MSJIX vs. CPOAX
Compare and contrast key facts about Morgan Stanley Global Endurance Portfolio (MSJIX) and Morgan Stanley Insight A (CPOAX).
MSJIX is managed by Morgan Stanley. It was launched on Dec 30, 2018. 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
MSJIX vs. CPOAX - Performance Comparison
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MSJIX vs. CPOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MSJIX Morgan Stanley Global Endurance Portfolio | -8.10% | 24.62% | 5.99% | 72.54% | -66.23% | 9.69% | 110.10% | 34.61% |
CPOAX Morgan Stanley Insight A | -13.73% | 18.91% | 46.35% | 52.72% | -61.02% | -6.83% | 115.86% | 39.91% |
Returns By Period
In the year-to-date period, MSJIX achieves a -8.10% return, which is significantly higher than CPOAX's -13.73% return.
MSJIX
- 1D
- 0.63%
- 1M
- -8.06%
- YTD
- -8.10%
- 6M
- -4.91%
- 1Y
- 19.31%
- 3Y*
- 16.95%
- 5Y*
- -8.71%
- 10Y*
- —
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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MSJIX vs. CPOAX - Expense Ratio Comparison
MSJIX has a 1.00% expense ratio, which is lower than CPOAX's 1.15% expense ratio.
Return for Risk
MSJIX vs. CPOAX — Risk / Return Rank
MSJIX
CPOAX
MSJIX vs. CPOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Global Endurance Portfolio (MSJIX) 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.
| MSJIX | CPOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.71 | 0.43 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.16 | 0.86 | +0.30 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.11 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.05 | 0.45 | +0.60 |
Martin ratioReturn relative to average drawdown | 3.79 | 1.15 | +2.65 |
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
| MSJIX | CPOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.43 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.28 | -0.10 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.45 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.35 | 0.33 | +0.03 |
Correlation
The correlation between MSJIX and CPOAX is 0.81, 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
MSJIX vs. CPOAX - Dividend Comparison
MSJIX's dividend yield for the trailing twelve months is around 0.58%, while CPOAX has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSJIX Morgan Stanley Global Endurance Portfolio | 0.58% | 0.53% | 0.56% | 1.83% | 0.00% | 4.68% | 3.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
MSJIX vs. CPOAX - Drawdown Comparison
The maximum MSJIX drawdown since its inception was -75.26%, smaller than the maximum CPOAX drawdown of -84.57%. Use the drawdown chart below to compare losses from any high point for MSJIX and CPOAX.
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Drawdown Indicators
| MSJIX | CPOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.26% | -84.57% | +9.31% |
Max Drawdown (1Y)Largest decline over 1 year | -12.32% | -28.37% | +16.05% |
Max Drawdown (5Y)Largest decline over 5 years | -74.10% | -70.73% | -3.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -71.33% | — |
Current DrawdownCurrent decline from peak | -46.58% | -31.61% | -14.97% |
Average DrawdownAverage peak-to-trough decline | -36.15% | -39.31% | +3.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | 11.09% | -7.44% |
Volatility
MSJIX vs. CPOAX - Volatility Comparison
The current volatility for Morgan Stanley Global Endurance Portfolio (MSJIX) is 6.30%, while Morgan Stanley Insight A (CPOAX) has a volatility of 10.10%. This indicates that MSJIX 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
| MSJIX | CPOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.30% | 10.10% | -3.80% |
Volatility (6M)Calculated over the trailing 6-month period | 12.56% | 22.93% | -10.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.11% | 33.54% | -11.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.78% | 39.87% | -8.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.80% | 33.91% | -1.11% |