MSD vs. EMHY

In the year-to-date period, MSD achieves a 1.73% return, which is significantly lower than EMHY's 3.10% return. Over the past 10 years, MSD has outperformed EMHY with an annualized return of 5.17%, while EMHY has yielded a comparatively lower 3.84% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Emerging Markets Debt Fund, Inc. (MSD) and iShares J.P. Morgan EM High Yield Bond ETF (EMHY). 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.

The current MSD Sharpe Ratio is 1.40, which is comparable to the EMHY Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of MSD and EMHY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MSD's dividend yield for the trailing twelve months is around 12.14%, more than EMHY's 7.15% yield.

The maximum MSD drawdown since its inception was -52.67%, which is greater than EMHY's maximum drawdown of -30.11%. Use the drawdown chart below to compare losses from any high point for MSD and EMHY. For additional features, visit the drawdowns tool.

Morgan Stanley Emerging Markets Debt Fund, Inc. (MSD) has a higher volatility of 5.36% compared to iShares J.P. Morgan EM High Yield Bond ETF (EMHY) at 2.70%. This indicates that MSD's price experiences larger fluctuations and is considered to be riskier than EMHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.