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WDI vs. MSD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

WDI vs. MSD

Last updated May 12, 2025

Compare and contrast key facts about Western Asset Diversified Income Fund (WDI) and Morgan Stanley Emerging Markets Debt Fund, Inc. (MSD).

WDI is managed by Franklin Templeton. It was launched on Jun 24, 2021.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WDI or MSD.

Correlation

The correlation between WDI and MSD is 0.40, 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

WDI vs. MSD - Performance Comparison

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

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Key characteristics

Daily Std Dev

WDI:

6.04%

MSD:

11.26%

Max Drawdown

WDI:

-0.28%

MSD:

-1.32%

Current Drawdown

WDI:

0.00%

MSD:

-0.66%

Returns By Period

WDI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

MSD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

WDI vs. MSD — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WDI
The Risk-Adjusted Performance Rank of WDI is 7676
Overall Rank
The Sharpe Ratio Rank of WDI is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of WDI is 7171
Sortino Ratio Rank
The Omega Ratio Rank of WDI is 7979
Omega Ratio Rank
The Calmar Ratio Rank of WDI is 8181
Calmar Ratio Rank
The Martin Ratio Rank of WDI is 7878
Martin Ratio Rank
MSD
The Risk-Adjusted Performance Rank of MSD is 8686
Overall Rank
The Sharpe Ratio Rank of MSD is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of MSD is 8080
Sortino Ratio Rank
The Omega Ratio Rank of MSD is 8282
Omega Ratio Rank
The Calmar Ratio Rank of MSD is 8989
Calmar Ratio Rank
The Martin Ratio Rank of MSD is 8888
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.

WDI vs. MSD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset Diversified Income Fund (WDI) and Morgan Stanley Emerging Markets Debt Fund, Inc. (MSD). 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.

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Dividends

WDI vs. MSD - Dividend Comparison

WDI has not paid dividends to shareholders, while MSD's dividend yield for the trailing twelve months is around 12.33%.

TTM20242023202220212020201920182017201620152014
WDI
Western Asset Diversified Income Fund		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSD
Morgan Stanley Emerging Markets Debt Fund, Inc.		12.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WDI vs. MSD - Drawdown Comparison

The maximum WDI drawdown since its inception was -0.28%, smaller than the maximum MSD drawdown of -1.32%. Use the drawdown chart below to compare losses from any high point for WDI and MSD. For additional features, visit the drawdowns tool.

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Volatility

WDI vs. MSD - Volatility Comparison

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