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MWSTX vs. DFLEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MWSTX vs. DFLEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Metropolitan West Strategic Income Fund (MWSTX) and DoubleLine Flexible Income Fund (DFLEX). The values are adjusted to include any dividend payments, if applicable.

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MWSTX vs. DFLEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MWSTX
Metropolitan West Strategic Income Fund
-0.11%6.93%5.17%7.39%-9.59%1.18%4.92%5.84%1.03%3.81%
DFLEX
DoubleLine Flexible Income Fund
0.22%6.58%8.65%7.84%-8.48%3.79%2.93%7.21%0.10%5.27%

Returns By Period

In the year-to-date period, MWSTX achieves a -0.11% return, which is significantly lower than DFLEX's 0.22% return. Over the past 10 years, MWSTX has underperformed DFLEX with an annualized return of 2.80%, while DFLEX has yielded a comparatively higher 3.79% annualized return.


MWSTX

1D
0.16%
1M
-1.29%
YTD
-0.11%
6M
1.16%
1Y
4.62%
3Y*
5.57%
5Y*
1.96%
10Y*
2.80%

DFLEX

1D
0.11%
1M
-0.80%
YTD
0.22%
6M
1.54%
1Y
5.12%
3Y*
7.13%
5Y*
3.19%
10Y*
3.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MWSTX vs. DFLEX - Expense Ratio Comparison

MWSTX has a 1.04% expense ratio, which is higher than DFLEX's 0.74% expense ratio.


Return for Risk

MWSTX vs. DFLEX — Risk / Return Rank

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

MWSTX
MWSTX Risk / Return Rank: 9292
Overall Rank
MWSTX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
MWSTX Sortino Ratio Rank: 9494
Sortino Ratio Rank
MWSTX Omega Ratio Rank: 9191
Omega Ratio Rank
MWSTX Calmar Ratio Rank: 9595
Calmar Ratio Rank
MWSTX Martin Ratio Rank: 9393
Martin Ratio Rank

DFLEX
DFLEX Risk / Return Rank: 9898
Overall Rank
DFLEX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DFLEX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DFLEX Omega Ratio Rank: 9898
Omega Ratio Rank
DFLEX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DFLEX Martin Ratio Rank: 9898
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.

MWSTX vs. DFLEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Metropolitan West Strategic Income Fund (MWSTX) and DoubleLine Flexible Income Fund (DFLEX). 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.


MWSTXDFLEXDifference

Sharpe ratio

Return per unit of total volatility

1.86

3.69

-1.83

Sortino ratio

Return per unit of downside risk

3.01

6.09

-3.08

Omega ratio

Gain probability vs. loss probability

1.42

2.08

-0.66

Calmar ratio

Return relative to maximum drawdown

3.26

4.58

-1.32

Martin ratio

Return relative to average drawdown

11.53

20.46

-8.93

MWSTX vs. DFLEX - Sharpe Ratio Comparison

The current MWSTX Sharpe Ratio is 1.86, which is lower than the DFLEX Sharpe Ratio of 3.69. The chart below compares the historical Sharpe Ratios of MWSTX and DFLEX, 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


MWSTXDFLEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.86

3.69

-1.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

1.67

-1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

1.39

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

1.35

-0.43

Correlation

The correlation between MWSTX and DFLEX is 0.49, 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

MWSTX vs. DFLEX - Dividend Comparison

MWSTX's dividend yield for the trailing twelve months is around 4.87%, less than DFLEX's 5.14% yield.


TTM20252024202320222021202020192018201720162015
MWSTX
Metropolitan West Strategic Income Fund
4.87%5.69%6.19%6.26%8.59%7.70%5.45%4.14%4.23%3.48%4.24%2.97%
DFLEX
DoubleLine Flexible Income Fund
5.14%5.68%6.05%5.95%4.72%3.86%3.96%4.46%4.46%3.82%3.75%4.32%

Drawdowns

MWSTX vs. DFLEX - Drawdown Comparison

The maximum MWSTX drawdown since its inception was -37.03%, which is greater than DFLEX's maximum drawdown of -17.29%. Use the drawdown chart below to compare losses from any high point for MWSTX and DFLEX.


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Drawdown Indicators


MWSTXDFLEXDifference

Max Drawdown

Largest peak-to-trough decline

-37.03%

-17.29%

-19.74%

Max Drawdown (1Y)

Largest decline over 1 year

-1.62%

-1.15%

-0.47%

Max Drawdown (5Y)

Largest decline over 5 years

-13.75%

-11.00%

-2.75%

Max Drawdown (10Y)

Largest decline over 10 years

-13.75%

-17.29%

+3.54%

Current Drawdown

Current decline from peak

-1.29%

-0.80%

-0.49%

Average Drawdown

Average peak-to-trough decline

-3.10%

-1.58%

-1.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.46%

0.26%

+0.20%

Volatility

MWSTX vs. DFLEX - Volatility Comparison

Metropolitan West Strategic Income Fund (MWSTX) has a higher volatility of 0.80% compared to DoubleLine Flexible Income Fund (DFLEX) at 0.56%. This indicates that MWSTX's price experiences larger fluctuations and is considered to be riskier than DFLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MWSTXDFLEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.80%

0.56%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

1.64%

0.91%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

2.77%

1.40%

+1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.89%

1.92%

+1.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.41%

2.73%

+0.68%