MWTIX vs. TFAZX
Compare and contrast key facts about Metropolitan West Total Return Bond Fund Class I (MWTIX) and TFA Tactical Income Fund (TFAZX).
MWTIX is managed by Metropolitan West Funds. TFAZX is managed by Tactical Fund Advisors. It was launched on Jun 9, 2019.
Performance
MWTIX vs. TFAZX - Performance Comparison
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MWTIX vs. TFAZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
MWTIX Metropolitan West Total Return Bond Fund Class I | -0.26% | 7.51% | 0.77% | 6.02% | -15.49% | -1.32% | 9.00% | 3.44% |
TFAZX TFA Tactical Income Fund | -1.42% | 5.78% | -1.56% | -0.20% | -9.93% | 5.85% | 2.99% | 4.44% |
Returns By Period
In the year-to-date period, MWTIX achieves a -0.26% return, which is significantly higher than TFAZX's -1.42% 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%
TFAZX
- 1D
- 1.09%
- 1M
- -2.45%
- YTD
- -1.42%
- 6M
- -1.27%
- 1Y
- 4.79%
- 3Y*
- 0.57%
- 5Y*
- -0.89%
- 10Y*
- —
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MWTIX vs. TFAZX - Expense Ratio Comparison
MWTIX has a 0.45% expense ratio, which is lower than TFAZX's 1.97% expense ratio.
Return for Risk
MWTIX vs. TFAZX — Risk / Return Rank
MWTIX
TFAZX
MWTIX vs. TFAZX - 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 TFA Tactical Income Fund (TFAZX). 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 | TFAZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.88 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.19 | 1.26 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.18 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 1.25 | +0.21 |
Martin ratioReturn relative to average drawdown | 3.83 | 4.87 | -1.04 |
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 | TFAZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.88 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | -0.16 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.10 | +0.82 |
Correlation
The correlation between MWTIX and TFAZX is 0.39, 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. TFAZX - Dividend Comparison
MWTIX's dividend yield for the trailing twelve months is around 3.63%, more than TFAZX's 2.20% 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% |
TFAZX TFA Tactical Income Fund | 2.20% | 2.16% | 0.00% | 3.05% | 0.97% | 16.23% | 1.04% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
MWTIX vs. TFAZX - Drawdown Comparison
The maximum MWTIX drawdown since its inception was -20.58%, which is greater than TFAZX's maximum drawdown of -17.69%. Use the drawdown chart below to compare losses from any high point for MWTIX and TFAZX.
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Drawdown Indicators
| MWTIX | TFAZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.58% | -17.69% | -2.89% |
Max Drawdown (1Y)Largest decline over 1 year | -3.05% | -3.84% | +0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -20.51% | -16.73% | -3.78% |
Max Drawdown (10Y)Largest decline over 10 years | -20.58% | — | — |
Current DrawdownCurrent decline from peak | -4.46% | -9.43% | +4.97% |
Average DrawdownAverage peak-to-trough decline | -2.76% | -8.06% | +5.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 0.98% | +0.18% |
Volatility
MWTIX vs. TFAZX - Volatility Comparison
The current volatility for Metropolitan West Total Return Bond Fund Class I (MWTIX) is 1.74%, while TFA Tactical Income Fund (TFAZX) has a volatility of 2.89%. This indicates that MWTIX experiences smaller price fluctuations and is considered to be less risky than TFAZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWTIX | TFAZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.74% | 2.89% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 2.91% | 4.32% | -1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.89% | 5.67% | -0.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.61% | 5.60% | +1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.30% | 7.03% | -1.73% |