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EDD vs. RDDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDD vs. RDDT - Performance Comparison

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

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Returns By Period

In the year-to-date period, EDD achieves a 14.80% return, which is significantly higher than RDDT's -38.80% return.


EDD

1D
-0.17%
1M
0.69%
6M
6.55%
YTD
14.80%
1Y
27.62%
3Y*
18.63%
5Y*
8.18%
10Y*
5.50%
ALL TIME*
2.96%

RDDT

1D
-20.99%
1M
-28.87%
6M
-21.97%
YTD
-38.80%
1Y
-12.40%
3Y*
5Y*
10Y*
ALL TIME*
59.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.10M$3.03M$2.42M
$1.24B$970.47M$886.27M

EDD vs. RDDT - Yearly Performance Comparison


2026 (YTD)20252024
EDD
Morgan Stanley Emerging Markets Domestic Fund
14.80%32.46%6.02%
RDDT
Reddit, Inc.
-38.80%40.64%247.74%

Correlation

The correlation between EDD and RDDT is 0.21, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.21

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2024

0.17

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Return for Risk

EDD vs. RDDT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EDD
EDD Risk / Return Rank: 5757
Overall Rank
EDD Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
EDD Sortino Ratio Rank: 7070
Sortino Ratio Rank
EDD Omega Ratio Rank: 6969
Omega Ratio Rank
EDD Calmar Ratio Rank: 3838
Calmar Ratio Rank
EDD Martin Ratio Rank: 3535
Martin Ratio Rank

RDDT
RDDT Risk / Return Rank: 3838
Overall Rank
RDDT Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
RDDT Sortino Ratio Rank: 3939
Sortino Ratio Rank
RDDT Omega Ratio Rank: 3939
Omega Ratio Rank
RDDT Calmar Ratio Rank: 3737
Calmar Ratio Rank
RDDT Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EDD vs. RDDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Emerging Markets Domestic Fund (EDD) and Reddit, Inc. (RDDT). 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.


EDDRDDTDifference
Sharpe ratioReturn per unit of total volatility

+1.83

Sortino ratioReturn per unit of downside risk

+2.07

Omega ratioGain probability vs. loss probability

1.29

1.03

+0.26

Calmar ratioReturn relative to maximum drawdown

1.57

-0.23

+1.80

Martin ratioReturn relative to average drawdown

5.03

-0.38

+5.42

EDD vs. RDDT - Sharpe Ratio Comparison

The current EDD Sharpe Ratio is 1.66, which is higher than the RDDT Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of EDD and RDDT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EDD vs. RDDT - Drawdown Comparison

The maximum EDD drawdown since its inception was -59.38%, roughly equal to the maximum RDDT drawdown of -61.41%. Use the drawdown chart below to compare losses from any high point for EDD and RDDT.


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Drawdown Indicators


EDDRDDTDifference

Max Drawdown

Largest peak-to-trough decline

-59.38%

-61.41%

+2.03%

Max Drawdown (1Y)

Largest decline over 1 year

-17.67%

-54.99%

+37.32%

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

-2.84%

-48.04%

+45.20%

Average Drawdown

Average peak-to-trough decline

-24.06%

-24.99%

+0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.50%

32.31%

-26.81%

Volatility

EDD vs. RDDT - Volatility Comparison

The current volatility for Morgan Stanley Emerging Markets Domestic Fund (EDD) is 4.62%, while Reddit, Inc. (RDDT) has a volatility of 27.37%. This indicates that EDD experiences smaller price fluctuations and is considered to be less risky than RDDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDDRDDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

27.37%

-22.75%

Volatility (6M)

Calculated over the trailing 6-month period

13.86%

54.28%

-40.42%

Volatility (1Y)

Calculated over the trailing 1-year period

16.72%

71.88%

-55.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.57%

81.99%

-66.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.66%

81.99%

-64.33%

Dividends

EDD vs. RDDT - Dividend Comparison

EDD's dividend yield for the trailing twelve months is around 10.82%, while RDDT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
EDD
Morgan Stanley Emerging Markets Domestic Fund
10.82%9.76%11.45%7.30%6.82%6.93%6.92%8.15%9.90%8.18%10.32%12.65%
RDDT
Reddit, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EDD and RDDT have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RDDT has higher volatility (27.37%) compared to EDD (4.62%). In terms of maximum drawdown, EDD dropped -59.38% vs RDDT's -61.41%.

EDD currently has the higher Sharpe Ratio (1.66 vs -0.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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