PortfoliosLab logoPortfoliosLab logo
EDD vs. SII
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EDD vs. SII - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, EDD achieves a 13.61% return, which is significantly higher than SII's 10.87% 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%

SII

1D
-1.62%
1M
-6.74%
6M
2.82%
YTD
10.87%
1Y
54.52%
3Y*
51.96%
5Y*
26.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDD vs. SII - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EDD
Morgan Stanley Emerging Markets Domestic Fund
13.61%32.46%8.64%14.09%-14.15%-7.03%16.87%
SII
Sprott Inc
10.87%137.17%27.39%5.00%-24.09%59.43%-19.45%

Correlation

The correlation between EDD and SII is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2020

0.25

Compare stocks, funds, or ETFs

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


Return for Risk

EDD vs. SII — Risk / Return Rank

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

EDD
EDD Risk / Return Rank: 3737
Overall Rank
EDD Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
EDD Sortino Ratio Rank: 4444
Sortino Ratio Rank
EDD Omega Ratio Rank: 4545
Omega Ratio Rank
EDD Calmar Ratio Rank: 2525
Calmar Ratio Rank
EDD Martin Ratio Rank: 2626
Martin Ratio Rank

SII
SII Risk / Return Rank: 7676
Overall Rank
SII Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SII Sortino Ratio Rank: 7676
Sortino Ratio Rank
SII Omega Ratio Rank: 7575
Omega Ratio Rank
SII Calmar Ratio Rank: 7474
Calmar Ratio Rank
SII Martin Ratio Rank: 7575
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. SII - Risk-Adjusted Trends Comparison

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


EDDSIIDifference
Sharpe ratioReturn per unit of total volatility

+0.37

Sortino ratioReturn per unit of downside risk

+0.33

Omega ratioGain probability vs. loss probability

1.27

1.22

+0.05

Calmar ratioReturn relative to maximum drawdown

1.44

1.54

-0.09

Martin ratioReturn relative to average drawdown

4.62

3.96

+0.66

EDD vs. SII - Sharpe Ratio Comparison

The current EDD Sharpe Ratio is 1.53, which is higher than the SII Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of EDD and SII, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

EDD vs. SII - Drawdown Comparison

The maximum EDD drawdown since its inception was -59.38%, which is greater than SII's maximum drawdown of -47.81%. Use the drawdown chart below to compare losses from any high point for EDD and SII.


Loading charts...

Drawdown Indicators


EDDSIIDifference

Max Drawdown

Largest peak-to-trough decline

-59.38%

-47.81%

-11.57%

Max Drawdown (1Y)

Largest decline over 1 year

-17.67%

-36.66%

+18.99%

Max Drawdown (3Y)

Largest decline over 3 years

-17.67%

-36.66%

+18.99%

Max Drawdown (5Y)

Largest decline over 5 years

-32.04%

-47.81%

+15.77%

Max Drawdown (10Y)

Largest decline over 10 years

-42.70%

Current Drawdown

Current decline from peak

-2.04%

-34.92%

+32.88%

Average Drawdown

Average peak-to-trough decline

-24.13%

-21.20%

-2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.50%

14.18%

-8.68%

Volatility

EDD vs. SII - Volatility Comparison

The current volatility for Morgan Stanley Emerging Markets Domestic Fund (EDD) is 5.29%, while Sprott Inc (SII) has a volatility of 17.05%. This indicates that EDD experiences smaller price fluctuations and is considered to be less risky than SII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


EDDSIIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.29%

17.05%

-11.76%

Volatility (6M)

Calculated over the trailing 6-month period

13.43%

42.14%

-28.71%

Volatility (1Y)

Calculated over the trailing 1-year period

16.67%

48.86%

-32.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.47%

38.19%

-22.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.64%

38.00%

-20.36%

Dividends

EDD vs. SII - Dividend Comparison

EDD's dividend yield for the trailing twelve months is around 10.94%, more than SII's 1.39% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SII
Sprott Inc
1.39%1.33%2.49%2.95%3.00%2.22%1.66%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EDD and SII have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SII has higher volatility (17.05%) compared to EDD (5.29%). In terms of maximum drawdown, EDD dropped -59.38% vs SII's -47.81%.

EDD currently has the higher Sharpe Ratio (1.53 vs 1.15), 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.

Portfolio Optimizer

Find the right allocation for EDD and SII

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer