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EMHY vs. MSD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMHY vs. MSD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares J.P. Morgan EM High Yield Bond ETF (EMHY) and Morgan Stanley Emerging Markets Debt Fund, Inc. (MSD). The values are adjusted to include any dividend payments, if applicable.

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EMHY vs. MSD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMHY
iShares J.P. Morgan EM High Yield Bond ETF
-1.42%13.70%11.97%11.47%-13.03%-1.91%3.83%12.98%-5.21%8.54%
MSD
Morgan Stanley Emerging Markets Debt Fund, Inc.
-3.10%5.58%24.92%19.14%-22.10%2.20%0.73%24.38%-12.31%16.33%

Returns By Period

In the year-to-date period, EMHY achieves a -1.42% return, which is significantly higher than MSD's -3.10% return. Over the past 10 years, EMHY has underperformed MSD with an annualized return of 4.60%, while MSD has yielded a comparatively higher 5.35% annualized return.


EMHY

1D
1.04%
1M
-3.08%
YTD
-1.42%
6M
2.44%
1Y
9.98%
3Y*
11.15%
5Y*
4.13%
10Y*
4.60%

MSD

1D
0.72%
1M
-7.36%
YTD
-3.10%
6M
-0.84%
1Y
-4.80%
3Y*
14.71%
5Y*
4.27%
10Y*
5.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

EMHY vs. MSD — Risk / Return Rank

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

EMHY
EMHY Risk / Return Rank: 7979
Overall Rank
EMHY Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EMHY Sortino Ratio Rank: 7878
Sortino Ratio Rank
EMHY Omega Ratio Rank: 7979
Omega Ratio Rank
EMHY Calmar Ratio Rank: 7979
Calmar Ratio Rank
EMHY Martin Ratio Rank: 8383
Martin Ratio Rank

MSD
MSD Risk / Return Rank: 2828
Overall Rank
MSD Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
MSD Sortino Ratio Rank: 2222
Sortino Ratio Rank
MSD Omega Ratio Rank: 2121
Omega Ratio Rank
MSD Calmar Ratio Rank: 3636
Calmar Ratio Rank
MSD Martin Ratio Rank: 3434
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.

EMHY vs. MSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares J.P. Morgan EM High Yield Bond ETF (EMHY) 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.


EMHYMSDDifference

Sharpe ratio

Return per unit of total volatility

1.34

-0.36

+1.70

Sortino ratio

Return per unit of downside risk

1.91

-0.38

+2.29

Omega ratio

Gain probability vs. loss probability

1.29

0.94

+0.35

Calmar ratio

Return relative to maximum drawdown

2.02

-0.20

+2.22

Martin ratio

Return relative to average drawdown

9.02

-0.52

+9.54

EMHY vs. MSD - Sharpe Ratio Comparison

The current EMHY Sharpe Ratio is 1.34, which is higher than the MSD Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of EMHY and MSD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EMHYMSDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

-0.36

+1.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.31

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.37

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.35

+0.13

Correlation

The correlation between EMHY and MSD is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

EMHY vs. MSD - Dividend Comparison

EMHY's dividend yield for the trailing twelve months is around 6.55%, less than MSD's 9.26% yield.


TTM20252024202320222021202020192018201720162015
EMHY
iShares J.P. Morgan EM High Yield Bond ETF
6.55%6.52%6.86%6.73%7.08%5.58%5.44%5.72%6.79%5.59%6.43%6.99%
MSD
Morgan Stanley Emerging Markets Debt Fund, Inc.
9.26%9.88%11.88%10.90%7.34%4.99%4.67%5.37%6.56%5.81%6.87%7.03%

Drawdowns

EMHY vs. MSD - Drawdown Comparison

The maximum EMHY drawdown since its inception was -30.11%, smaller than the maximum MSD drawdown of -58.51%. Use the drawdown chart below to compare losses from any high point for EMHY and MSD.


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Drawdown Indicators


EMHYMSDDifference

Max Drawdown

Largest peak-to-trough decline

-30.11%

-58.51%

+28.40%

Max Drawdown (1Y)

Largest decline over 1 year

-4.96%

-12.84%

+7.88%

Max Drawdown (5Y)

Largest decline over 5 years

-25.83%

-33.89%

+8.06%

Max Drawdown (10Y)

Largest decline over 10 years

-30.11%

-37.50%

+7.39%

Current Drawdown

Current decline from peak

-3.35%

-9.70%

+6.35%

Average Drawdown

Average peak-to-trough decline

-4.95%

-11.33%

+6.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.11%

5.08%

-3.97%

Volatility

EMHY vs. MSD - Volatility Comparison

The current volatility for iShares J.P. Morgan EM High Yield Bond ETF (EMHY) is 3.08%, while Morgan Stanley Emerging Markets Debt Fund, Inc. (MSD) has a volatility of 4.88%. This indicates that EMHY experiences smaller price fluctuations and is considered to be less risky than MSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMHYMSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

4.88%

-1.80%

Volatility (6M)

Calculated over the trailing 6-month period

4.20%

7.28%

-3.08%

Volatility (1Y)

Calculated over the trailing 1-year period

7.50%

13.51%

-6.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.07%

13.92%

-4.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.65%

14.67%

-4.02%