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EDD vs. AGEYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EDD vs. AGEYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Emerging Markets Domestic Fund (EDD) and American Beacon Developing World Income Fund Class Y (AGEYX). The values are adjusted to include any dividend payments, if applicable.

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EDD vs. AGEYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EDD
Morgan Stanley Emerging Markets Domestic Fund
-3.98%32.46%8.64%14.09%-14.15%-7.03%-2.84%25.45%-14.09%16.34%
AGEYX
American Beacon Developing World Income Fund Class Y
1.59%19.15%15.85%13.10%-12.62%6.91%2.54%13.49%-3.42%15.26%

Returns By Period

In the year-to-date period, EDD achieves a -3.98% return, which is significantly lower than AGEYX's 1.59% return. Over the past 10 years, EDD has underperformed AGEYX with an annualized return of 4.43%, while AGEYX has yielded a comparatively higher 7.77% annualized return.


EDD

1D
2.63%
1M
-14.39%
YTD
-3.98%
6M
-0.81%
1Y
18.79%
3Y*
14.67%
5Y*
5.29%
10Y*
4.43%

AGEYX

1D
-0.53%
1M
-3.02%
YTD
1.59%
6M
7.64%
1Y
18.64%
3Y*
16.31%
5Y*
8.13%
10Y*
7.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EDD vs. AGEYX - Expense Ratio Comparison

EDD has a 2.20% expense ratio, which is higher than AGEYX's 1.14% expense ratio.


Return for Risk

EDD vs. AGEYX — Risk / Return Rank

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

EDD
EDD Risk / Return Rank: 5454
Overall Rank
EDD Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
EDD Sortino Ratio Rank: 6262
Sortino Ratio Rank
EDD Omega Ratio Rank: 5353
Omega Ratio Rank
EDD Calmar Ratio Rank: 4444
Calmar Ratio Rank
EDD Martin Ratio Rank: 4848
Martin Ratio Rank

AGEYX
AGEYX Risk / Return Rank: 9898
Overall Rank
AGEYX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AGEYX Sortino Ratio Rank: 9898
Sortino Ratio Rank
AGEYX Omega Ratio Rank: 9898
Omega Ratio Rank
AGEYX Calmar Ratio Rank: 9797
Calmar Ratio Rank
AGEYX Martin Ratio Rank: 9898
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.

EDD vs. AGEYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Emerging Markets Domestic Fund (EDD) and American Beacon Developing World Income Fund Class Y (AGEYX). 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.


EDDAGEYXDifference

Sharpe ratio

Return per unit of total volatility

1.12

3.96

-2.84

Sortino ratio

Return per unit of downside risk

1.56

5.44

-3.87

Omega ratio

Gain probability vs. loss probability

1.21

2.04

-0.83

Calmar ratio

Return relative to maximum drawdown

1.10

4.15

-3.05

Martin ratio

Return relative to average drawdown

4.79

21.19

-16.39

EDD vs. AGEYX - Sharpe Ratio Comparison

The current EDD Sharpe Ratio is 1.12, which is lower than the AGEYX Sharpe Ratio of 3.96. The chart below compares the historical Sharpe Ratios of EDD and AGEYX, 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


EDDAGEYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

3.96

-2.84

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

1.60

-1.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

1.56

-1.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

1.31

-1.21

Correlation

The correlation between EDD and AGEYX is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EDD vs. AGEYX - Dividend Comparison

EDD's dividend yield for the trailing twelve months is around 10.06%, more than AGEYX's 9.85% yield.


TTM20252024202320222021202020192018201720162015
EDD
Morgan Stanley Emerging Markets Domestic Fund
10.06%9.76%11.45%7.30%6.82%6.93%6.92%8.15%9.90%8.18%10.32%12.65%
AGEYX
American Beacon Developing World Income Fund Class Y
9.85%9.99%12.16%9.64%7.50%7.90%7.34%8.61%9.88%7.30%8.43%7.03%

Drawdowns

EDD vs. AGEYX - Drawdown Comparison

The maximum EDD drawdown since its inception was -59.38%, which is greater than AGEYX's maximum drawdown of -22.24%. Use the drawdown chart below to compare losses from any high point for EDD and AGEYX.


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Drawdown Indicators


EDDAGEYXDifference

Max Drawdown

Largest peak-to-trough decline

-59.38%

-22.24%

-37.14%

Max Drawdown (1Y)

Largest decline over 1 year

-17.67%

-4.14%

-13.53%

Max Drawdown (5Y)

Largest decline over 5 years

-32.04%

-22.24%

-9.80%

Max Drawdown (10Y)

Largest decline over 10 years

-42.70%

-22.24%

-20.46%

Current Drawdown

Current decline from peak

-15.50%

-3.15%

-12.35%

Average Drawdown

Average peak-to-trough decline

-24.38%

-3.59%

-20.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.05%

0.86%

+3.19%

Volatility

EDD vs. AGEYX - Volatility Comparison

Morgan Stanley Emerging Markets Domestic Fund (EDD) has a higher volatility of 8.07% compared to American Beacon Developing World Income Fund Class Y (AGEYX) at 1.74%. This indicates that EDD's price experiences larger fluctuations and is considered to be riskier than AGEYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDDAGEYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.07%

1.74%

+6.33%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

2.84%

+8.74%

Volatility (1Y)

Calculated over the trailing 1-year period

16.87%

4.65%

+12.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.07%

5.12%

+9.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.65%

5.00%

+12.65%