PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Metropolitan West Total Return Bond Fund Class I (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US5929055094

CUSIP

592905509

Issuer

Metropolitan West Funds

Min. Investment

$3,000,000

Asset Class

Bond

Share Price Chart


Loading data...

Compare to other instruments

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


Popular comparisons:
MWTIX vs. VBTIX MWTIX vs. BAGIX MWTIX vs. PDBAX MWTIX vs. STRGX MWTIX vs. VWETX MWTIX vs. TFAZX MWTIX vs. BND MWTIX vs. SPYD MWTIX vs. FTBFX MWTIX vs. DODIX
Popular comparisons:
MWTIX vs. VBTIX MWTIX vs. BAGIX MWTIX vs. PDBAX MWTIX vs. STRGX MWTIX vs. VWETX MWTIX vs. TFAZX MWTIX vs. BND MWTIX vs. SPYD MWTIX vs. FTBFX MWTIX vs. DODIX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Metropolitan West Total Return Bond Fund Class I, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.38%
12.53%
MWTIX (Metropolitan West Total Return Bond Fund Class I)
Benchmark (^GSPC)

Returns By Period

Metropolitan West Total Return Bond Fund Class I had a return of 1.06% year-to-date (YTD) and 6.70% in the last 12 months. Over the past 10 years, Metropolitan West Total Return Bond Fund Class I had an annualized return of 0.58%, while the S&P 500 had an annualized return of 11.21%, indicating that Metropolitan West Total Return Bond Fund Class I did not perform as well as the benchmark.


MWTIX

YTD

1.06%

1M

-0.72%

6M

3.38%

1Y

6.70%

5Y (annualized)

-1.37%

10Y (annualized)

0.58%

^GSPC (Benchmark)

YTD

25.15%

1M

2.97%

6M

12.53%

1Y

31.00%

5Y (annualized)

13.95%

10Y (annualized)

11.21%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.06%-1.65%0.88%-2.97%1.86%1.16%2.64%1.67%1.33%-2.95%1.06%
20233.73%-2.91%2.42%0.99%-1.27%-0.52%0.04%-0.72%-2.91%-2.05%5.14%4.34%6.03%
2022-2.07%-1.18%-3.17%-4.06%0.50%-2.24%2.86%-3.03%-4.93%-1.60%4.01%-0.60%-14.79%
2021-0.52%-1.34%-1.07%0.84%0.29%0.65%1.11%-0.16%-0.80%-0.07%0.19%-0.24%-1.14%
20202.02%1.62%-1.30%2.33%0.77%0.93%1.69%-0.47%0.03%-0.31%1.24%-4.34%4.09%
20191.23%0.05%1.89%0.06%1.86%1.26%0.15%2.62%-0.51%0.30%0.02%-0.97%8.18%
2018-1.03%-0.96%0.70%-0.64%0.71%-0.15%0.05%0.63%-0.62%-0.74%0.54%1.73%0.18%
20170.26%0.64%0.01%0.75%0.66%-0.11%0.37%0.94%-0.48%0.00%-0.00%0.39%3.45%
20161.18%0.41%0.83%0.44%-0.01%1.55%0.73%-0.03%0.05%-0.67%-2.06%-1.18%1.19%
20151.87%-0.87%0.40%-0.22%-0.18%-0.94%0.54%-0.20%0.32%0.05%-0.13%-1.41%-0.80%
20141.40%0.48%-0.06%0.79%1.25%0.11%-0.06%0.93%-0.55%0.81%0.63%-0.11%5.75%
20130.16%0.53%0.35%1.26%-1.36%-2.17%0.46%-0.47%1.23%1.10%-0.06%-1.07%-0.10%

Expense Ratio

MWTIX features an expense ratio of 0.45%, falling within the medium range.


Expense ratio chart for MWTIX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MWTIX is 13, indicating that it is in the bottom 13% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of MWTIX is 1313
Combined Rank
The Sharpe Ratio Rank of MWTIX is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of MWTIX is 1616
Sortino Ratio Rank
The Omega Ratio Rank of MWTIX is 1515
Omega Ratio Rank
The Calmar Ratio Rank of MWTIX is 99
Calmar Ratio Rank
The Martin Ratio Rank of MWTIX is 1111
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 Metropolitan West Total Return Bond Fund Class I (MWTIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for MWTIX, currently valued at 1.01, compared to the broader market-1.000.001.002.003.004.005.001.012.53
The chart of Sortino ratio for MWTIX, currently valued at 1.48, compared to the broader market0.005.0010.001.483.39
The chart of Omega ratio for MWTIX, currently valued at 1.18, compared to the broader market1.002.003.004.001.181.47
The chart of Calmar ratio for MWTIX, currently valued at 0.34, compared to the broader market0.005.0010.0015.0020.000.343.65
The chart of Martin ratio for MWTIX, currently valued at 3.07, compared to the broader market0.0020.0040.0060.0080.00100.003.0716.21
MWTIX
^GSPC

The current Metropolitan West Total Return Bond Fund Class I Sharpe ratio is 1.01. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Metropolitan West Total Return Bond Fund Class I with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
1.01
2.53
MWTIX (Metropolitan West Total Return Bond Fund Class I)
Benchmark (^GSPC)

Dividends

Dividend History

Metropolitan West Total Return Bond Fund Class I provided a 4.38% dividend yield over the last twelve months, with an annual payout of $0.39 per share. The fund has been increasing its distributions for 2 consecutive years.


1.50%2.00%2.50%3.00%3.50%4.00%$0.00$0.10$0.20$0.30$0.4020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.39$0.38$0.27$0.14$0.20$0.30$0.28$0.23$0.22$0.20$0.25$0.33

Dividend yield

4.38%4.11%2.93%1.30%1.78%2.76%2.73%2.16%2.09%1.84%2.30%3.13%

Monthly Dividends

The table displays the monthly dividend distributions for Metropolitan West Total Return Bond Fund Class I. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.03$0.03$0.04$0.00$0.32
2023$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.03$0.03$0.03$0.03$0.38
2022$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.02$0.04$0.27
2021$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.14
2020$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.01$0.01$0.01$0.01$0.20
2019$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.02$0.02$0.02$0.02$0.30
2018$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.02$0.03$0.03$0.28
2017$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.23
2016$0.02$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.22
2015$0.01$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.20
2014$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.25
2013$0.03$0.03$0.03$0.04$0.03$0.03$0.03$0.03$0.03$0.03$0.02$0.02$0.33

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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-13.65%
-0.53%
MWTIX (Metropolitan West Total Return Bond Fund Class I)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Metropolitan West Total Return Bond Fund Class I. 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 Metropolitan West Total Return Bond Fund Class I was 23.26%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current Metropolitan West Total Return Bond Fund Class I drawdown is 13.65%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.26%Dec 1, 2020476Oct 20, 2022
-15.1%Nov 8, 2001238Oct 21, 2002300Dec 31, 2003538
-8.97%Feb 6, 2008202Nov 21, 2008152Jul 2, 2009354
-7.93%Mar 10, 20208Mar 19, 202049May 29, 202057
-5.06%Sep 8, 201671Dec 16, 2016513Jan 3, 2019584

Volatility

Volatility Chart

The current Metropolitan West Total Return Bond Fund Class I volatility is 1.62%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
1.62%
3.97%
MWTIX (Metropolitan West Total Return Bond Fund Class I)
Benchmark (^GSPC)