EMD vs CHW

Comparison between Western Asset Emerging Markets Debt Fund Inc (EMD, ETF) and Calamos Global Dynamic Income Fund (CHW, ETF).

5-Year PerformanceCHW has outperformed EMD, delivering a return of +5.1% compared to +5.1%

EMD vs CHW - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EMD(ETF)	CHW(ETF)
Net Assets	$649M	$650M
Max Drawdown	66.58%	72.87%
Sharpe Ratio	1.23	1.79
5Y Beta	0.42	0.88
5Y Dividends CAGR	1.80%	-5.00%

Net Assets

EMD

$649M

Winner

CHW

$650M

Max Drawdown

Winner

EMD

66.58%

CHW

72.87%

Sharpe Ratio

EMD

1.23

Winner

CHW

1.79

5Y Beta

Winner

EMD

0.42

CHW

0.88

5Y Dividends CAGR

Winner

EMD

1.80%

CHW

-5.00%

EMD vs CHW - Historical Returns

Returns include dividend reinvestment.

Period	EMD	CHW
1 month	+2.18%	+4.32%
3 months	+3.18%	+18.43%
6 months	+2.67%	+27.62%
1 year	+19.93%	+38.74%
5 years(CAGR)	+5.07%	+5.10%
10 years(CAGR)	+6.23%	+12.86%
Max(CAGR)	+6.61%	+7.26%

EMD

+2.18%

Winner

CHW

+4.32%

EMD

+3.18%

Winner

CHW

+18.43%

EMD

+2.67%

Winner

CHW

+27.62%

EMD

+19.93%

Winner

CHW

+38.74%

5Y(CAGR)

EMD

+5.07%

Winner

CHW

+5.10%

10Y(CAGR)

EMD

+6.23%

Winner

CHW

+12.86%

Max(CAGR)

EMD

+6.61%

Winner

CHW

+7.26%

EMD vs CHW - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

Year	EMD	CHW
2026	+2.53%	+21.17%
2025	+21.86%	+20.25%
2024	+16.94%	+29.15%
2023	+11.96%	+13.92%
2022	-20.86%	-37.66%
2021	+0.40%	+16.61%
2020	+7.41%	+22.85%
2019	+25.16%	+42.73%
2018	-14.95%	-20.91%
2017	+14.27%	+44.00%
2016	+17.52%	+9.71%
2015	-4.89%	-11.37%
2014	-1.33%	+13.84%
2013	-16.02%	+14.81%
2012	+22.51%	+22.73%
2011	+10.49%	-7.00%
2010	+12.77%	+13.76%
2009	+51.98%	+45.50%
2008	-21.64%	-47.92%
2007	+7.90%	-11.08%
2006	+11.12%	N/A
2005	+6.97%	N/A
2004	+6.28%	N/A
2003	+0.90%	N/A

EMD vs CHW Drawdown Comparison

The maximum drawdown for EMD was -48.11%, occurring on Nov 20, 2008. Recovery took 297 trading sessions.

The maximum drawdown for CHW was -66.81%, occurring on Nov 20, 2008. Recovery took 1371 trading sessions.

The current EMD drawdown is -3.22%. The current CHW drawdown is -3.49%.

Rank	EMD	CHW
#1	-48.11% Jun 3, 2008 - Aug 6, 2009	-66.81% Jul 26, 2007 - Jan 4, 2013
#2	-46.44% Feb 21, 2020 - Dec 17, 2020	-53.47% Feb 20, 2020 - Aug 31, 2020
#3	-40.44% Sep 2, 2021 - Oct 2, 2024	-46.07% Jul 29, 2021 - Sep 19, 2025
#4	-29.53% Mar 12, 2013 - Apr 20, 2017	-31.90% Sep 12, 2018 - Nov 4, 2019
#5	-26.07% Jan 27, 2004 - Sep 24, 2004	-29.24% Jul 24, 2014 - Feb 7, 2017
#6	-18.70% Jan 16, 2018 - Jun 21, 2019	-15.50% Feb 25, 2026 - Apr 27, 2026
#7	-13.52% May 29, 2007 - Oct 5, 2007	-11.96% Oct 13, 2020 - Nov 11, 2020
#8	-13.33% Feb 18, 2026 - Mar 30, 2026	-11.53% May 14, 2013 - Oct 22, 2013
#9	-12.48% Sep 2, 2011 - Dec 23, 2011	-10.79% Jan 26, 2018 - Sep 12, 2018
#10	-11.83% Mar 25, 2025 - Jun 4, 2025	-7.74% Oct 9, 2025 - Jan 9, 2026
#11	-11.04% Feb 8, 2005 - Sep 9, 2005	-7.11% Aug 31, 2020 - Oct 7, 2020
#12	-10.28% Apr 23, 2010 - Jul 21, 2010	-6.63% May 14, 2026 - May 27, 2026
#13	-9.97% Nov 5, 2010 - May 10, 2011	-6.56% Apr 12, 2021 - Jun 8, 2021
#14	-9.74% Aug 3, 2011 - Sep 2, 2011	-6.34% Jun 2, 2026 - Jun 10, 2026
#15	-9.13% Oct 8, 2009 - Dec 24, 2009	-6.30% Aug 7, 2017 - Sep 19, 2017

Correlation

Correlation between EMD and CHW is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.

0.92

-101

Dividend Comparison (2004 - 2026)

EMD vs CHW dividend yield comparison.

Year	EMD	CHW
2026	4.50%	2.85%
2025	10.44%	8.10%
2024	10.57%	8.89%
2023	9.97%	10.40%
2022	11.09%	13.62%
2021	8.44%	8.43%
2020	8.45%	8.79%
2019	8.41%	9.67%
2018	9.76%	12.82%
2017	7.78%	9.25%
2016	9.99%	12.05%
2015	9.54%	11.73%
2014	9.01%	8.93%
2013	8.37%	8.29%
2012	6.49%	8.91%
2011	7.01%	8.22%
2010	7.48%	7.17%
2009	8.87%	10.05%
2008	13.34%	21.28%
2007	7.73%	5.21%
2006	9.19%	0.00%
2005	14.13%	0.00%
2004	8.88%	0.00%