MSD vs EDF

Comparison between Morgan Stanley Emerging Markets Debt Fund Inc (MSD, ETF) and Virtus Stone Harbor Emerging Markets Income Fund (EDF, ETF).

5-Year PerformanceEDF has outperformed MSD, delivering a return of +5.5% compared to +4.6%

MSD vs EDF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	MSD(ETF)	EDF(ETF)
Net Assets	$161M	$161M
Max Drawdown	52.80%	86.83%
Sharpe Ratio	0.25	1.05
5Y Beta	0.36	0.33
5Y Dividends CAGR	13.22%	-5.19%

Net Assets

MSD

$161M

Winner

EDF

$161M

Max Drawdown

Winner

MSD

52.80%

EDF

86.83%

Sharpe Ratio

MSD

0.25

Winner

EDF

1.05

5Y Beta

MSD

0.36

Winner

EDF

0.33

5Y Dividends CAGR

Winner

MSD

13.22%

EDF

-5.19%

MSD vs EDF - Historical Returns

Returns include dividend reinvestment.

Period	MSD	EDF
1 month	+2.33%	-5.55%
3 months	+1.09%	+5.77%
6 months	+1.33%	+15.40%
1 year	+6.35%	+21.53%
5 years(CAGR)	+4.59%	+5.46%
10 years(CAGR)	+5.01%	+4.25%
Max(CAGR)	+8.69%	+3.43%

Winner

MSD

+2.33%

EDF

-5.55%

MSD

+1.09%

Winner

EDF

+5.77%

MSD

+1.33%

Winner

EDF

+15.40%

MSD

+6.35%

Winner

EDF

+21.53%

5Y(CAGR)

MSD

+4.59%

Winner

EDF

+5.46%

10Y(CAGR)

Winner

MSD

+5.01%

EDF

+4.25%

Max(CAGR)

Winner

MSD

+8.69%

EDF

+3.43%

MSD vs EDF - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	MSD	EDF
2026	+3.74%	+14.25%
2025	+6.44%	+19.95%
2024	+24.34%	+25.32%
2023	+18.74%	+17.80%
2022	-21.74%	-28.32%
2021	+3.29%	-6.82%
2020	+1.05%	-31.22%
2019	+23.62%	+44.37%
2018	-12.82%	-19.34%
2017	+16.04%	+22.61%
2016	+14.03%	+41.18%
2015	+1.27%	-9.74%
2014	+0.55%	-6.26%
2013	-13.60%	-19.19%
2012	+21.07%	+25.22%
2011	+5.25%	-9.26%
2010	+13.98%	-0.04%
2009	+47.73%	N/A
2008	-19.39%	N/A
2007	-6.06%	N/A
2006	+11.32%	N/A
2005	+24.29%	N/A
2004	+10.62%	N/A
2003	+41.28%	N/A
2002	+10.80%	N/A
2001	+19.83%	N/A
2000	+6.89%	N/A
1999	-0.43%	N/A

MSD vs EDF Drawdown Comparison

The maximum drawdown for MSD was -45.49%, occurring on Nov 20, 2008. Recovery took 677 trading sessions.

The maximum drawdown for EDF was -64.13%, occurring on Oct 20, 2022. Recovery took 1614 trading sessions.

The current MSD drawdown is -3.65%. The current EDF drawdown is -6.22%.

Rank	MSD	EDF
#1	-45.49% Dec 14, 2006 - Aug 25, 2009	-64.13% Jan 15, 2020 - Jun 18, 2026
#2	-37.50% Feb 20, 2020 - Jun 1, 2021	-45.74% Feb 20, 2013 - Feb 7, 2017
#3	-33.90% Sep 9, 2021 - Jul 3, 2024	-28.36% Jan 26, 2018 - Jun 7, 2019
#4	-21.29% Jan 24, 2013 - Aug 10, 2016	-13.72% Sep 6, 2011 - Jan 26, 2012
#5	-21.27% Jan 12, 2004 - Nov 18, 2004	-12.48% Oct 11, 2017 - Jan 22, 2018
#6	-20.31% Jun 4, 2002 - Feb 24, 2003	-10.11% Aug 1, 2019 - Dec 24, 2019
#7	-18.63% Feb 23, 2006 - Oct 24, 2006	-8.84% May 8, 2012 - Jul 31, 2012
#8	-14.62% Jan 2, 2018 - Jun 20, 2019	-8.36% Jun 18, 2026 - Jul 17, 2026
#9	-14.23% Aug 31, 2000 - Jan 16, 2001	-7.79% Aug 1, 2011 - Sep 6, 2011
#10	-12.85% Jun 8, 2001 - Nov 13, 2001	-7.09% Jun 14, 2017 - Jul 28, 2017
#11	-12.84% Apr 1, 2025 - Jan 22, 2026	-6.25% Jan 13, 2011 - Apr 14, 2011
#12	-12.57% Apr 26, 2010 - Jul 26, 2010	-4.74% Mar 7, 2017 - Mar 15, 2017
#13	-12.21% Mar 8, 2005 - Aug 15, 2005	-4.66% Jul 31, 2017 - Aug 29, 2017
#14	-11.67% Nov 5, 2010 - Aug 1, 2011	-4.54% May 20, 2011 - Jul 26, 2011
#15	-11.32% Jan 29, 2001 - Jun 8, 2001	-4.45% Feb 17, 2012 - May 7, 2012

Correlation

Correlation between MSD and EDF is 0.65 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.65

-101

Dividend Comparison (1999 - 2026)

MSD vs EDF dividend yield comparison.

Year	MSD	EDF
2026	3.95%	8.00%
2025	9.88%	14.49%
2024	11.88%	15.32%
2023	10.90%	16.71%
2022	7.34%	17.31%
2021	4.99%	12.91%
2020	4.67%	16.46%
2019	5.37%	15.67%
2018	6.56%	19.37%
2017	5.81%	13.58%
2016	6.87%	14.75%
2015	7.03%	17.93%
2014	6.27%	13.92%
2013	10.17%	11.79%
2012	5.27%	8.72%
2011	6.31%	9.48%
2010	10.02%	0.00%
2009	6.33%	0.00%
2008	12.20%	0.00%
2007	6.82%	0.00%
2006	7.11%	0.00%
2005	8.68%	0.00%
2004	10.57%	0.00%
2003	7.70%	0.00%
2002	8.74%	0.00%
2001	11.49%	0.00%
2000	12.65%	0.00%
1999	4.26%	0.00%