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Metropolitan West Total Return Bond Fund (MWTRX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US5929051036

CUSIP

592905103

Inception Date

Mar 31, 1997

Min. Investment

$5,000

Asset Class

Bond

Expense Ratio

MWTRX has an expense ratio of 0.65%, 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.


Performance

Performance Chart

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


250.00%300.00%350.00%400.00%450.00%December2025FebruaryMarchAprilMay
247.04%
404.12%
MWTRX (Metropolitan West Total Return Bond Fund)
Benchmark (^GSPC)

Returns By Period

Metropolitan West Total Return Bond Fund (MWTRX) returned 2.25% year-to-date (YTD) and 5.31% over the past 12 months. Over the past 10 years, MWTRX returned 1.34% annually, underperforming the S&P 500 benchmark at 10.45%.


MWTRX

YTD

2.25%

1M

0.22%

6M

1.19%

1Y

5.31%

5Y*

-0.91%

10Y*

1.34%

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.60%2.60%-0.16%0.44%-1.21%2.25%
2024-0.19%-1.66%0.86%-2.87%1.84%1.03%2.62%1.65%1.42%-3.07%1.34%-2.01%0.73%
20233.70%-3.03%2.40%0.96%-1.29%-0.54%0.13%-0.73%-3.04%-2.06%5.13%4.44%5.78%
2022-2.09%-1.20%-3.09%-4.07%0.38%-2.25%2.93%-3.05%-5.05%-1.61%4.00%-0.51%-14.89%
2021-0.45%-1.36%-1.18%0.83%0.27%0.64%1.09%-0.18%-0.73%-0.18%0.18%-0.23%-1.34%
20202.01%1.69%-1.41%2.40%0.66%0.91%1.76%-0.49%-0.07%-0.31%1.22%0.26%8.91%
20191.21%0.03%1.87%0.04%1.83%1.25%0.22%2.50%-0.52%0.37%-0.09%-0.05%8.95%
2018-1.05%-0.88%0.58%-0.66%0.69%-0.06%-0.07%0.70%-0.64%-0.85%0.53%1.71%-0.04%
20170.14%0.71%-0.10%0.73%0.64%-0.04%0.35%0.82%-0.51%-0.02%-0.02%0.35%3.08%
20161.16%0.48%0.72%0.42%-0.03%1.53%0.71%-0.05%0.02%-0.60%-2.17%0.15%2.32%
20151.76%-0.79%0.38%-0.24%-0.29%-0.96%0.52%-0.23%0.39%0.03%-0.24%-0.34%-0.05%
20141.48%0.37%-0.08%0.77%1.23%0.10%-0.09%0.91%-0.48%0.69%0.60%0.20%5.84%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MWTRX is 68, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of MWTRX is 6868
Overall Rank
The Sharpe Ratio Rank of MWTRX is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of MWTRX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of MWTRX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of MWTRX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of MWTRX is 6161
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 (MWTRX) 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.

Metropolitan West Total Return Bond Fund Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 0.86
  • 5-Year: -0.14
  • 10-Year: 0.26
  • All Time: 1.00

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 Metropolitan West Total Return Bond 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.86
0.44
MWTRX (Metropolitan West Total Return Bond Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Metropolitan West Total Return Bond Fund provided a 4.19% dividend yield over the last twelve months, with an annual payout of $0.38 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.20$0.40$0.60$0.8020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.38$0.39$0.36$0.24$0.12$0.72$0.37$0.26$0.20$0.33$0.29$0.25

Dividend yield

4.19%4.45%3.88%2.68%1.10%6.48%3.39%2.51%1.90%3.10%2.69%2.29%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.02$0.02$0.03$0.03$0.00$0.10
2024$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.06$0.39
2023$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.36
2022$0.01$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.02$0.03$0.24
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$0.12
2020$0.03$0.02$0.02$0.02$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.55$0.72
2019$0.03$0.02$0.03$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.11$0.37
2018$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.26
2017$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.01$0.02$0.02$0.02$0.20
2016$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.01$0.01$0.01$0.01$0.17$0.33
2015$0.01$0.01$0.01$0.01$0.02$0.02$0.02$0.02$0.01$0.01$0.01$0.13$0.29
2014$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.04$0.25

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.51%
-7.88%
MWTRX (Metropolitan West Total Return Bond Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Metropolitan West Total Return Bond 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 Metropolitan West Total Return Bond Fund was 20.08%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current Metropolitan West Total Return Bond Fund drawdown is 8.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.08%Jan 5, 2021453Oct 20, 2022
-10.05%Nov 8, 2001179Jul 29, 2002182Apr 17, 2003361
-9.2%Jan 24, 2008211Nov 21, 2008128May 29, 2009339
-7.84%Mar 10, 20208Mar 19, 202049May 29, 202057
-4.62%May 3, 201344Jul 5, 2013193Apr 10, 2014237

Volatility

Volatility Chart

The current Metropolitan West Total Return Bond Fund volatility is 1.98%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
1.98%
6.82%
MWTRX (Metropolitan West Total Return Bond Fund)
Benchmark (^GSPC)