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MetWest ESG Securitized Fund (MWESX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

Inception Date

Sep 29, 2021

Min. Investment

$3,000,000

Asset Class

Bond

Expense Ratio

MWESX has an expense ratio of 0.49%, placing it in the medium range.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
MWESX vs. PONAX
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Performance

Performance Chart


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Returns By Period

MetWest ESG Securitized Fund (MWESX) returned 2.55% year-to-date (YTD) and 9.30% over the past 12 months.


MWESX

YTD

2.55%

1M

0.94%

6M

2.20%

1Y

9.30%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.77%

1M

7.44%

6M

-5.60%

1Y

8.37%

5Y*

14.12%

10Y*

10.46%

*Annualized

Monthly Returns

The table below presents the monthly returns of MWESX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.78%2.55%-0.10%0.24%-0.92%2.55%
20240.79%-1.31%1.18%-0.36%2.00%1.76%3.38%1.83%1.57%-2.36%1.29%-1.49%8.44%
20233.52%-2.54%0.88%0.87%-1.14%-1.02%0.18%-0.24%-2.40%-1.89%5.45%4.81%6.26%
2022-1.41%-1.33%-2.89%-2.84%-0.07%-1.50%2.41%-2.88%-4.76%-2.65%3.68%-0.48%-14.02%
2021-0.28%0.04%-0.11%-0.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 88, MWESX is among the top 12% of mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of MWESX is 8888
Overall Rank
The Sharpe Ratio Rank of MWESX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of MWESX is 9090
Sortino Ratio Rank
The Omega Ratio Rank of MWESX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of MWESX is 8787
Calmar Ratio Rank
The Martin Ratio Rank of MWESX is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for MetWest ESG Securitized Fund (MWESX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

MetWest ESG Securitized Fund Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 1.48
  • All Time: 0.05

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of MetWest ESG Securitized Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

MetWest ESG Securitized Fund provided a 6.44% dividend yield over the last twelve months, with an annual payout of $0.55 per share. The fund has been increasing its distributions for 3 consecutive years.


0.00%2.00%4.00%6.00%8.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.602021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021
Dividend$0.55$0.63$0.37$0.22$0.02

Dividend yield

6.44%7.38%4.39%2.65%0.15%

Monthly Dividends

The table displays the monthly dividend distributions for MetWest ESG Securitized Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.04$0.04$0.04$0.04$0.00$0.16
2024$0.07$0.05$0.06$0.06$0.05$0.06$0.05$0.05$0.05$0.07$0.04$0.04$0.63
2023$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.04$0.05$0.05$0.37
2022$0.01$0.01$0.01$0.01$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.06$0.22
2021$0.00$0.00$0.01$0.02

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the MetWest ESG Securitized Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the MetWest ESG Securitized Fund was 18.88%, occurring on Oct 19, 2023. Recovery took 218 trading sessions.

The current MetWest ESG Securitized Fund drawdown is 1.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.88%Nov 8, 2021490Oct 19, 2023218Sep 3, 2024708
-4.28%Sep 17, 202481Jan 13, 202532Feb 28, 2025113
-3.07%Apr 7, 20255Apr 11, 2025
-1.48%Mar 4, 202518Mar 27, 20253Apr 1, 202521
-0.7%Oct 5, 202113Oct 21, 202111Nov 5, 202124

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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