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MSD vs. EMB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MSD vs. EMB - Performance Comparison

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

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MSD vs. EMB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
-1.61%13.85%5.54%10.62%-18.63%-2.23%5.42%15.48%-5.47%10.28%

Returns By Period

In the year-to-date period, MSD achieves a -3.10% return, which is significantly lower than EMB's -1.61% return. Over the past 10 years, MSD has outperformed EMB with an annualized return of 5.35%, while EMB has yielded a comparatively lower 3.18% annualized return.


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%

EMB

1D
0.88%
1M
-3.49%
YTD
-1.61%
6M
1.15%
1Y
9.10%
3Y*
8.35%
5Y*
1.77%
10Y*
3.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MSD vs. EMB — Risk / Return Rank

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

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

EMB
EMB Risk / Return Rank: 7878
Overall Rank
EMB Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
EMB Sortino Ratio Rank: 7676
Sortino Ratio Rank
EMB Omega Ratio Rank: 7676
Omega Ratio Rank
EMB Calmar Ratio Rank: 8080
Calmar Ratio Rank
EMB Martin Ratio Rank: 8181
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.

MSD vs. EMB - Risk-Adjusted Trends 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.


MSDEMBDifference

Sharpe ratio

Return per unit of total volatility

-0.36

1.32

-1.68

Sortino ratio

Return per unit of downside risk

-0.38

1.86

-2.24

Omega ratio

Gain probability vs. loss probability

0.94

1.28

-0.33

Calmar ratio

Return relative to maximum drawdown

-0.20

2.07

-2.28

Martin ratio

Return relative to average drawdown

-0.52

8.46

-8.98

MSD vs. EMB - Sharpe Ratio Comparison

The current MSD Sharpe Ratio is -0.36, which is lower than the EMB Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of MSD and EMB, 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


MSDEMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

1.32

-1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

0.18

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.32

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.42

-0.07

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.


Dividends

MSD vs. EMB - Dividend Comparison

MSD's dividend yield for the trailing twelve months is around 9.26%, more than EMB's 5.09% yield.


TTM20252024202320222021202020192018201720162015
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%
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
5.09%4.98%5.46%4.74%5.04%3.89%3.88%4.51%5.64%4.54%4.83%4.84%

Drawdowns

MSD vs. EMB - Drawdown Comparison

The maximum MSD drawdown since its inception was -58.51%, 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.


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Drawdown Indicators


MSDEMBDifference

Max Drawdown

Largest peak-to-trough decline

-58.51%

-34.70%

-23.81%

Max Drawdown (1Y)

Largest decline over 1 year

-12.84%

-4.51%

-8.33%

Max Drawdown (5Y)

Largest decline over 5 years

-33.89%

-28.74%

-5.15%

Max Drawdown (10Y)

Largest decline over 10 years

-37.50%

-28.74%

-8.76%

Current Drawdown

Current decline from peak

-9.70%

-3.50%

-6.20%

Average Drawdown

Average peak-to-trough decline

-11.33%

-5.10%

-6.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.08%

1.10%

+3.98%

Volatility

MSD vs. EMB - Volatility Comparison

Morgan Stanley Emerging Markets Debt Fund, Inc. (MSD) has a higher volatility of 4.88% compared to iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) at 3.12%. 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.


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Volatility by Period


MSDEMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.88%

3.12%

+1.76%

Volatility (6M)

Calculated over the trailing 6-month period

7.28%

4.01%

+3.27%

Volatility (1Y)

Calculated over the trailing 1-year period

13.51%

6.95%

+6.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.92%

9.75%

+4.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.67%

9.94%

+4.73%