EDD vs. AUGO

Last updated Jul 11, 2026

EDD (Morgan Stanley Emerging Markets Domestic Fund) is Emerging Markets Bonds fund managed by Morgan Stanley, while AUGO (Aura Minerals Inc. Common Shares) is a stock. At a 0.31 correlation, their price movements are largely independent.

Performance

EDD vs. AUGO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Emerging Markets Domestic Fund (EDD) and Aura Minerals Inc. Common Shares (AUGO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, EDD achieves a 13.61% return, which is significantly lower than AUGO's 22.83% return.

EDD

• 1D: -0.52%
• 1M: 7.32%
• 6M: 8.80%
• YTD: 13.61%
• 1Y: 25.08%
• 3Y*: 18.30%
• 5Y*: 8.49%
• 10Y*: 5.82%

AUGO

• 1D: -4.04%
• 1M: 7.48%
• 6M: 17.39%
• YTD: 22.83%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EDD vs. AUGO - Yearly Performance Comparison

	2026 (YTD)	2025
EDD Morgan Stanley Emerging Markets Domestic Fund	13.61%	9.46%
AUGO Aura Minerals Inc. Common Shares	22.83%	111.07%

Correlation

The correlation between EDD and AUGO is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 16, 2025	0.31

Return for Risk

EDD vs. AUGO — Risk / Return Rank

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

EDD

EDD Risk / Return Rank: 37
EDD Sharpe Ratio Rank: 47
EDD Sortino Ratio Rank: 44
EDD Omega Ratio Rank: 45
EDD Calmar Ratio Rank: 25
EDD Martin Ratio Rank: 26

AUGO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. AUGO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Emerging Markets Domestic Fund (EDD) and Aura Minerals Inc. Common Shares (AUGO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	EDD	AUGO	Difference
Sharpe ratio: Return per unit of total volatility	1.53	—	—
Sortino ratio: Return per unit of downside risk	2.13	—	—
Omega ratio: Gain probability vs. loss probability	1.27	—	—
Calmar ratio: Return relative to maximum drawdown	1.44	—	—
Martin ratio: Return relative to average drawdown	4.62	—	—

Drawdowns

EDD vs. AUGO - Drawdown Comparison

The maximum EDD drawdown since its inception was -59.38%, which is greater than AUGO's maximum drawdown of -50.65%. Use the drawdown chart below to compare losses from any high point for EDD and AUGO.

Drawdown Indicators

	EDD	AUGO	Difference
Max Drawdown Largest peak-to-trough decline	-59.38%	-50.65%	-8.73%
Max Drawdown (1Y) Largest decline over 1 year	-17.67%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-17.67%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-32.04%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.70%	—	—
Current Drawdown Current decline from peak	-2.04%	-43.70%	+41.66%
Average Drawdown Average peak-to-trough decline	-24.13%	-11.71%	-12.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.50%	—	—

Volatility

Volatility by Period

	EDD	AUGO	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.29%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.43%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.67%	68.35%	-51.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.47%	68.35%	-52.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.64%	68.35%	-50.71%

Dividends

EDD vs. AUGO - Dividend Comparison

EDD's dividend yield for the trailing twelve months is around 10.94%, more than AUGO's 3.70% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AUGO Aura Minerals Inc. Common Shares	3.70%	1.61%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EDD Morgan Stanley Emerging Markets Domestic Fund	10.94%	9.76%	11.45%	7.30%	6.82%	6.93%	6.92%	8.15%	9.90%	8.18%	10.32%	12.65%

Frequently Asked Questions

Can I hold both EDD and AUGO in my portfolio?

EDD and AUGO have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.