EMD vs. DLENX
Compare and contrast key facts about Western Asset Emerging Markets Debt Fund Inc (EMD) and DoubleLine Emerging Markets Fixed Income Fund Class N (DLENX).
EMD is managed by Franklin Templeton. It was launched on Jan 1, 2004. DLENX is an actively managed fund by DoubleLine. It was launched on Apr 6, 2010.
Performance
EMD vs. DLENX - Performance Comparison
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EMD vs. DLENX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMD Western Asset Emerging Markets Debt Fund Inc | -5.14% | 23.41% | 16.23% | 12.23% | -20.78% | -0.32% | 7.03% | 26.62% | -13.70% | 14.29% |
DLENX DoubleLine Emerging Markets Fixed Income Fund Class N | -1.03% | 8.11% | 7.92% | 9.36% | -15.50% | 1.71% | 4.66% | 11.71% | -3.54% | 8.31% |
Returns By Period
In the year-to-date period, EMD achieves a -5.14% return, which is significantly lower than DLENX's -1.03% return. Over the past 10 years, EMD has outperformed DLENX with an annualized return of 5.88%, while DLENX has yielded a comparatively lower 3.78% annualized return.
EMD
- 1D
- 2.08%
- 1M
- -10.21%
- YTD
- -5.14%
- 6M
- 0.38%
- 1Y
- 10.85%
- 3Y*
- 16.45%
- 5Y*
- 4.01%
- 10Y*
- 5.88%
DLENX
- 1D
- 0.00%
- 1M
- -1.75%
- YTD
- -1.03%
- 6M
- -0.92%
- 1Y
- 4.35%
- 3Y*
- 7.54%
- 5Y*
- 1.65%
- 10Y*
- 3.78%
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EMD vs. DLENX - Expense Ratio Comparison
EMD has a 0.02% expense ratio, which is lower than DLENX's 1.18% expense ratio.
Return for Risk
EMD vs. DLENX — Risk / Return Rank
EMD
DLENX
EMD vs. DLENX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Western Asset Emerging Markets Debt Fund Inc (EMD) and DoubleLine Emerging Markets Fixed Income Fund Class N (DLENX). 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.
| EMD | DLENX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.76 | 1.65 | -0.89 |
Sortino ratioReturn per unit of downside risk | 1.04 | 2.07 | -1.02 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.40 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 1.53 | -0.65 |
Martin ratioReturn relative to average drawdown | 3.35 | 6.64 | -3.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EMD | DLENX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.76 | 1.65 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.36 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.81 | -0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.92 | -0.58 |
Correlation
The correlation between EMD and DLENX is 0.33, 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.
Dividends
EMD vs. DLENX - Dividend Comparison
EMD's dividend yield for the trailing twelve months is around 11.51%, more than DLENX's 4.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EMD Western Asset Emerging Markets Debt Fund Inc | 11.51% | 10.44% | 10.57% | 9.97% | 11.09% | 8.44% | 8.45% | 8.41% | 9.76% | 7.78% | 9.99% | 9.54% |
DLENX DoubleLine Emerging Markets Fixed Income Fund Class N | 4.88% | 5.33% | 5.71% | 5.29% | 4.49% | 3.74% | 4.11% | 4.49% | 3.57% | 4.07% | 4.29% | 4.94% |
Drawdowns
EMD vs. DLENX - Drawdown Comparison
The maximum EMD drawdown since its inception was -48.26%, which is greater than DLENX's maximum drawdown of -25.64%. Use the drawdown chart below to compare losses from any high point for EMD and DLENX.
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Drawdown Indicators
| EMD | DLENX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.26% | -25.64% | -22.62% |
Max Drawdown (1Y)Largest decline over 1 year | -13.33% | -2.77% | -10.56% |
Max Drawdown (5Y)Largest decline over 5 years | -40.43% | -25.64% | -14.79% |
Max Drawdown (10Y)Largest decline over 10 years | -46.44% | -25.64% | -20.80% |
Current DrawdownCurrent decline from peak | -11.53% | -1.83% | -9.70% |
Average DrawdownAverage peak-to-trough decline | -8.83% | -3.65% | -5.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.51% | 0.64% | +2.87% |
Volatility
EMD vs. DLENX - Volatility Comparison
Western Asset Emerging Markets Debt Fund Inc (EMD) has a higher volatility of 6.05% compared to DoubleLine Emerging Markets Fixed Income Fund Class N (DLENX) at 0.64%. This indicates that EMD's price experiences larger fluctuations and is considered to be riskier than DLENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMD | DLENX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.05% | 0.64% | +5.41% |
Volatility (6M)Calculated over the trailing 6-month period | 9.65% | 1.36% | +8.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.38% | 2.59% | +11.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 4.56% | +11.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 4.66% | +13.63% |