MWTIX vs. BND
Compare and contrast key facts about Metropolitan West Total Return Bond Fund Class I (MWTIX) and Vanguard Total Bond Market ETF (BND).
MWTIX is managed by Metropolitan West Funds. BND is a passively managed fund by Vanguard that tracks the performance of the Bloomberg U.S. Aggregate Float Adjusted Index. It was launched on Apr 3, 2007.
Performance
MWTIX vs. BND - Performance Comparison
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MWTIX vs. BND - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MWTIX Metropolitan West Total Return Bond Fund Class I | -0.48% | 7.51% | 0.77% | 6.02% | -15.49% | -1.32% | 9.00% | 9.10% | 0.36% | 3.43% |
BND Vanguard Total Bond Market ETF | 0.09% | 7.08% | 1.38% | 5.65% | -13.11% | -1.86% | 7.71% | 8.84% | -0.12% | 3.57% |
Returns By Period
In the year-to-date period, MWTIX achieves a -0.48% return, which is significantly lower than BND's 0.09% return. Both investments have delivered pretty close results over the past 10 years, with MWTIX having a 1.64% annualized return and BND not far ahead at 1.68%.
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%
BND
- 1D
- 0.04%
- 1M
- -1.30%
- YTD
- 0.09%
- 6M
- 0.74%
- 1Y
- 3.96%
- 3Y*
- 3.60%
- 5Y*
- 0.25%
- 10Y*
- 1.68%
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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.
Return for Risk
MWTIX vs. BND — Risk / Return Rank
MWTIX
BND
MWTIX vs. BND - Risk-Adjusted Trends 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.
| MWTIX | BND | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.93 | -0.06 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.32 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.16 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.75 | -0.18 |
Martin ratioReturn relative to average drawdown | 4.16 | 4.78 | -0.62 |
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
| MWTIX | BND | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.93 | -0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.04 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.30 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.59 | +0.33 |
Correlation
The correlation between MWTIX and BND is 0.85, 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
MWTIX vs. BND - Dividend Comparison
MWTIX's dividend yield for the trailing twelve months is around 3.64%, less than BND's 3.93% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
BND Vanguard Total Bond Market ETF | 3.93% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
Drawdowns
MWTIX vs. BND - Drawdown Comparison
The maximum MWTIX drawdown since its inception was -20.58%, which is greater than BND's maximum drawdown of -18.58%. Use the drawdown chart below to compare losses from any high point for MWTIX and BND.
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Drawdown Indicators
| MWTIX | BND | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.58% | -18.58% | -2.00% |
Max Drawdown (1Y)Largest decline over 1 year | -3.05% | -2.44% | -0.61% |
Max Drawdown (5Y)Largest decline over 5 years | -20.51% | -17.91% | -2.60% |
Max Drawdown (10Y)Largest decline over 10 years | -20.58% | -18.58% | -2.00% |
Current DrawdownCurrent decline from peak | -4.67% | -2.54% | -2.13% |
Average DrawdownAverage peak-to-trough decline | -2.76% | -3.07% | +0.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 0.90% | +0.25% |
Volatility
MWTIX vs. BND - Volatility Comparison
Metropolitan West Total Return Bond Fund Class I (MWTIX) has a higher volatility of 1.80% compared to Vanguard Total Bond Market ETF (BND) at 1.63%. 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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Volatility by Period
| MWTIX | BND | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | 1.63% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 2.91% | 2.52% | +0.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.89% | 4.30% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.61% | 6.00% | +0.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.30% | 5.52% | -0.22% |