MWHYX vs. MWESX
Compare and contrast key facts about Metropolitan West High Yield Bond Fund (MWHYX) and MetWest ESG Securitized Fund (MWESX).
MWHYX is managed by Metropolitan West Funds. It was launched on Sep 30, 2002. MWESX is managed by Metropolitan West Funds. It was launched on Sep 29, 2021.
Performance
MWHYX vs. MWESX - Performance Comparison
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MWHYX vs. MWESX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
MWHYX Metropolitan West High Yield Bond Fund | -1.19% | 6.09% | 6.24% | 10.77% | -12.58% | 0.06% |
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, MWHYX achieves a -1.19% return, which is significantly lower than MWESX's -0.10% return.
MWHYX
- 1D
- 0.11%
- 1M
- -1.74%
- YTD
- -1.19%
- 6M
- -0.43%
- 1Y
- 3.68%
- 3Y*
- 6.37%
- 5Y*
- 2.21%
- 10Y*
- 4.55%
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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MWHYX vs. MWESX - Expense Ratio Comparison
MWHYX has a 0.85% expense ratio, which is higher than MWESX's 0.49% expense ratio.
Return for Risk
MWHYX vs. MWESX — Risk / Return Rank
MWHYX
MWESX
MWHYX vs. MWESX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Metropolitan West High Yield Bond Fund (MWHYX) 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.
| MWHYX | MWESX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 1.20 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.97 | 1.73 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.21 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.66 | 1.91 | -0.25 |
Martin ratioReturn relative to average drawdown | 6.86 | 5.39 | +1.47 |
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
| MWHYX | MWESX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 1.20 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.49 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.03 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.39 | 0.17 | +1.22 |
Correlation
The correlation between MWHYX and MWESX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MWHYX vs. MWESX - Dividend Comparison
MWHYX's dividend yield for the trailing twelve months is around 5.60%, more than MWESX's 3.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MWHYX Metropolitan West High Yield Bond Fund | 5.60% | 6.04% | 6.59% | 6.20% | 3.94% | 2.90% | 3.54% | 4.11% | 4.60% | 3.42% | 4.17% | 4.37% |
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
MWHYX vs. MWESX - Drawdown Comparison
The maximum MWHYX drawdown since its inception was -28.94%, which is greater than MWESX's maximum drawdown of -19.57%. Use the drawdown chart below to compare losses from any high point for MWHYX and MWESX.
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Drawdown Indicators
| MWHYX | MWESX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.94% | -19.57% | -9.37% |
Max Drawdown (1Y)Largest decline over 1 year | -2.49% | -3.08% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -15.95% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -15.95% | — | — |
Current DrawdownCurrent decline from peak | -1.90% | -2.13% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -2.41% | -7.08% | +4.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.60% | 1.09% | -0.49% |
Volatility
MWHYX vs. MWESX - Volatility Comparison
The current volatility for Metropolitan West High Yield Bond Fund (MWHYX) is 1.01%, while MetWest ESG Securitized Fund (MWESX) has a volatility of 1.54%. This indicates that MWHYX 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
| MWHYX | MWESX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.01% | 1.54% | -0.53% |
Volatility (6M)Calculated over the trailing 6-month period | 2.08% | 2.54% | -0.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.20% | 4.42% | -1.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.53% | 6.89% | -2.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.45% | 6.89% | -2.44% |