PortfoliosLab logo
MSD vs. FAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MSD and FAX is 0.25, 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.


Performance

MSD vs. FAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Emerging Markets Debt Fund, Inc. (MSD) and abrdn Asia-Pacific Income Fund Inc (FAX). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

MSD:

1.40

FAX:

0.99

Sortino Ratio

MSD:

1.84

FAX:

1.27

Omega Ratio

MSD:

1.27

FAX:

1.18

Calmar Ratio

MSD:

1.61

FAX:

0.69

Martin Ratio

MSD:

6.25

FAX:

2.45

Ulcer Index

MSD:

3.32%

FAX:

5.62%

Daily Std Dev

MSD:

15.26%

FAX:

15.30%

Max Drawdown

MSD:

-52.67%

FAX:

-48.35%

Current Drawdown

MSD:

-5.93%

FAX:

-7.98%

Returns By Period

In the year-to-date period, MSD achieves a 1.73% return, which is significantly lower than FAX's 11.63% return. Over the past 10 years, MSD has outperformed FAX with an annualized return of 5.17%, while FAX has yielded a comparatively lower 2.57% annualized return.


MSD

YTD

1.73%

1M

6.42%

6M

5.35%

1Y

21.24%

5Y*

7.81%

10Y*

5.17%

FAX

YTD

11.63%

1M

9.88%

6M

2.43%

1Y

15.08%

5Y*

5.28%

10Y*

2.57%

*Annualized

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. FAX — Risk-Adjusted Performance Rank

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

MSD
The Risk-Adjusted Performance Rank of MSD is 8888
Overall Rank
The Sharpe Ratio Rank of MSD is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of MSD is 8383
Sortino Ratio Rank
The Omega Ratio Rank of MSD is 8585
Omega Ratio Rank
The Calmar Ratio Rank of MSD is 9191
Calmar Ratio Rank
The Martin Ratio Rank of MSD is 9090
Martin Ratio Rank

FAX
The Risk-Adjusted Performance Rank of FAX is 7474
Overall Rank
The Sharpe Ratio Rank of FAX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of FAX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of FAX is 7777
Omega Ratio Rank
The Calmar Ratio Rank of FAX is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FAX is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MSD vs. FAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Emerging Markets Debt Fund, Inc. (MSD) and abrdn Asia-Pacific Income Fund Inc (FAX). 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 higher than the FAX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of MSD and FAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

MSD vs. FAX - Dividend Comparison

MSD's dividend yield for the trailing twelve months is around 12.14%, less than FAX's 12.57% yield.


TTM20242023202220212020201920182017201620152014
MSD
Morgan Stanley Emerging Markets Debt Fund, Inc.
12.14%11.88%10.92%7.34%4.99%4.68%5.37%6.56%5.81%6.87%7.04%6.27%
FAX
abrdn Asia-Pacific Income Fund Inc
12.57%13.45%12.18%12.55%8.64%7.42%8.29%10.85%9.80%9.07%9.19%7.57%

Drawdowns

MSD vs. FAX - Drawdown Comparison

The maximum MSD drawdown since its inception was -52.67%, which is greater than FAX's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for MSD and FAX. For additional features, visit the drawdowns tool.


Loading data...

Volatility

MSD vs. FAX - Volatility Comparison

Morgan Stanley Emerging Markets Debt Fund, Inc. (MSD) has a higher volatility of 5.36% compared to abrdn Asia-Pacific Income Fund Inc (FAX) at 4.00%. This indicates that MSD's price experiences larger fluctuations and is considered to be riskier than FAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...