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MWTIX vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between MWTIX and BND is -0.14. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

MWTIX vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Metropolitan West Total Return Bond Fund Class I (MWTIX) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

MWTIX:

0.79

BND:

0.95

Sortino Ratio

MWTIX:

1.09

BND:

1.32

Omega Ratio

MWTIX:

1.13

BND:

1.16

Calmar Ratio

MWTIX:

0.33

BND:

0.39

Martin Ratio

MWTIX:

1.68

BND:

2.30

Ulcer Index

MWTIX:

2.66%

BND:

2.11%

Daily Std Dev

MWTIX:

6.14%

BND:

5.35%

Max Drawdown

MWTIX:

-19.86%

BND:

-18.84%

Current Drawdown

MWTIX:

-8.55%

BND:

-7.40%

Returns By Period

In the year-to-date period, MWTIX achieves a 1.40% return, which is significantly lower than BND's 2.15% return. Both investments have delivered pretty close results over the past 10 years, with MWTIX having a 1.42% annualized return and BND not far ahead at 1.44%.


MWTIX

YTD

1.40%

1M

-1.21%

6M

0.50%

1Y

4.83%

3Y*

0.68%

5Y*

-1.00%

10Y*

1.42%

BND

YTD

2.15%

1M

-0.57%

6M

1.08%

1Y

5.05%

3Y*

1.22%

5Y*

-1.01%

10Y*

1.44%

*Annualized

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MWTIX vs. BND - Expense Ratio Comparison

MWTIX has a 0.45% expense ratio, which is higher than BND's 0.03% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

MWTIX vs. BND — Risk-Adjusted Performance Rank

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

MWTIX
The Risk-Adjusted Performance Rank of MWTIX is 5656
Overall Rank
The Sharpe Ratio Rank of MWTIX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of MWTIX is 6868
Sortino Ratio Rank
The Omega Ratio Rank of MWTIX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of MWTIX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of MWTIX is 4646
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 6969
Overall Rank
The Sharpe Ratio Rank of BND is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 7979
Sortino Ratio Rank
The Omega Ratio Rank of BND is 7373
Omega Ratio Rank
The Calmar Ratio Rank of BND is 5151
Calmar Ratio Rank
The Martin Ratio Rank of BND is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MWTIX vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Metropolitan West Total Return Bond Fund Class I (MWTIX) and Vanguard Total Bond Market ETF (BND). 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.


The current MWTIX Sharpe Ratio is 0.79, which is comparable to the BND Sharpe Ratio of 0.95. The chart below compares the historical Sharpe Ratios of MWTIX and BND, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

MWTIX vs. BND - Dividend Comparison

MWTIX's dividend yield for the trailing twelve months is around 4.44%, more than BND's 3.76% yield.


TTM20242023202220212020201920182017201620152014
MWTIX
Metropolitan West Total Return Bond Fund Class I
4.44%4.67%4.11%2.93%1.33%6.59%3.61%2.73%2.16%3.52%2.95%2.55%
BND
Vanguard Total Bond Market ETF
3.76%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

MWTIX vs. BND - Drawdown Comparison

The maximum MWTIX drawdown since its inception was -19.86%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for MWTIX and BND.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

MWTIX vs. BND - Volatility Comparison

Metropolitan West Total Return Bond Fund Class I (MWTIX) has a higher volatility of 1.73% compared to Vanguard Total Bond Market ETF (BND) at 1.49%. This indicates that MWTIX's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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