Virtus Stone Harbor Emerging Markets Income Fund (EDF) Sharpe Ratio: 0.80

EDF's Sharpe Ratio of 0.80 indicates that for each unit of volatility, it generates 0.80 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

EDF Sharpe Ratio Rank

Below Average

EDF ranks above 30.8% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Returns may not adequately compensate for volatility taken
Consider smaller allocation given below-average risk-adjusted profile
Explore higher-ranked investments with better consistency
Assess whether the volatility profile aligns with your portfolio goals

EDF Sharpe Ratio Market Positioning

The chart shows EDF's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.76 or lower
Yellow zone (middle 50%): 0.76 to 1.49
Green zone (top 25%): 1.49 or higher
Top 1%: 3.51+
Median: 1.10 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Virtus Stone Harbor Emerging Markets Income Fund's Sharpe Ratio with other mutual funds in the Emerging Markets Bonds category across multiple time periods, showing how EDF's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Apr 2, 2026.

Symbol	Name	1Y Sharpe Ratio
EIDOX	Eaton Vance Emerging Markets Debt Opportunities Fund Class I	4.24
EELDX	Eaton Vance Emerging Markets Debt Opportunities Fund	4.12
AGEYX	American Beacon Developing World Income Fund Class Y	4.04
AGEPX	American Beacon Frontier Markets Income Fund	4.01
APFOX	Artisan Emerging Markets Debt Opportunities Fund	3.89
DBLLX	DoubleLine Low Duration Emerging Markets Fixed Income Fund	3.53
GMOQX	GMO Emerging Country Debt Fund Class VI	3.14
GMCDX	GMO Emerging Country Debt Fund	3.12
FEMDX	Franklin Emerging Market Debt Opportunities Fund	2.93
SEDAX	SEI Institutional Investments Trust Emerging Markets Debt Fund	2.76
EDF	Virtus Stone Harbor Emerging Markets Income Fund	0.80

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows EDF's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when EDF consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Explore EDF risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

EDF Sortino Ratio