MWTIX vs. STRGX
Compare and contrast key facts about Metropolitan West Total Return Bond Fund Class I (MWTIX) and Sterling Capital Stratton Mid Cap Value Fund (STRGX).
MWTIX is managed by Metropolitan West Funds. STRGX is managed by Sterling Capital. It was launched on Sep 29, 1972.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MWTIX or STRGX.
Key characteristics
| MWTIX | STRGX | |
|---|---|---|
| YTD Return | 2.08% | 17.75% |
| 1Y Return | 9.65% | 19.77% |
| 3Y Return (Ann) | -2.92% | -4.74% |
| 5Y Return (Ann) | -1.03% | 2.01% |
| 10Y Return (Ann) | 0.73% | 3.21% |
| Sharpe Ratio | 1.28 | 1.12 |
| Sortino Ratio | 1.89 | 1.47 |
| Omega Ratio | 1.23 | 1.23 |
| Calmar Ratio | 0.43 | 0.64 |
| Martin Ratio | 4.37 | 4.63 |
| Ulcer Index | 2.01% | 4.03% |
| Daily Std Dev | 6.88% | 16.65% |
| Max Drawdown | -23.26% | -57.68% |
| Current Drawdown | -12.78% | -14.43% |
Correlation
The correlation between MWTIX and STRGX is -0.12. 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. STRGX - Performance Comparison
In the year-to-date period, MWTIX achieves a 2.08% return, which is significantly lower than STRGX's 17.75% return. Over the past 10 years, MWTIX has underperformed STRGX with an annualized return of 0.73%, while STRGX has yielded a comparatively higher 3.21% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MWTIX vs. STRGX - Expense Ratio Comparison
MWTIX has a 0.45% expense ratio, which is lower than STRGX's 0.84% expense ratio.
Risk-Adjusted Performance
MWTIX vs. STRGX - 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 Sterling Capital Stratton Mid Cap Value Fund (STRGX). 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.
Dividends
MWTIX vs. STRGX - Dividend Comparison
MWTIX's dividend yield for the trailing twelve months is around 4.33%, more than STRGX's 0.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MWTIX Metropolitan West Total Return Bond Fund Class I | 4.33% | 4.11% | 2.93% | 1.30% | 1.78% | 2.76% | 2.73% | 2.16% | 2.09% | 1.84% | 2.30% | 3.13% |
STRGX Sterling Capital Stratton Mid Cap Value Fund | 0.70% | 0.82% | 0.93% | 0.61% | 0.50% | 0.90% | 0.54% | 0.44% | 0.14% | 0.29% | 0.04% | 0.00% |
Drawdowns
MWTIX vs. STRGX - Drawdown Comparison
The maximum MWTIX drawdown since its inception was -23.26%, smaller than the maximum STRGX drawdown of -57.68%. Use the drawdown chart below to compare losses from any high point for MWTIX and STRGX. For additional features, visit the drawdowns tool.
Volatility
MWTIX vs. STRGX - Volatility Comparison
The current volatility for Metropolitan West Total Return Bond Fund Class I (MWTIX) is 1.72%, while Sterling Capital Stratton Mid Cap Value Fund (STRGX) has a volatility of 4.73%. This indicates that MWTIX experiences smaller price fluctuations and is considered to be less risky than STRGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.