MWTIX vs. VBILX
Compare and contrast key facts about Metropolitan West Total Return Bond Fund Class I (MWTIX) and Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX).
MWTIX is managed by Metropolitan West Funds. VBILX is managed by Vanguard. It was launched on Nov 12, 2001.
Performance
MWTIX vs. VBILX - Performance Comparison
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MWTIX vs. VBILX - 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% |
VBILX Vanguard Intermediate-Term Bond Index Fund Admiral Shares | -0.94% | 8.57% | 1.54% | 6.09% | -13.59% | -2.36% | 9.82% | 10.20% | -0.15% | 3.86% |
Returns By Period
In the year-to-date period, MWTIX achieves a -0.48% return, which is significantly higher than VBILX's -0.94% return. Over the past 10 years, MWTIX has underperformed VBILX with an annualized return of 1.64%, while VBILX has yielded a comparatively higher 1.94% annualized return.
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%
VBILX
- 1D
- 0.48%
- 1M
- -2.72%
- YTD
- -0.94%
- 6M
- 0.18%
- 1Y
- 4.23%
- 3Y*
- 3.80%
- 5Y*
- 0.40%
- 10Y*
- 1.94%
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MWTIX vs. VBILX - Expense Ratio Comparison
MWTIX has a 0.45% expense ratio, which is higher than VBILX's 0.07% expense ratio.
Return for Risk
MWTIX vs. VBILX — Risk / Return Rank
MWTIX
VBILX
MWTIX vs. VBILX - 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 Intermediate-Term Bond Index Fund Admiral Shares (VBILX). 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 | VBILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.05 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.53 | -0.29 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.19 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.70 | -0.13 |
Martin ratioReturn relative to average drawdown | 4.16 | 5.69 | -1.53 |
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 | VBILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.05 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.06 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.36 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.67 | +0.25 |
Correlation
The correlation between MWTIX and VBILX is 0.87, 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. VBILX - Dividend Comparison
MWTIX's dividend yield for the trailing twelve months is around 3.64%, less than VBILX's 3.79% 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% |
VBILX Vanguard Intermediate-Term Bond Index Fund Admiral Shares | 3.79% | 4.01% | 3.80% | 3.09% | 1.99% | 3.39% | 2.94% | 2.73% | 2.87% | 2.73% | 3.06% | 3.09% |
Drawdowns
MWTIX vs. VBILX - Drawdown Comparison
The maximum MWTIX drawdown since its inception was -20.58%, which is greater than VBILX's maximum drawdown of -19.26%. Use the drawdown chart below to compare losses from any high point for MWTIX and VBILX.
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Drawdown Indicators
| MWTIX | VBILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.58% | -19.26% | -1.32% |
Max Drawdown (1Y)Largest decline over 1 year | -3.05% | -3.18% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -20.51% | -19.15% | -1.36% |
Max Drawdown (10Y)Largest decline over 10 years | -20.58% | -19.26% | -1.32% |
Current DrawdownCurrent decline from peak | -4.67% | -2.72% | -1.95% |
Average DrawdownAverage peak-to-trough decline | -2.76% | -3.16% | +0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 0.95% | +0.20% |
Volatility
MWTIX vs. VBILX - Volatility Comparison
Metropolitan West Total Return Bond Fund Class I (MWTIX) has a higher volatility of 1.80% compared to Vanguard Intermediate-Term Bond Index Fund Admiral Shares (VBILX) at 1.64%. This indicates that MWTIX's price experiences larger fluctuations and is considered to be riskier than VBILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWTIX | VBILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | 1.64% | +0.16% |
Volatility (6M)Calculated over the trailing 6-month period | 2.91% | 2.74% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.89% | 4.59% | +0.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.61% | 6.36% | +0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.30% | 5.35% | -0.05% |