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FEMDX vs. EDF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FEMDX vs. EDF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Emerging Market Debt Opportunities Fund (FEMDX) and Virtus Stone Harbor Emerging Markets Income Fund (EDF). The values are adjusted to include any dividend payments, if applicable.

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FEMDX vs. EDF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FEMDX
Franklin Emerging Market Debt Opportunities Fund
0.40%15.69%11.83%15.47%-8.87%1.58%3.93%9.92%-1.19%11.68%
EDF
Virtus Stone Harbor Emerging Markets Income Fund
-0.34%22.24%25.54%21.63%-27.96%-8.47%-31.14%45.06%-18.24%24.22%

Returns By Period

In the year-to-date period, FEMDX achieves a 0.40% return, which is significantly higher than EDF's -0.34% return. Over the past 10 years, FEMDX has outperformed EDF with an annualized return of 6.68%, while EDF has yielded a comparatively lower 4.75% annualized return.


FEMDX

1D
-0.40%
1M
-3.31%
YTD
0.40%
6M
4.94%
1Y
13.78%
3Y*
13.65%
5Y*
7.15%
10Y*
6.68%

EDF

1D
-0.42%
1M
-5.17%
YTD
-0.34%
6M
1.72%
1Y
9.22%
3Y*
17.73%
5Y*
2.26%
10Y*
4.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FEMDX vs. EDF - Expense Ratio Comparison

FEMDX has a 1.00% expense ratio, which is lower than EDF's 1.45% expense ratio.


Return for Risk

FEMDX vs. EDF — Risk / Return Rank

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

FEMDX
FEMDX Risk / Return Rank: 9696
Overall Rank
FEMDX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
FEMDX Sortino Ratio Rank: 9696
Sortino Ratio Rank
FEMDX Omega Ratio Rank: 9797
Omega Ratio Rank
FEMDX Calmar Ratio Rank: 9393
Calmar Ratio Rank
FEMDX Martin Ratio Rank: 9494
Martin Ratio Rank

EDF
EDF Risk / Return Rank: 2121
Overall Rank
EDF Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
EDF Sortino Ratio Rank: 1717
Sortino Ratio Rank
EDF Omega Ratio Rank: 1818
Omega Ratio Rank
EDF Calmar Ratio Rank: 2121
Calmar Ratio Rank
EDF Martin Ratio Rank: 2727
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.

FEMDX vs. EDF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Emerging Market Debt Opportunities Fund (FEMDX) and Virtus Stone Harbor Emerging Markets Income Fund (EDF). 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.


FEMDXEDFDifference

Sharpe ratio

Return per unit of total volatility

2.74

0.52

+2.23

Sortino ratio

Return per unit of downside risk

3.63

0.76

+2.86

Omega ratio

Gain probability vs. loss probability

1.61

1.11

+0.50

Calmar ratio

Return relative to maximum drawdown

2.83

0.63

+2.20

Martin ratio

Return relative to average drawdown

12.66

2.90

+9.76

FEMDX vs. EDF - Sharpe Ratio Comparison

The current FEMDX Sharpe Ratio is 2.74, which is higher than the EDF Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of FEMDX and EDF, 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


FEMDXEDFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.74

0.52

+2.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

0.09

+1.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.14

0.16

+0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

0.96

0.09

+0.87

Correlation

The correlation between FEMDX and EDF is 0.34, 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

FEMDX vs. EDF - Dividend Comparison

FEMDX's dividend yield for the trailing twelve months is around 6.46%, less than EDF's 15.06% yield.


TTM20252024202320222021202020192018201720162015
FEMDX
Franklin Emerging Market Debt Opportunities Fund
6.46%6.49%4.65%3.12%9.31%0.00%0.00%7.29%8.06%4.29%0.69%6.04%
EDF
Virtus Stone Harbor Emerging Markets Income Fund
15.06%14.49%15.32%16.71%17.31%12.91%16.46%15.67%19.37%13.58%14.75%17.93%

Drawdowns

FEMDX vs. EDF - Drawdown Comparison

The maximum FEMDX drawdown since its inception was -36.14%, smaller than the maximum EDF drawdown of -64.23%. Use the drawdown chart below to compare losses from any high point for FEMDX and EDF.


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Drawdown Indicators


FEMDXEDFDifference

Max Drawdown

Largest peak-to-trough decline

-36.14%

-64.23%

+28.09%

Max Drawdown (1Y)

Largest decline over 1 year

-4.34%

-14.17%

+9.83%

Max Drawdown (5Y)

Largest decline over 5 years

-19.93%

-53.09%

+33.16%

Max Drawdown (10Y)

Largest decline over 10 years

-19.93%

-64.23%

+44.30%

Current Drawdown

Current decline from peak

-3.54%

-18.26%

+14.72%

Average Drawdown

Average peak-to-trough decline

-4.79%

-21.61%

+16.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

3.40%

-2.36%

Volatility

FEMDX vs. EDF - Volatility Comparison

The current volatility for Franklin Emerging Market Debt Opportunities Fund (FEMDX) is 2.05%, while Virtus Stone Harbor Emerging Markets Income Fund (EDF) has a volatility of 5.67%. This indicates that FEMDX experiences smaller price fluctuations and is considered to be less risky than EDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEMDXEDFDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.05%

5.67%

-3.62%

Volatility (6M)

Calculated over the trailing 6-month period

3.05%

10.05%

-7.00%

Volatility (1Y)

Calculated over the trailing 1-year period

4.88%

17.96%

-13.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.39%

25.87%

-19.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.89%

30.66%

-24.77%