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MWESX vs. MWCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MWESX vs. MWCIX - Performance Comparison

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

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MWESX vs. MWCIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MWESX
MetWest ESG Securitized Fund
-0.10%8.16%8.45%5.41%-14.50%-0.35%
MWCIX
Metropolitan West Unconstrained Bond Fund
-0.29%7.50%5.40%6.07%-9.39%-0.47%

Returns By Period

In the year-to-date period, MWESX achieves a -0.10% return, which is significantly higher than MWCIX's -0.29% return.


MWESX

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

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

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MWESX vs. MWCIX - Expense Ratio Comparison

MWESX has a 0.49% expense ratio, which is lower than MWCIX's 0.76% expense ratio.


Return for Risk

MWESX vs. MWCIX — Risk / Return Rank

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

MWESX
MWESX Risk / Return Rank: 6464
Overall Rank
MWESX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
MWESX Sortino Ratio Rank: 6868
Sortino Ratio Rank
MWESX Omega Ratio Rank: 5151
Omega Ratio Rank
MWESX Calmar Ratio Rank: 7979
Calmar Ratio Rank
MWESX Martin Ratio Rank: 5555
Martin Ratio Rank

MWCIX
MWCIX Risk / Return Rank: 9393
Overall Rank
MWCIX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
MWCIX Sortino Ratio Rank: 9595
Sortino Ratio Rank
MWCIX Omega Ratio Rank: 9292
Omega Ratio Rank
MWCIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
MWCIX Martin Ratio Rank: 9393
Martin Ratio Rank
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.

MWESX vs. MWCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MetWest ESG Securitized Fund (MWESX) and Metropolitan West Unconstrained Bond Fund (MWCIX). 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.


MWESXMWCIXDifference

Sharpe ratio

Return per unit of total volatility

1.20

2.01

-0.81

Sortino ratio

Return per unit of downside risk

1.73

3.26

-1.52

Omega ratio

Gain probability vs. loss probability

1.21

1.44

-0.23

Calmar ratio

Return relative to maximum drawdown

1.91

3.17

-1.26

Martin ratio

Return relative to average drawdown

5.39

11.31

-5.92

MWESX vs. MWCIX - Sharpe Ratio Comparison

The current MWESX Sharpe Ratio is 1.20, which is lower than the MWCIX Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of MWESX and MWCIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MWESXMWCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

2.01

-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

0.17

1.45

-1.28

Correlation

The correlation between MWESX and MWCIX 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

MWESX vs. MWCIX - Dividend Comparison

MWESX's dividend yield for the trailing twelve months is around 3.96%, less than MWCIX's 4.76% yield.


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

MWESX vs. MWCIX - Drawdown Comparison

The maximum MWESX drawdown since its inception was -19.57%, which is greater than MWCIX's maximum drawdown of -13.00%. Use the drawdown chart below to compare losses from any high point for MWESX and MWCIX.


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Drawdown Indicators


MWESXMWCIXDifference

Max Drawdown

Largest peak-to-trough decline

-19.57%

-13.00%

-6.57%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-1.73%

-1.35%

Max Drawdown (5Y)

Largest decline over 5 years

-13.00%

Max Drawdown (10Y)

Largest decline over 10 years

-13.00%

Current Drawdown

Current decline from peak

-2.13%

-1.43%

-0.70%

Average Drawdown

Average peak-to-trough decline

-7.08%

-1.51%

-5.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

0.49%

+0.60%

Volatility

MWESX vs. MWCIX - Volatility Comparison

MetWest ESG Securitized Fund (MWESX) has a higher volatility of 1.54% compared to Metropolitan West Unconstrained Bond Fund (MWCIX) at 0.88%. This indicates that MWESX's price experiences larger fluctuations and is considered to be riskier than MWCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MWESXMWCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

0.88%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

1.65%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

4.42%

2.64%

+1.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.89%

3.59%

+3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.89%

3.13%

+3.76%