MSD vs. EMB
Compare and contrast key facts about Morgan Stanley Emerging Markets Debt Fund, Inc. (MSD) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB).
EMB is a passively managed fund by iShares that tracks the performance of the JPMorgan EMBI Global Core Index. It was launched on Dec 17, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MSD or EMB.
Correlation
The correlation between MSD and EMB is 0.45, 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.
Performance
MSD vs. EMB - Performance Comparison
Key characteristics
MSD:
2.56
EMB:
1.48
MSD:
3.77
EMB:
2.10
MSD:
1.49
EMB:
1.26
MSD:
3.14
EMB:
0.72
MSD:
14.23
EMB:
6.72
MSD:
2.07%
EMB:
1.49%
MSD:
11.52%
EMB:
6.77%
MSD:
-52.67%
EMB:
-34.70%
MSD:
-0.12%
EMB:
-5.27%
Returns By Period
In the year-to-date period, MSD achieves a 5.58% return, which is significantly higher than EMB's 2.46% return. Over the past 10 years, MSD has outperformed EMB with an annualized return of 6.13%, while EMB has yielded a comparatively lower 2.74% annualized return.
MSD
5.58%
1.37%
12.76%
29.29%
4.12%
6.13%
EMB
2.46%
0.86%
2.16%
10.10%
-0.43%
2.74%
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Risk-Adjusted Performance
MSD vs. EMB — Risk-Adjusted Performance Rank
MSD
EMB
MSD vs. EMB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Emerging Markets Debt Fund, Inc. (MSD) and iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB). 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.
Dividends
MSD vs. EMB - Dividend Comparison
MSD's dividend yield for the trailing twelve months is around 11.25%, more than EMB's 5.44% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSD Morgan Stanley Emerging Markets Debt Fund, Inc. | 11.25% | 11.88% | 10.92% | 7.34% | 4.99% | 4.68% | 5.37% | 6.56% | 5.81% | 6.87% | 7.04% | 6.27% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 5.44% | 5.46% | 4.74% | 5.04% | 3.90% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% | 4.56% |
Drawdowns
MSD vs. EMB - Drawdown Comparison
The maximum MSD drawdown since its inception was -52.67%, which is greater than EMB's maximum drawdown of -34.70%. Use the drawdown chart below to compare losses from any high point for MSD and EMB. For additional features, visit the drawdowns tool.
Volatility
MSD vs. EMB - Volatility Comparison
Morgan Stanley Emerging Markets Debt Fund, Inc. (MSD) has a higher volatility of 3.01% compared to iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) at 1.57%. This indicates that MSD's price experiences larger fluctuations and is considered to be riskier than EMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.