MWTIX vs. SPYD
Compare and contrast key facts about Metropolitan West Total Return Bond Fund Class I (MWTIX) and SPDR Portfolio S&P 500 High Dividend ETF (SPYD).
MWTIX is managed by Metropolitan West Funds. SPYD is a passively managed fund by State Street that tracks the performance of the S&P 500 High Dividend Index. It was launched on Oct 21, 2015.
Performance
MWTIX vs. SPYD - Performance Comparison
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MWTIX vs. SPYD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MWTIX Metropolitan West Total Return Bond Fund Class I | -0.26% | 7.51% | 0.77% | 6.02% | -15.49% | -1.32% | 9.00% | 9.10% | 0.36% | 3.43% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 5.92% | 4.65% | 15.34% | 3.91% | -1.17% | 32.73% | -11.64% | 21.20% | -4.89% | 12.67% |
Returns By Period
In the year-to-date period, MWTIX achieves a -0.26% return, which is significantly lower than SPYD's 5.92% return. Over the past 10 years, MWTIX has underperformed SPYD with an annualized return of 1.67%, while SPYD has yielded a comparatively higher 8.45% annualized return.
MWTIX
- 1D
- 0.22%
- 1M
- -1.62%
- YTD
- -0.26%
- 6M
- 0.54%
- 1Y
- 3.68%
- 3Y*
- 3.56%
- 5Y*
- -0.35%
- 10Y*
- 1.67%
SPYD
- 1D
- -0.37%
- 1M
- -4.38%
- YTD
- 5.92%
- 6M
- 4.97%
- 1Y
- 7.58%
- 3Y*
- 11.05%
- 5Y*
- 7.71%
- 10Y*
- 8.45%
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MWTIX vs. SPYD - Expense Ratio Comparison
MWTIX has a 0.45% expense ratio, which is higher than SPYD's 0.07% expense ratio.
Return for Risk
MWTIX vs. SPYD — Risk / Return Rank
MWTIX
SPYD
MWTIX vs. SPYD - 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 SPDR Portfolio S&P 500 High Dividend ETF (SPYD). 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 | SPYD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.49 | +0.34 |
Sortino ratioReturn per unit of downside risk | 1.19 | 0.78 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.10 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 0.59 | +0.87 |
Martin ratioReturn relative to average drawdown | 3.83 | 2.09 | +1.74 |
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 | SPYD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.49 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.48 | -0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.43 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.45 | +0.47 |
Correlation
The correlation between MWTIX and SPYD is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
MWTIX vs. SPYD - Dividend Comparison
MWTIX's dividend yield for the trailing twelve months is around 3.63%, less than SPYD's 4.38% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MWTIX Metropolitan West Total Return Bond Fund Class I | 3.63% | 3.89% | 4.38% | 4.11% | 2.08% | 1.12% | 6.48% | 3.61% | 2.91% | 2.14% | 3.35% | 2.94% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 4.38% | 4.52% | 4.31% | 4.66% | 5.01% | 3.68% | 4.95% | 4.42% | 4.75% | 4.63% | 4.34% | 1.13% |
Drawdowns
MWTIX vs. SPYD - Drawdown Comparison
The maximum MWTIX drawdown since its inception was -20.58%, smaller than the maximum SPYD drawdown of -46.42%. Use the drawdown chart below to compare losses from any high point for MWTIX and SPYD.
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Drawdown Indicators
| MWTIX | SPYD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.58% | -46.42% | +25.84% |
Max Drawdown (1Y)Largest decline over 1 year | -3.05% | -12.35% | +9.30% |
Max Drawdown (5Y)Largest decline over 5 years | -20.51% | -22.25% | +1.74% |
Max Drawdown (10Y)Largest decline over 10 years | -20.58% | -46.42% | +25.84% |
Current DrawdownCurrent decline from peak | -4.46% | -4.70% | +0.24% |
Average DrawdownAverage peak-to-trough decline | -2.76% | -6.24% | +3.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 3.47% | -2.31% |
Volatility
MWTIX vs. SPYD - Volatility Comparison
The current volatility for Metropolitan West Total Return Bond Fund Class I (MWTIX) is 1.74%, while SPDR Portfolio S&P 500 High Dividend ETF (SPYD) has a volatility of 3.03%. This indicates that MWTIX experiences smaller price fluctuations and is considered to be less risky than SPYD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWTIX | SPYD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.74% | 3.03% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 2.91% | 8.61% | -5.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.89% | 15.67% | -10.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.61% | 16.24% | -9.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.30% | 19.80% | -14.50% |