MSEQX vs. CPODX
Compare and contrast key facts about Morgan Stanley Growth Portfolio Class I (MSEQX) and Morgan Stanley Insight Fund (CPODX).
MSEQX is managed by Morgan Stanley. It was launched on Apr 2, 1991. CPODX is managed by Morgan Stanley. It was launched on Jul 28, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSEQX or CPODX.
Key characteristics
| MSEQX | CPODX | |
|---|---|---|
| YTD Return | 18.90% | 17.92% |
| 1Y Return | 44.60% | 43.99% |
| 3Y Return (Ann) | -15.01% | -16.00% |
| 5Y Return (Ann) | 10.73% | 9.46% |
| 10Y Return (Ann) | 13.02% | 13.47% |
| Sharpe Ratio | 1.69 | 1.64 |
| Sortino Ratio | 2.27 | 2.23 |
| Omega Ratio | 1.28 | 1.28 |
| Calmar Ratio | 0.70 | 0.68 |
| Martin Ratio | 7.76 | 7.16 |
| Ulcer Index | 5.86% | 6.27% |
| Daily Std Dev | 26.97% | 27.30% |
| Max Drawdown | -69.48% | -84.51% |
| Current Drawdown | -43.20% | -45.99% |
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.
Performance
MSEQX vs. CPODX - Performance Comparison
In the year-to-date period, MSEQX achieves a 18.90% return, which is significantly higher than CPODX's 17.92% return. Both investments have delivered pretty close results over the past 10 years, with MSEQX having a 13.02% annualized return and CPODX not far ahead at 13.47%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MSEQX vs. CPODX - Expense Ratio Comparison
MSEQX has a 0.56% expense ratio, which is lower than CPODX's 0.83% expense ratio.
Risk-Adjusted Performance
MSEQX vs. CPODX - Risk-Adjusted Performance 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.
Dividends
MSEQX vs. CPODX - Dividend Comparison
Neither MSEQX nor CPODX has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSEQX Morgan Stanley Growth Portfolio Class I | 0.00% | 0.05% | 16.79% | 24.24% | 9.36% | 10.70% | 7.94% | 21.18% | 12.71% | 7.55% | 4.95% | 4.46% |
CPODX Morgan Stanley Insight Fund | 0.00% | 0.00% | 41.78% | 12.90% | 7.97% | 6.49% | 8.40% | 26.14% | 9.16% | 8.38% | 7.15% | 8.61% |
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. For additional features, visit the drawdowns tool.
Volatility
MSEQX vs. CPODX - Volatility Comparison
Morgan Stanley Growth Portfolio Class I (MSEQX) and Morgan Stanley Insight Fund (CPODX) have volatilities of 6.22% and 6.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.