Returns
| Series | 1 week | 1 month | 3 months | 6 months | YTD | 1 year | 3 years (ann.) | 5 years (ann.) | 10 years (ann.) | Since inception (ann.) |
|---|---|---|---|---|---|---|---|---|---|---|
| Market-price return | 0.00% | -9.08% | -11.09% | -7.13% | -4.05% | -1.33% | +5.95% | -2.46% | -4.10% | -6.69% |
| Market-price total return | 0.00% | -5.45% | -7.54% | +0.52% | +6.72% | +12.35% | +18.50% | +7.29% | +4.69% | +2.50% |
| NAV return | +0.53% | -4.21% | -3.40% | -5.32% | -3.40% | +1.61% | +3.99% | -2.75% | -4.40% | -6.24% |
| NAV total return | +0.53% | -0.65% | +0.20% | +2.20% | +6.86% | +14.91% | +15.34% | +5.99% | +3.36% | +1.97% |
Performance through Oct 14, 2026. Price and NAV returns are simple changes; total returns reinvest each distribution at the series value on its ex-date (first observation on/after). Periods of one year or less are cumulative; longer periods are annualised. Series are built from unadjusted prices plus the distribution record so no distribution is counted twice. Corporate actions: the vendor price series is split-adjusted; rights offerings and mergers are not restated — check Corporate Actions.
Growth of $10,000, five years
Risk statistics
| Statistic | Market price | NAV | Specification |
|---|---|---|---|
| Volatility, 1 year | 0.18% | 0.09% | annualised SD of daily total returns, √252 |
| Volatility, 3 years | 0.15% | 0.08% | as above |
| Volatility, 5 years | 0.16% | 0.08% | as above |
| Maximum drawdown, 3 years | -17.67% | -8.72% | peak-to-trough on the total-return index |
| Sharpe ratio, 3 years | 0.91 | 1.41 | excess over FRED DGS3MO (window average) (avg 4.52%), annualised |
| Sortino ratio, 3 years | 1.31 | 2.09 | downside deviation of excess returns |
| Beta vs. benchmark proxy, 3 years | 0.98 | — | AGG (U.S. aggregate bond ETF proxy), daily, aligned dates |
| Correlation, 3 years | 0.32 | — | as above |
| Observations (3y) | 751 | — | minimum 60; rankings require 500 |
Market-price and NAV volatility are different quantities and are never mixed. NAV volatility for funds holding stale-marked or illiquid assets can understate economic risk.
CEF Explorer research page for Morgan Stanley Emerging Markets Domestic Debt Fund, Inc.. Figures carry their own dates and sources; a discount to NAV does not guarantee convergence or any return. This is not investment advice.