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

Performance

MWTIX vs. STRGX - 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 Sterling Capital Stratton Mid Cap Value Fund (STRGX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.38%
11.15%
MWTIX
STRGX

Returns By Period

In the year-to-date period, MWTIX achieves a 1.06% return, which is significantly lower than STRGX's 18.53% return. Over the past 10 years, MWTIX has underperformed STRGX with an annualized return of 0.58%, while STRGX has yielded a comparatively higher 3.02% annualized return.


MWTIX

YTD

1.06%

1M

-0.72%

6M

3.38%

1Y

6.70%

5Y (annualized)

-1.37%

10Y (annualized)

0.58%

STRGX

YTD

18.53%

1M

4.56%

6M

11.15%

1Y

14.17%

5Y (annualized)

2.19%

10Y (annualized)

3.02%

Key characteristics


MWTIXSTRGX
Sharpe Ratio1.010.86
Sortino Ratio1.481.15
Omega Ratio1.181.17
Calmar Ratio0.340.49
Martin Ratio3.073.50
Ulcer Index2.18%4.05%
Daily Std Dev6.65%16.49%
Max Drawdown-23.26%-57.68%
Current Drawdown-13.65%-13.87%

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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.


STRGX
Sterling Capital Stratton Mid Cap Value Fund
Expense ratio chart for STRGX: current value at 0.84% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.84%
Expense ratio chart for MWTIX: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%

Correlation

-0.50.00.51.0-0.1

The correlation between MWTIX and STRGX is -0.11. 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.

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.


Sharpe ratio
The chart of Sharpe ratio for MWTIX, currently valued at 1.01, compared to the broader market-1.000.001.002.003.004.005.001.010.86
The chart of Sortino ratio for MWTIX, currently valued at 1.48, compared to the broader market0.005.0010.001.481.15
The chart of Omega ratio for MWTIX, currently valued at 1.18, compared to the broader market1.002.003.004.001.181.17
The chart of Calmar ratio for MWTIX, currently valued at 0.34, compared to the broader market0.005.0010.0015.0020.000.340.49
The chart of Martin ratio for MWTIX, currently valued at 3.07, compared to the broader market0.0020.0040.0060.0080.00100.003.073.50
MWTIX
STRGX

The current MWTIX Sharpe Ratio is 1.01, which is comparable to the STRGX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of MWTIX and STRGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.01
0.86
MWTIX
STRGX

Dividends

MWTIX vs. STRGX - Dividend Comparison

MWTIX's dividend yield for the trailing twelve months is around 4.38%, more than STRGX's 0.69% yield.


TTM20232022202120202019201820172016201520142013
MWTIX
Metropolitan West Total Return Bond Fund Class I
4.38%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
0.69%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.


-25.00%-20.00%-15.00%-10.00%JuneJulyAugustSeptemberOctoberNovember
-13.65%
-13.87%
MWTIX
STRGX

Volatility

MWTIX vs. STRGX - Volatility Comparison

The current volatility for Metropolitan West Total Return Bond Fund Class I (MWTIX) is 1.62%, while Sterling Capital Stratton Mid Cap Value Fund (STRGX) has a volatility of 5.15%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
1.62%
5.15%
MWTIX
STRGX