MWESX vs. MWLDX
Compare and contrast key facts about MetWest ESG Securitized Fund (MWESX) and Metropolitan West Low Duration Bond Fund (MWLDX).
MWESX is managed by Metropolitan West Funds. It was launched on Sep 29, 2021. MWLDX is managed by Metropolitan West Funds. It was launched on Mar 31, 1997.
Performance
MWESX vs. MWLDX - Performance Comparison
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MWESX vs. MWLDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MWESX MetWest ESG Securitized Fund | 0.13% | 8.16% | 8.45% | 5.41% | -14.50% | -0.35% |
MWLDX Metropolitan West Low Duration Bond Fund | -0.10% | 5.72% | 3.79% | 4.82% | -5.70% | -0.45% |
Returns By Period
In the year-to-date period, MWESX achieves a 0.13% return, which is significantly higher than MWLDX's -0.10% return.
MWESX
- 1D
- 0.23%
- 1M
- -1.46%
- YTD
- 0.13%
- 6M
- 1.52%
- 1Y
- 4.40%
- 3Y*
- 6.75%
- 5Y*
- —
- 10Y*
- —
MWLDX
- 1D
- 0.12%
- 1M
- -0.71%
- YTD
- -0.10%
- 6M
- 0.94%
- 1Y
- 3.68%
- 3Y*
- 4.04%
- 5Y*
- 1.63%
- 10Y*
- 1.88%
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MWESX vs. MWLDX - Expense Ratio Comparison
MWESX has a 0.49% expense ratio, which is lower than MWLDX's 0.62% expense ratio.
Return for Risk
MWESX vs. MWLDX — Risk / Return Rank
MWESX
MWLDX
MWESX vs. MWLDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MetWest ESG Securitized Fund (MWESX) and Metropolitan West Low Duration Bond Fund (MWLDX). 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.
| MWESX | MWLDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 1.72 | -0.60 |
Sortino ratioReturn per unit of downside risk | 1.61 | 2.94 | -1.33 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.40 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.79 | 3.11 | -1.32 |
Martin ratioReturn relative to average drawdown | 5.02 | 11.60 | -6.58 |
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
| MWESX | MWLDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 1.72 | -0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.58 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 1.27 | -1.10 |
Correlation
The correlation between MWESX and MWLDX is 0.83, 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. MWLDX - Dividend Comparison
MWESX's dividend yield for the trailing twelve months is around 3.95%, more than MWLDX's 3.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MWESX MetWest ESG Securitized Fund | 3.95% | 4.55% | 7.39% | 3.63% | 2.07% | 0.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MWLDX Metropolitan West Low Duration Bond Fund | 3.27% | 3.75% | 3.71% | 3.22% | 1.56% | 0.69% | 1.39% | 2.41% | 2.50% | 1.38% | 1.52% | 1.12% |
Drawdowns
MWESX vs. MWLDX - Drawdown Comparison
The maximum MWESX drawdown since its inception was -19.57%, roughly equal to the maximum MWLDX drawdown of -19.48%. Use the drawdown chart below to compare losses from any high point for MWESX and MWLDX.
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Drawdown Indicators
| MWESX | MWLDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.57% | -19.48% | -0.09% |
Max Drawdown (1Y)Largest decline over 1 year | -3.08% | -1.29% | -1.79% |
Max Drawdown (5Y)Largest decline over 5 years | — | -8.36% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -8.36% | — |
Current DrawdownCurrent decline from peak | -1.90% | -0.94% | -0.96% |
Average DrawdownAverage peak-to-trough decline | -7.07% | -1.26% | -5.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.10% | 0.35% | +0.75% |
Volatility
MWESX vs. MWLDX - Volatility Comparison
MetWest ESG Securitized Fund (MWESX) has a higher volatility of 1.53% compared to Metropolitan West Low Duration Bond Fund (MWLDX) at 0.62%. This indicates that MWESX's price experiences larger fluctuations and is considered to be riskier than MWLDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWESX | MWLDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.53% | 0.62% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 2.54% | 1.41% | +1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.41% | 2.17% | +2.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.89% | 2.83% | +4.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.89% | 2.23% | +4.66% |