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EFIX vs. MSD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

EFIX vs. MSD

Last updated May 15, 2025

Compare and contrast key facts about First Trust TCW Emerging Markets Debt ETF (EFIX) and Morgan Stanley Emerging Markets Debt Fund, Inc. (MSD).

EFIX is an actively managed fund by First Trust. It was launched on Feb 18, 2021.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EFIX or MSD.

Correlation

The correlation between EFIX and MSD is 0.31, 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.

Performance

EFIX vs. MSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust TCW Emerging Markets Debt ETF (EFIX) and Morgan Stanley Emerging Markets Debt Fund, Inc. (MSD). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Returns By Period

EFIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

MSD

YTD

1.06%

1M

3.98%

6M

5.69%

1Y

19.76%

5Y*

7.58%

10Y*

5.10%

*Annualized

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Risk-Adjusted Performance

EFIX vs. MSD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EFIX
The Risk-Adjusted Performance Rank of EFIX is 3535
Overall Rank
The Sharpe Ratio Rank of EFIX is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of EFIX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of EFIX is 2727
Omega Ratio Rank
The Calmar Ratio Rank of EFIX is 4141
Calmar Ratio Rank
The Martin Ratio Rank of EFIX is 4646
Martin Ratio Rank
MSD
The Risk-Adjusted Performance Rank of MSD is 8787
Overall Rank
The Sharpe Ratio Rank of MSD is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of MSD is 8383
Sortino Ratio Rank
The Omega Ratio Rank of MSD is 8484
Omega Ratio Rank
The Calmar Ratio Rank of MSD is 9090
Calmar Ratio Rank
The Martin Ratio Rank of MSD is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EFIX vs. MSD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust TCW Emerging Markets Debt ETF (EFIX) and Morgan Stanley Emerging Markets Debt Fund, Inc. (MSD). 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.

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Dividends

EFIX vs. MSD - Dividend Comparison

EFIX has not paid dividends to shareholders, while MSD's dividend yield for the trailing twelve months is around 12.22%.

TTM20242023202220212020201920182017201620152014
EFIX
First Trust TCW Emerging Markets Debt ETF		6.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSD
Morgan Stanley Emerging Markets Debt Fund, Inc.		12.22%11.88%10.92%7.34%4.99%4.68%5.37%6.56%5.81%6.87%7.04%6.27%

Drawdowns

EFIX vs. MSD - Drawdown Comparison

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Volatility

EFIX vs. MSD - Volatility Comparison

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