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WEDIX vs. EDF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WEDIX vs. EDF

Last updated Jun 23, 2026

WEDIX (William Blair Emerging Markets Debt Fund) and EDF (Virtus Stone Harbor Emerging Markets Income Fund) are both Emerging Markets Bonds funds. Over the past 5 years, WEDIX returned 3.71%/yr vs 6.12%/yr for EDF. At a 0.31 correlation, their price movements are largely independent. WEDIX charges 0.70%/yr vs 1.45%/yr for EDF.

Performance

WEDIX vs. EDF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in William Blair Emerging Markets Debt Fund (WEDIX) and Virtus Stone Harbor Emerging Markets Income Fund (EDF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WEDIX achieves a 4.83% return, which is significantly lower than EDF's 21.21% return.

WEDIX

1D
0.11%
1M
2.54%
YTD
4.83%
6M
5.51%
1Y
16.75%
3Y*
12.98%
5Y*
3.71%
10Y*
—

EDF

1D
-0.71%
1M
7.79%
YTD
21.21%
6M
25.24%
1Y
30.29%
3Y*
26.69%
5Y*
6.12%
10Y*
5.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WEDIX vs. EDF - Yearly Performance Comparison

2026 (YTD)20252024202320222021
WEDIX
William Blair Emerging Markets Debt Fund		4.83%16.13%9.09%12.18%-18.02%-1.05%
EDF
Virtus Stone Harbor Emerging Markets Income Fund		21.21%22.24%25.54%21.63%-27.96%-14.86%

Correlation

The correlation between WEDIX and EDF is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.24

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (All Time)
Calculated using the full available price history since May 25, 2021

0.31

Compare stocks, funds, or ETFs

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William Blair Emerging Markets Debt Fund

Virtus Stone Harbor Emerging Markets Income Fund

Often compared with WEDIX:
WEDIX vs. BESIXWEDIX vs. WILIXWEDIX vs. WISIXWEDIX vs. AGEPXWEDIX vs. WSMDXWEDIX vs. EELDXWEDIX vs. EIDOX
Often compared with EDF:
EDF vs. USTEXEDF vs. BTOEDF vs. RDTEEDF vs. QDTEEDF vs. USVAXEDF vs. KHYBEDF vs. TEI

Return for Risk

WEDIX vs. EDF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WEDIX
WEDIX Risk / Return Rank: 9393
Overall Rank
WEDIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
WEDIX Sortino Ratio Rank: 9797
Sortino Ratio Rank
WEDIX Omega Ratio Rank: 9494
Omega Ratio Rank
WEDIX Calmar Ratio Rank: 8484
Calmar Ratio Rank
WEDIX Martin Ratio Rank: 9090
Martin Ratio Rank
EDF
EDF Risk / Return Rank: 6363
Overall Rank
EDF Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
EDF Sortino Ratio Rank: 6363
Sortino Ratio Rank
EDF Omega Ratio Rank: 5353
Omega Ratio Rank
EDF Calmar Ratio Rank: 7575
Calmar Ratio Rank
EDF Martin Ratio Rank: 6868
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.

WEDIX vs. EDF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for William Blair Emerging Markets Debt Fund (WEDIX) and Virtus Stone Harbor Emerging Markets Income Fund (EDF). 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.

WEDIXEDFDifference
Sharpe ratioReturn per unit of total volatility
3.44
2.05

+1.38

Sortino ratioReturn per unit of downside risk
5.64
3.03

+2.61

Omega ratioGain probability vs. loss probability

1.71

1.37

+0.35

Calmar ratioReturn relative to maximum drawdown

3.76

3.22

+0.53

Martin ratioReturn relative to average drawdown

16.33

12.35

+3.98

WEDIX vs. EDF - Sharpe Ratio Comparison

The current WEDIX Sharpe Ratio is 3.44, which is higher than the EDF Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of WEDIX and EDF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

WEDIX vs. EDF - Drawdown Comparison

The maximum WEDIX drawdown since its inception was -30.80%, smaller than the maximum EDF drawdown of -64.23%. Use the drawdown chart below to compare losses from any high point for WEDIX and EDF.

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Drawdown Indicators

WEDIXEDFDifference

Max Drawdown

Largest peak-to-trough decline

-30.80%

-64.23%

+33.43%

Max Drawdown (1Y)

Largest decline over 1 year

-4.46%

-9.44%

+4.98%

Max Drawdown (3Y)

Largest decline over 3 years

-7.43%

-24.32%

+16.89%

Max Drawdown (5Y)

Largest decline over 5 years

-30.80%

-52.47%

+21.67%

Max Drawdown (10Y)

Largest decline over 10 years

—

-64.23%

—

Current Drawdown

Current decline from peak

-0.11%

-0.71%

+0.60%

Average Drawdown

Average peak-to-trough decline

-9.17%

-21.42%

+12.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

2.46%

-1.44%

Volatility

WEDIX vs. EDF - Volatility Comparison

The current volatility for William Blair Emerging Markets Debt Fund (WEDIX) is 1.29%, while Virtus Stone Harbor Emerging Markets Income Fund (EDF) has a volatility of 4.86%. This indicates that WEDIX experiences smaller price fluctuations and is considered to be less risky than EDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WEDIXEDFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.29%

4.86%

-3.57%

Volatility (6M)

Calculated over the trailing 6-month period

3.86%

12.07%

-8.21%

Volatility (1Y)

Calculated over the trailing 1-year period

4.87%

14.84%

-9.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.26%

25.71%

-18.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.23%

30.71%

-23.48%

WEDIX vs. EDF - Expense Ratio Comparison

WEDIX has a 0.70% expense ratio, which is lower than EDF's 1.45% expense ratio.

Dividends

WEDIX vs. EDF - Dividend Comparison

WEDIX's dividend yield for the trailing twelve months is around 6.26%, less than EDF's 12.81% yield.

PositionTTM20252024202320222021202020192018201720162015
EDF
Virtus Stone Harbor Emerging Markets Income Fund		12.81%14.49%15.32%16.71%17.31%12.91%16.46%15.67%19.37%13.58%14.75%17.93%
WEDIX
William Blair Emerging Markets Debt Fund		6.26%6.32%6.53%5.37%5.85%3.20%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

WEDIX and EDF 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.

EDF has higher volatility (4.86%) compared to WEDIX (1.29%). In terms of maximum drawdown, WEDIX dropped -30.80% vs EDF's -64.23%.

WEDIX currently has the higher Sharpe Ratio (3.44 vs 2.05), 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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