TFPM vs. EDD
TFPM (Triple Flag Precious Metals Corp) is a stock, while EDD (Morgan Stanley Emerging Markets Domestic Fund) is Emerging Markets Bonds fund managed by Morgan Stanley. Over the past 3 years, TFPM returned 31.23%/yr vs 18.63%/yr for EDD. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
TFPM vs. EDD - Performance Comparison
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Returns By Period
In the year-to-date period, TFPM achieves a -13.12% return, which is significantly lower than EDD's 14.80% return.
TFPM
- 1D
- -2.94%
- 1M
- -4.67%
- 6M
- -14.41%
- YTD
- -13.12%
- 1Y
- 26.96%
- 3Y*
- 31.23%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 28.16%
EDD
- 1D
- -0.17%
- 1M
- 0.69%
- 6M
- 6.55%
- YTD
- 14.80%
- 1Y
- 27.62%
- 3Y*
- 18.63%
- 5Y*
- 8.18%
- 10Y*
- 5.50%
- ALL TIME*
- 2.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.10M | $3.03M | $2.42M | |
| $11.84M | $15.21M | $19.66M |
TFPM vs. EDD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TFPM Triple Flag Precious Metals Corp | -13.12% | 123.03% | 14.60% | -1.81% | 14.71% | 32.61% |
EDD Morgan Stanley Emerging Markets Domestic Fund | 14.80% | 32.46% | 8.64% | 14.09% | -14.15% | -4.66% |
Correlation
The correlation between TFPM and EDD is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2021 | 0.19 |
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Return for Risk
TFPM vs. EDD — Risk / Return Rank
TFPM
EDD
TFPM vs. EDD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Triple Flag Precious Metals Corp (TFPM) and Morgan Stanley Emerging Markets Domestic Fund (EDD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TFPM | EDD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.06 | ||
| Sortino ratioReturn per unit of downside risk | -1.28 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.29 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.57 | -0.79 |
| Martin ratioReturn relative to average drawdown | 1.68 | 5.03 | -3.35 |
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Drawdowns
TFPM vs. EDD - Drawdown Comparison
The maximum TFPM drawdown since its inception was -36.48%, smaller than the maximum EDD drawdown of -59.38%. Use the drawdown chart below to compare losses from any high point for TFPM and EDD.
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Drawdown Indicators
| TFPM | EDD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.48% | -59.38% | +22.90% |
Max Drawdown (1Y)Largest decline over 1 year | -34.87% | -17.67% | -17.20% |
Max Drawdown (3Y)Largest decline over 3 years | -34.87% | -17.67% | -17.20% |
Max Drawdown (5Y)Largest decline over 5 years | — | -32.04% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.70% | — |
Current DrawdownCurrent decline from peak | -30.22% | -2.84% | -27.38% |
Average DrawdownAverage peak-to-trough decline | -13.87% | -24.06% | +10.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.10% | 5.50% | +10.60% |
Volatility
TFPM vs. EDD - Volatility Comparison
Triple Flag Precious Metals Corp (TFPM) has a higher volatility of 12.21% compared to Morgan Stanley Emerging Markets Domestic Fund (EDD) at 4.62%. This indicates that TFPM's price experiences larger fluctuations and is considered to be riskier than EDD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TFPM | EDD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.21% | 4.62% | +7.59% |
Volatility (6M)Calculated over the trailing 6-month period | 34.93% | 13.86% | +21.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.88% | 16.72% | +28.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.61% | 15.57% | +22.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.61% | 17.66% | +19.95% |
Dividends
TFPM vs. EDD - Dividend Comparison
TFPM's dividend yield for the trailing twelve months is around 0.80%, less than EDD's 10.82% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDD Morgan Stanley Emerging Markets Domestic Fund | 10.82% | 9.76% | 11.45% | 7.30% | 6.82% | 6.93% | 6.92% | 8.15% | 9.90% | 8.18% | 10.32% | 12.65% |
TFPM Triple Flag Precious Metals Corp | 0.80% | 0.68% | 1.43% | 1.54% | 1.07% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TFPM and EDD have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TFPM has higher volatility (12.21%) compared to EDD (4.62%). In terms of maximum drawdown, TFPM dropped -36.48% vs EDD's -59.38%.
EDD currently has the higher Sharpe Ratio (1.66 vs 0.60), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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