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MSD vs. USA
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

MSD vs. USA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Emerging Markets Debt Fund, Inc. (MSD) and Liberty All-Star Equity Fund (USA). The values are adjusted to include any dividend payments, if applicable.

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MSD vs. USA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSD
Morgan Stanley Emerging Markets Debt Fund, Inc.
-1.99%5.58%24.92%19.14%-22.10%2.20%0.73%24.38%-12.31%16.33%
USA
Liberty All-Star Equity Fund
-7.72%0.09%20.81%23.17%-25.20%33.76%12.89%39.70%-5.06%34.66%

Fundamentals

Market Cap

MSD:

$143.64M

USA:

$1.70B

EPS

MSD:

$1.85

USA:

$1.42

PE Ratio

MSD:

3.83

USA:

3.97

PS Ratio

MSD:

3.72

USA:

4.72

PB Ratio

MSD:

0.90

USA:

0.82

Total Revenue (TTM)

MSD:

$38.58M

USA:

$355.74M

Gross Profit (TTM)

MSD:

$35.05M

USA:

$329.90M

EBITDA (TTM)

MSD:

$30.02M

USA:

$305.11M

Returns By Period

In the year-to-date period, MSD achieves a -1.99% return, which is significantly higher than USA's -7.72% return. Over the past 10 years, MSD has underperformed USA with an annualized return of 5.47%, while USA has yielded a comparatively higher 11.94% annualized return.


MSD

1D
1.14%
1M
-6.18%
YTD
-1.99%
6M
0.02%
1Y
-4.31%
3Y*
15.14%
5Y*
4.51%
10Y*
5.47%

USA

1D
1.44%
1M
-5.85%
YTD
-7.72%
6M
-6.62%
1Y
-5.00%
3Y*
7.24%
5Y*
3.73%
10Y*
11.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MSD vs. USA — Risk / Return Rank

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

MSD
MSD Risk / Return Rank: 2626
Overall Rank
MSD Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
MSD Sortino Ratio Rank: 2222
Sortino Ratio Rank
MSD Omega Ratio Rank: 2121
Omega Ratio Rank
MSD Calmar Ratio Rank: 3232
Calmar Ratio Rank
MSD Martin Ratio Rank: 2828
Martin Ratio Rank

USA
USA Risk / Return Rank: 2727
Overall Rank
USA Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
USA Sortino Ratio Rank: 2222
Sortino Ratio Rank
USA Omega Ratio Rank: 2323
Omega Ratio Rank
USA Calmar Ratio Rank: 3232
Calmar Ratio Rank
USA Martin Ratio Rank: 2828
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. USA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Emerging Markets Debt Fund, Inc. (MSD) and Liberty All-Star Equity Fund (USA). 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.


MSDUSADifference

Sharpe ratio

Return per unit of total volatility

-0.32

-0.29

-0.04

Sortino ratio

Return per unit of downside risk

-0.33

-0.30

-0.03

Omega ratio

Gain probability vs. loss probability

0.95

0.96

-0.01

Calmar ratio

Return relative to maximum drawdown

-0.29

-0.28

-0.01

Martin ratio

Return relative to average drawdown

-0.73

-0.76

+0.03

MSD vs. USA - Sharpe Ratio Comparison

The current MSD Sharpe Ratio is -0.32, which is comparable to the USA Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of MSD and USA, 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


MSDUSADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.32

-0.29

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.18

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.53

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.33

+0.02

Correlation

The correlation between MSD and USA is 0.29, 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.


Dividends

MSD vs. USA - Dividend Comparison

MSD's dividend yield for the trailing twelve months is around 9.15%, less than USA's 12.08% yield.


TTM20252024202320222021202020192018201720162015
MSD
Morgan Stanley Emerging Markets Debt Fund, Inc.
9.15%9.88%11.88%10.90%7.34%4.99%4.67%5.37%6.56%5.81%6.87%7.03%
USA
Liberty All-Star Equity Fund
12.08%10.67%10.22%9.56%12.11%9.67%9.13%9.75%12.64%8.89%9.30%9.53%

Drawdowns

MSD vs. USA - Drawdown Comparison

The maximum MSD drawdown since its inception was -58.51%, smaller than the maximum USA drawdown of -69.15%. Use the drawdown chart below to compare losses from any high point for MSD and USA.


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Drawdown Indicators


MSDUSADifference

Max Drawdown

Largest peak-to-trough decline

-58.51%

-69.15%

+10.64%

Max Drawdown (1Y)

Largest decline over 1 year

-11.53%

-15.28%

+3.75%

Max Drawdown (5Y)

Largest decline over 5 years

-33.89%

-34.05%

+0.16%

Max Drawdown (10Y)

Largest decline over 10 years

-37.50%

-47.07%

+9.57%

Current Drawdown

Current decline from peak

-8.67%

-12.67%

+4.00%

Average Drawdown

Average peak-to-trough decline

-11.33%

-11.53%

+0.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.11%

5.64%

-0.53%

Volatility

MSD vs. USA - Volatility Comparison

The current volatility for Morgan Stanley Emerging Markets Debt Fund, Inc. (MSD) is 5.04%, while Liberty All-Star Equity Fund (USA) has a volatility of 5.71%. This indicates that MSD experiences smaller price fluctuations and is considered to be less risky than USA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MSDUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

5.71%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

7.34%

10.53%

-3.19%

Volatility (1Y)

Calculated over the trailing 1-year period

13.36%

17.40%

-4.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.93%

20.72%

-6.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.68%

22.54%

-7.86%

Financials

MSD vs. USA - Financials Comparison

This section allows you to compare key financial metrics between Morgan Stanley Emerging Markets Debt Fund, Inc. and Liberty All-Star Equity Fund. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0020.00M40.00M60.00M80.00M100.00M120.00M20212022202320242025
7.93M
119.52M
(MSD) Total Revenue
(USA) Total Revenue
Values in USD except per share items