCPODXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.55

0.44

+0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

-0.09

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.45

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.33

+0.12

Correlation

The correlation between MSEQX and CPODX 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. CPODX - Dividend Comparison

Neither MSEQX nor CPODX 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%
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%

Drawdowns

MSEQX vs. CPODX - Drawdown Comparison

The maximum MSEQX drawdown since its inception was -69.48%, smaller than the maximum CPODX drawdown of -84.51%. Use the drawdown chart below to compare losses from any high point for MSEQX and CPODX.


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Drawdown Indicators


MSEQXCPODXDifference

Max Drawdown

Largest peak-to-trough decline

-69.48%

-84.51%

+15.03%

Max Drawdown (1Y)

Largest decline over 1 year

-27.73%

-28.28%

+0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-69.48%

-70.71%

+1.23%

Max Drawdown (10Y)

Largest decline over 10 years

-69.48%

-71.26%

+1.78%

Current Drawdown

Current decline from peak

-26.02%

-30.82%

+4.80%

Average Drawdown

Average peak-to-trough decline

-16.88%

-38.54%

+21.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.55%

11.04%

-0.49%

Volatility

MSEQX vs. CPODX - Volatility Comparison

The current volatility for Morgan Stanley Growth Portfolio Class I (MSEQX) is 9.47%, while Morgan Stanley Insight Fund (CPODX) has a volatility of 10.11%. This indicates that MSEQX 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


MSEQXCPODXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.47%

10.11%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

22.11%

22.91%

-0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

33.39%

33.55%

-0.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.78%

39.87%

-0.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.59%

33.91%

-0.32%