Correlation
The correlation between MSD and EMB is 0.38, 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.
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.
Performance
MSD vs. EMB - Performance Comparison
Loading data...
Key characteristics
MSD:
1.42
EMB:
1.07
MSD:
1.90
EMB:
1.58
MSD:
1.28
EMB:
1.21
MSD:
1.67
EMB:
0.70
MSD:
6.03
EMB:
5.24
MSD:
3.56%
EMB:
1.58%
MSD:
15.32%
EMB:
7.60%
MSD:
-52.67%
EMB:
-34.70%
MSD:
-4.94%
EMB:
-4.22%
Returns By Period
In the year-to-date period, MSD achieves a 2.80% return, which is significantly lower than EMB's 3.60% return. Over the past 10 years, MSD has outperformed EMB with an annualized return of 5.30%, while EMB has yielded a comparatively lower 2.72% annualized return.
MSD
2.80%
0.39%
5.16%
21.14%
13.67%
6.79%
5.30%
EMB
3.60%
1.12%
1.29%
7.53%
5.03%
1.47%
2.72%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Loading data...
Dividends
MSD vs. EMB - Dividend Comparison
MSD's dividend yield for the trailing twelve months is around 12.01%, more than EMB's 5.53% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MSD Morgan Stanley Emerging Markets Debt Fund, Inc. | 12.01% | 11.88% | 10.90% | 7.34% | 4.99% | 4.67% | 5.37% | 6.56% | 5.81% | 6.87% | 7.03% | 6.27% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 5.53% | 5.46% | 4.74% | 5.04% | 3.89% | 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.
Loading data...
Volatility
MSD vs. EMB - Volatility Comparison
Morgan Stanley Emerging Markets Debt Fund, Inc. (MSD) has a higher volatility of 3.41% compared to iShares J.P. Morgan USD Emerging Markets Bond ETF (EMB) at 1.68%. 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.
Loading data...