PortfoliosLab logoPortfoliosLab logo
TSDUX vs. CPOAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSDUX vs. CPOAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Pathway Funds Ultra-ShortTerm Fixed Income Fund (TSDUX) and Morgan Stanley Insight A (CPOAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

TSDUX vs. CPOAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TSDUX
Morgan Stanley Pathway Funds Ultra-ShortTerm Fixed Income Fund
0.56%3.24%6.04%5.94%0.41%-0.11%2.06%2.65%1.64%1.73%
CPOAX
Morgan Stanley Insight A
-17.61%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, TSDUX achieves a 0.56% return, which is significantly higher than CPOAX's -17.61% return. Over the past 10 years, TSDUX has underperformed CPOAX with an annualized return of 2.61%, while CPOAX has yielded a comparatively higher 14.53% annualized return.


TSDUX

1D
0.00%
1M
-0.10%
YTD
0.56%
6M
0.87%
1Y
2.55%
3Y*
4.92%
5Y*
3.14%
10Y*
2.61%

CPOAX

1D
-0.76%
1M
-9.15%
YTD
-17.61%
6M
-25.78%
1Y
9.30%
3Y*
22.55%
5Y*
-4.38%
10Y*
14.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


TSDUX vs. CPOAX - Expense Ratio Comparison

TSDUX has a 0.62% expense ratio, which is lower than CPOAX's 1.15% expense ratio.


Return for Risk

TSDUX vs. CPOAX — Risk / Return Rank

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

TSDUX
TSDUX Risk / Return Rank: 9696
Overall Rank
TSDUX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
TSDUX Sortino Ratio Rank: 9393
Sortino Ratio Rank
TSDUX Omega Ratio Rank: 9898
Omega Ratio Rank
TSDUX Calmar Ratio Rank: 9898
Calmar Ratio Rank
TSDUX Martin Ratio Rank: 9898
Martin Ratio Rank

CPOAX
CPOAX Risk / Return Rank: 1010
Overall Rank
CPOAX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
CPOAX Sortino Ratio Rank: 1313
Sortino Ratio Rank
CPOAX Omega Ratio Rank: 1212
Omega Ratio Rank
CPOAX Calmar Ratio Rank: 88
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.

TSDUX vs. CPOAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Pathway Funds Ultra-ShortTerm Fixed Income Fund (TSDUX) 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.


TSDUXCPOAXDifference

Sharpe ratio

Return per unit of total volatility

1.99

0.23

+1.76

Sortino ratio

Return per unit of downside risk

2.82

0.58

+2.25

Omega ratio

Gain probability vs. loss probability

1.79

1.07

+0.72

Calmar ratio

Return relative to maximum drawdown

4.43

0.13

+4.30

Martin ratio

Return relative to average drawdown

20.41

0.34

+20.07

TSDUX vs. CPOAX - Sharpe Ratio Comparison

The current TSDUX Sharpe Ratio is 1.99, which is higher than the CPOAX Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of TSDUX and CPOAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


TSDUXCPOAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.99

0.23

+1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.95

-0.11

+3.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

2.43

0.43

+2.00

Sharpe Ratio (All Time)

Calculated using the full available price history

2.42

0.32

+2.10

Correlation

The correlation between TSDUX and CPOAX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TSDUX vs. CPOAX - Dividend Comparison

TSDUX's dividend yield for the trailing twelve months is around 2.10%, while CPOAX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
TSDUX
Morgan Stanley Pathway Funds Ultra-ShortTerm Fixed Income Fund
2.10%3.09%5.03%1.55%6.36%0.60%1.65%2.84%2.66%2.22%1.87%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

TSDUX vs. CPOAX - Drawdown Comparison

The maximum TSDUX drawdown since its inception was -3.94%, smaller than the maximum CPOAX drawdown of -84.57%. Use the drawdown chart below to compare losses from any high point for TSDUX and CPOAX.


Loading graphics...

Drawdown Indicators


TSDUXCPOAXDifference

Max Drawdown

Largest peak-to-trough decline

-3.94%

-84.57%

+80.63%

Max Drawdown (1Y)

Largest decline over 1 year

-0.72%

-28.37%

+27.65%

Max Drawdown (5Y)

Largest decline over 5 years

-1.72%

-70.73%

+69.01%

Max Drawdown (10Y)

Largest decline over 10 years

-3.94%

-71.33%

+67.39%

Current Drawdown

Current decline from peak

-0.10%

-34.68%

+34.58%

Average Drawdown

Average peak-to-trough decline

-0.19%

-39.31%

+39.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.16%

10.97%

-10.81%

Volatility

TSDUX vs. CPOAX - Volatility Comparison

The current volatility for Morgan Stanley Pathway Funds Ultra-ShortTerm Fixed Income Fund (TSDUX) is 0.31%, while Morgan Stanley Insight A (CPOAX) has a volatility of 8.76%. This indicates that TSDUX 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.


Loading graphics...

Volatility by Period


TSDUXCPOAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.31%

8.76%

-8.45%

Volatility (6M)

Calculated over the trailing 6-month period

0.74%

22.50%

-21.76%

Volatility (1Y)

Calculated over the trailing 1-year period

1.52%

33.29%

-31.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.10%

39.84%

-38.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.09%

33.88%

-32.79%