MWESX vs. MWTIX
Compare and contrast key facts about MetWest ESG Securitized Fund (MWESX) and Metropolitan West Total Return Bond Fund Class I (MWTIX).
MWESX is managed by Metropolitan West Funds. It was launched on Sep 29, 2021. MWTIX is managed by Metropolitan West Funds.
Performance
MWESX vs. MWTIX - Performance Comparison
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MWESX vs. MWTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MWESX MetWest ESG Securitized Fund | -0.10% | 8.16% | 8.45% | 5.41% | -14.50% | -0.35% |
MWTIX Metropolitan West Total Return Bond Fund Class I | -0.48% | 7.51% | 0.77% | 6.02% | -15.49% | -0.09% |
Returns By Period
In the year-to-date period, MWESX achieves a -0.10% return, which is significantly higher than MWTIX's -0.48% return.
MWESX
- 1D
- 0.46%
- 1M
- -2.13%
- YTD
- -0.10%
- 6M
- 1.52%
- 1Y
- 4.64%
- 3Y*
- 6.67%
- 5Y*
- —
- 10Y*
- —
MWTIX
- 1D
- 0.55%
- 1M
- -2.47%
- YTD
- -0.48%
- 6M
- 0.53%
- 1Y
- 3.79%
- 3Y*
- 3.48%
- 5Y*
- -0.32%
- 10Y*
- 1.64%
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MWESX vs. MWTIX - Expense Ratio Comparison
MWESX has a 0.49% expense ratio, which is higher than MWTIX's 0.45% expense ratio.
Return for Risk
MWESX vs. MWTIX — Risk / Return Rank
MWESX
MWTIX
MWESX vs. MWTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for MetWest ESG Securitized Fund (MWESX) and Metropolitan West Total Return Bond Fund Class I (MWTIX). 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 | MWTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 0.86 | +0.33 |
Sortino ratioReturn per unit of downside risk | 1.73 | 1.24 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.15 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.91 | 1.57 | +0.34 |
Martin ratioReturn relative to average drawdown | 5.39 | 4.16 | +1.23 |
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 | MWTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 0.86 | +0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.05 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.92 | -0.76 |
Correlation
The correlation between MWESX and MWTIX is 0.96, 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. MWTIX - Dividend Comparison
MWESX's dividend yield for the trailing twelve months is around 3.96%, more than MWTIX's 3.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MWTIX Metropolitan West Total Return Bond Fund Class I | 3.64% | 3.89% | 4.38% | 4.11% | 2.08% | 1.12% | 6.48% | 3.61% | 2.91% | 2.14% | 3.35% | 2.94% |
Drawdowns
MWESX vs. MWTIX - Drawdown Comparison
The maximum MWESX drawdown since its inception was -19.57%, roughly equal to the maximum MWTIX drawdown of -20.58%. Use the drawdown chart below to compare losses from any high point for MWESX and MWTIX.
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Drawdown Indicators
| MWESX | MWTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.57% | -20.58% | +1.01% |
Max Drawdown (1Y)Largest decline over 1 year | -3.08% | -3.05% | -0.03% |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.51% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.58% | — |
Current DrawdownCurrent decline from peak | -2.13% | -4.67% | +2.54% |
Average DrawdownAverage peak-to-trough decline | -7.08% | -2.76% | -4.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.09% | 1.15% | -0.06% |
Volatility
MWESX vs. MWTIX - Volatility Comparison
The current volatility for MetWest ESG Securitized Fund (MWESX) is 1.54%, while Metropolitan West Total Return Bond Fund Class I (MWTIX) has a volatility of 1.80%. This indicates that MWESX experiences smaller price fluctuations and is considered to be less risky than MWTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWESX | MWTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.54% | 1.80% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 2.54% | 2.91% | -0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.42% | 4.89% | -0.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.89% | 6.61% | +0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.89% | 5.30% | +1.59% |