MWSTX vs. MWLDX
Compare and contrast key facts about Metropolitan West Strategic Income Fund (MWSTX) and Metropolitan West Low Duration Bond Fund (MWLDX).
MWSTX is managed by Metropolitan West Funds. It was launched on Jun 29, 2003. MWLDX is managed by Metropolitan West Funds. It was launched on Mar 31, 1997.
Performance
MWSTX vs. MWLDX - Performance Comparison
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MWSTX vs. MWLDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MWLDX Metropolitan West Low Duration Bond Fund | -0.22% | 5.72% | 3.79% | 4.82% | -5.70% | -0.33% | 3.27% | 4.24% | 1.59% | 1.15% |
Returns By Period
In the year-to-date period, MWSTX achieves a -0.11% return, which is significantly higher than MWLDX's -0.22% return. Over the past 10 years, MWSTX has outperformed MWLDX with an annualized return of 2.80%, while MWLDX has yielded a comparatively lower 1.87% 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%
MWLDX
- 1D
- 0.12%
- 1M
- -1.06%
- YTD
- -0.22%
- 6M
- 0.94%
- 1Y
- 3.56%
- 3Y*
- 4.00%
- 5Y*
- 1.60%
- 10Y*
- 1.87%
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MWSTX vs. MWLDX - Expense Ratio Comparison
MWSTX has a 1.04% expense ratio, which is higher than MWLDX's 0.62% expense ratio.
Return for Risk
MWSTX vs. MWLDX — Risk / Return Rank
MWSTX
MWLDX
MWSTX vs. MWLDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Metropolitan West Strategic Income Fund (MWSTX) 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.
| MWSTX | MWLDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.86 | 1.80 | +0.05 |
Sortino ratioReturn per unit of downside risk | 3.01 | 3.11 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.42 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 3.26 | 3.11 | +0.15 |
Martin ratioReturn relative to average drawdown | 11.53 | 11.77 | -0.24 |
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
| MWSTX | MWLDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.86 | 1.80 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 0.57 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 0.84 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 1.27 | -0.35 |
Correlation
The correlation between MWSTX and MWLDX 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
MWSTX vs. MWLDX - Dividend Comparison
MWSTX's dividend yield for the trailing twelve months is around 4.87%, more than MWLDX's 3.27% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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
MWSTX vs. MWLDX - Drawdown Comparison
The maximum MWSTX drawdown since its inception was -37.03%, which is greater than MWLDX's maximum drawdown of -19.48%. Use the drawdown chart below to compare losses from any high point for MWSTX and MWLDX.
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Drawdown Indicators
| MWSTX | MWLDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.03% | -19.48% | -17.55% |
Max Drawdown (1Y)Largest decline over 1 year | -1.62% | -1.29% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -13.75% | -8.36% | -5.39% |
Max Drawdown (10Y)Largest decline over 10 years | -13.75% | -8.36% | -5.39% |
Current DrawdownCurrent decline from peak | -1.29% | -1.06% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -3.10% | -1.26% | -1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.46% | 0.34% | +0.12% |
Volatility
MWSTX vs. MWLDX - Volatility Comparison
Metropolitan West Strategic Income Fund (MWSTX) has a higher volatility of 0.80% compared to Metropolitan West Low Duration Bond Fund (MWLDX) at 0.63%. This indicates that MWSTX'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
| MWSTX | MWLDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.80% | 0.63% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 1.64% | 1.41% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.77% | 2.18% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.89% | 2.83% | +1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.41% | 2.23% | +1.18% |