AAIIX vs. MWESX

Last updated Apr 1, 2026

Compare and contrast key facts about Ancora Income Fund (AAIIX) and MetWest ESG Securitized Fund (MWESX).

AAIIX is managed by Ancora. It was launched on Jan 5, 2004. MWESX is managed by Metropolitan West Funds. It was launched on Sep 29, 2021.

Performance

AAIIX vs. MWESX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ancora Income Fund (AAIIX) and MetWest ESG Securitized Fund (MWESX). The values are adjusted to include any dividend payments, if applicable.

AAIIX vs. MWESX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
AAIIX Ancora Income Fund	-0.31%	2.28%	9.23%	9.46%	-14.32%	1.50%
MWESX MetWest ESG Securitized Fund	-0.10%	8.16%	8.45%	5.41%	-14.50%	-0.35%

Returns By Period

In the year-to-date period, AAIIX achieves a -0.31% return, which is significantly lower than MWESX's -0.10% return.

AAIIX

• 1D: 0.29%
• 1M: -3.18%
• YTD: -0.31%
• 6M: -0.93%
• 1Y: 3.83%
• 3Y*: 6.20%
• 5Y*: 2.14%
• 10Y*: 3.19%

MWESX

• 1D: 0.46%
• 1M: -2.13%
• YTD: -0.10%
• 6M: 1.52%
• 1Y: 4.64%
• 3Y*: 6.67%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AAIIX vs. MWESX - Expense Ratio Comparison

AAIIX has a 2.20% expense ratio, which is higher than MWESX's 0.49% expense ratio.

AAIIX

Ancora Income Fund

MWESX

MetWest ESG Securitized Fund

Return for Risk

AAIIX vs. MWESX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AAIIX

AAIIX Risk / Return Rank: 21
AAIIX Sharpe Ratio Rank: 24
AAIIX Sortino Ratio Rank: 20
AAIIX Omega Ratio Rank: 21
AAIIX Calmar Ratio Rank: 20
AAIIX Martin Ratio Rank: 19

MWESX

MWESX Risk / Return Rank: 64
MWESX Sharpe Ratio Rank: 67
MWESX Sortino Ratio Rank: 68
MWESX Omega Ratio Rank: 51
MWESX Calmar Ratio Rank: 79
MWESX Martin Ratio Rank: 55

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AAIIX vs. MWESX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ancora Income Fund (AAIIX) and MetWest ESG Securitized Fund (MWESX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	AAIIX	MWESX	Difference
Sharpe ratio Return per unit of total volatility	0.61	1.20	-0.59
Sortino ratio Return per unit of downside risk	0.84	1.73	-0.89
Omega ratio Gain probability vs. loss probability	1.12	1.21	-0.09
Calmar ratio Return relative to maximum drawdown	0.60	1.91	-1.31
Martin ratio Return relative to average drawdown	1.98	5.39	-3.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AAIIX vs. MWESX - Sharpe Ratio Comparison

The current AAIIX Sharpe Ratio is 0.61, which is lower than the MWESX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of AAIIX and MWESX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AAIIX	MWESX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.61	1.20	-0.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.00	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.00	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.00	0.17	-0.17

Correlation

The correlation between AAIIX and MWESX is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

AAIIX vs. MWESX - Dividend Comparison

AAIIX's dividend yield for the trailing twelve months is around 5.14%, more than MWESX's 3.96% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AAIIX Ancora Income Fund	5.14%	4.09%	4.57%	4.77%	4.52%	4.46%	5.68%	3.96%	4.36%	5.69%	6.40%	6.99%
MWESX MetWest ESG Securitized Fund	3.96%	4.55%	7.39%	3.63%	2.07%	0.15%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

AAIIX vs. MWESX - Drawdown Comparison

The maximum AAIIX drawdown since its inception was -98.01%, which is greater than MWESX's maximum drawdown of -19.57%. Use the drawdown chart below to compare losses from any high point for AAIIX and MWESX.

Drawdown Indicators

	AAIIX	MWESX	Difference
Max Drawdown Largest peak-to-trough decline	-98.01%	-19.57%	-78.44%
Max Drawdown (1Y) Largest decline over 1 year	-4.78%	-3.08%	-1.70%
Max Drawdown (5Y) Largest decline over 5 years	-98.01%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-98.01%	—	—
Current Drawdown Current decline from peak	-97.84%	-2.13%	-95.71%
Average Drawdown Average peak-to-trough decline	-11.70%	-7.08%	-4.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.49%	1.09%	+0.40%

Volatility

AAIIX vs. MWESX - Volatility Comparison

Ancora Income Fund (AAIIX) has a higher volatility of 1.84% compared to MetWest ESG Securitized Fund (MWESX) at 1.54%. This indicates that AAIIX's price experiences larger fluctuations and is considered to be riskier than MWESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AAIIX	MWESX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.84%	1.54%	+0.30%
Volatility (6M) Calculated over the trailing 6-month period	3.27%	2.54%	+0.73%
Volatility (1Y) Calculated over the trailing 1-year period	5.61%	4.42%	+1.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2,091.17%	6.89%	+2,084.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1,478.49%	6.89%	+1,471.60%