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EDD vs SPY

Comparison between Morgan Stanley Emerging Markets Domestic Debt Fund Inc (EDD, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed EDD, delivering a return of +12.4% compared to +8.5%

EDD vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
EDD
$380M
Winner
SPY
$781B
Expense Ratio
EDD
N/A
SPY
0.09%
Max Drawdown
EDD
82.01%
Winner
SPY
56.47%
Sharpe Ratio
Winner
EDD
1.55
SPY
1.22
5Y Beta
Winner
EDD
0.41
SPY
1.00
P/E Ratio
EDD
N/A
SPY
28.78
Forward P/E
EDD
N/A
SPY
21.25
5Y Dividends CAGR
Winner
EDD
13.12%
SPY
6.00%
5Y EPS CAGR
EDD
N/A
SPY
25.62%
Debt to Equity
EDD
N/A
SPY
31.92%
P/S Ratio
EDD
N/A
SPY
3.76
P/B Ratio
EDD
N/A
SPY
5.64

EDD vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
Winner
EDD
+6.64%
SPY
+0.63%
3M
Winner
EDD
+8.16%
SPY
+4.46%
6M
EDD
+7.32%
Winner
SPY
+7.67%
1Y
Winner
EDD
+28.71%
SPY
+17.68%
5Y(CAGR)
EDD
+8.54%
Winner
SPY
+12.42%
10Y(CAGR)
EDD
+5.74%
Winner
SPY
+14.84%
Max(CAGR)
EDD
+2.92%
Winner
SPY
+8.44%

EDD vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearEDDSPY
2026+12.76%+8.63%
2025+33.64%+18.00%
2024+8.65%+25.59%
2023+15.09%+26.72%
2022-13.81%-18.64%
2021-6.90%+30.52%
2020-3.37%+17.28%
2019+23.80%+31.09%
2018-14.76%-5.24%
2017+16.65%+20.78%
2016+15.50%+13.59%
2015-27.07%+1.31%
2014-12.15%+14.56%
2013-15.46%+29.00%
2012+23.59%+14.17%
2011-6.52%+0.85%
2010+24.94%+13.14%
2009+36.69%+22.67%
2008-29.10%-36.25%
2007-3.89%+5.32%
2006N/A+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/A+8.61%

EDD vs SPY Drawdown Comparison

The maximum drawdown for EDD was -59.42%, occurring on Nov 21, 2008. Recovery took 726 trading sessions.

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current EDD drawdown is -2.67%. The current SPY drawdown is -2.57%.

RankEDDSPY
#1-59.42%
May 17, 2007 - Apr 6, 2010
-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-56.67%
May 8, 2013 - Jan 13, 2026
-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-20.40%
Jul 22, 2011 - Mar 1, 2012
-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-17.67%
Feb 13, 2026 - Jun 29, 2026
-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-14.90%
May 1, 2012 - Jul 20, 2012
-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-12.21%
Apr 26, 2010 - Jul 20, 2010
-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-12.13%
Nov 4, 2010 - Apr 28, 2011
-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-7.65%
Sep 14, 2012 - Dec 19, 2012
-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-6.34%
Mar 1, 2012 - May 1, 2012
-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-4.99%
Feb 14, 2013 - May 2, 2013
-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-3.40%
Aug 24, 2010 - Sep 9, 2010
-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-3.12%
Jul 1, 2011 - Jul 21, 2011
-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-3.10%
Jun 6, 2011 - Jun 30, 2011
-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-2.67%
Jul 15, 2026 - Jul 23, 2026
-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-2.63%
May 2, 2011 - May 31, 2011
-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between EDD and SPY is 0.31 which considered as a weak positive correlation - the stocks show a slight tendency to move together.

0.31
-101

Dividend Comparison (1999 - 2026)

EDD vs SPY dividend yield comparison.

YearEDDSPY
20266.52%0.50%
20259.76%1.07%
202411.45%1.21%
20237.30%1.40%
20226.82%1.65%
20216.93%1.20%
20206.92%1.52%
20198.15%1.75%
20189.90%2.04%
20178.18%1.80%
201610.32%2.03%
201512.65%2.06%
20149.47%1.87%
201312.68%1.81%
20126.53%2.18%
20118.48%2.05%
20107.43%1.80%
20097.68%1.95%
200819.07%3.02%
200711.52%1.85%
20060.00%1.73%
20050.00%1.73%
20040.00%1.82%
20030.00%1.47%
20020.00%1.70%
20010.00%1.25%
20000.00%1.15%
19990.00%0.24%

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