MWCIX vs. MWESX
Compare and contrast key facts about Metropolitan West Unconstrained Bond Fund (MWCIX) and MetWest ESG Securitized Fund (MWESX).
MWCIX is managed by Metropolitan West Funds. It was launched on Sep 29, 2011. MWESX is managed by Metropolitan West Funds. It was launched on Sep 29, 2021.
Performance
MWCIX vs. MWESX - Performance Comparison
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MWCIX vs. MWESX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MWCIX Metropolitan West Unconstrained Bond Fund | -0.29% | 7.50% | 5.40% | 6.07% | -9.39% | -0.47% |
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, MWCIX achieves a -0.29% return, which is significantly lower than MWESX's -0.10% return.
MWCIX
- 1D
- 0.19%
- 1M
- -1.43%
- YTD
- -0.29%
- 6M
- 1.08%
- 1Y
- 4.75%
- 3Y*
- 5.25%
- 5Y*
- 1.87%
- 10Y*
- 2.79%
MWESX
- 1D
- 0.46%
- 1M
- -2.13%
- YTD
- -0.10%
- 6M
- 1.52%
- 1Y
- 4.64%
- 3Y*
- 6.67%
- 5Y*
- —
- 10Y*
- —
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MWCIX vs. MWESX - Expense Ratio Comparison
MWCIX has a 0.76% expense ratio, which is higher than MWESX's 0.49% expense ratio.
Return for Risk
MWCIX vs. MWESX — Risk / Return Rank
MWCIX
MWESX
MWCIX vs. MWESX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Metropolitan West Unconstrained Bond Fund (MWCIX) 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.
| MWCIX | MWESX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.01 | 1.20 | +0.81 |
Sortino ratioReturn per unit of downside risk | 3.26 | 1.73 | +1.52 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.21 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 3.17 | 1.91 | +1.26 |
Martin ratioReturn relative to average drawdown | 11.31 | 5.39 | +5.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MWCIX | MWESX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 1.20 | +0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.89 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.45 | 0.17 | +1.28 |
Correlation
The correlation between MWCIX and MWESX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MWCIX vs. MWESX - Dividend Comparison
MWCIX's dividend yield for the trailing twelve months is around 4.76%, more than MWESX's 3.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MWCIX Metropolitan West Unconstrained Bond Fund | 4.76% | 5.26% | 5.93% | 4.87% | 3.50% | 3.39% | 3.46% | 3.89% | 3.77% | 2.81% | 3.22% | 2.15% |
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
MWCIX vs. MWESX - Drawdown Comparison
The maximum MWCIX drawdown since its inception was -13.00%, smaller than the maximum MWESX drawdown of -19.57%. Use the drawdown chart below to compare losses from any high point for MWCIX and MWESX.
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Drawdown Indicators
| MWCIX | MWESX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.00% | -19.57% | +6.57% |
Max Drawdown (1Y)Largest decline over 1 year | -1.73% | -3.08% | +1.35% |
Max Drawdown (5Y)Largest decline over 5 years | -13.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -13.00% | — | — |
Current DrawdownCurrent decline from peak | -1.43% | -2.13% | +0.70% |
Average DrawdownAverage peak-to-trough decline | -1.51% | -7.08% | +5.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.49% | 1.09% | -0.60% |
Volatility
MWCIX vs. MWESX - Volatility Comparison
The current volatility for Metropolitan West Unconstrained Bond Fund (MWCIX) is 0.88%, while MetWest ESG Securitized Fund (MWESX) has a volatility of 1.54%. This indicates that MWCIX experiences smaller price fluctuations and is considered to be less risky than MWESX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWCIX | MWESX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.88% | 1.54% | -0.66% |
Volatility (6M)Calculated over the trailing 6-month period | 1.65% | 2.54% | -0.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.64% | 4.42% | -1.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.59% | 6.89% | -3.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.13% | 6.89% | -3.76% |