EDD vs. SII
EDD (Morgan Stanley Emerging Markets Domestic Fund) is Emerging Markets Bonds fund managed by Morgan Stanley, while SII (Sprott Inc) is a stock. Over the past 5 years, EDD returned 8.49%/yr vs 26.29%/yr for SII. At a 0.25 correlation, their price movements are largely independent.
Performance
EDD vs. SII - Performance Comparison
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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*
- —
EDD vs. SII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
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 |
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Return for Risk
EDD vs. SII — Risk / Return Rank
EDD
SII
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.
| EDD | SII | Difference | |
|---|---|---|---|
| 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 |
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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.
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Drawdown Indicators
| EDD | SII | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.04% | -34.92% | +32.88% |
Average DrawdownAverage peak-to-trough decline | -24.13% | -21.20% | -2.93% |
Ulcer IndexDepth 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.
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Volatility by Period
| EDD | SII | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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