MWTIX vs. VBTIX
Compare and contrast key facts about Metropolitan West Total Return Bond Fund Class I (MWTIX) and Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX).
MWTIX is managed by Metropolitan West Funds. VBTIX is managed by Vanguard. It was launched on Sep 18, 1995.
Performance
MWTIX vs. VBTIX - Performance Comparison
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MWTIX vs. VBTIX - 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% |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | -0.49% | 7.18% | 1.27% | 5.75% | -13.15% | -1.95% | 7.75% | 8.74% | -0.24% | 3.56% |
Returns By Period
The year-to-date returns for both stocks are quite close, with MWTIX having a -0.48% return and VBTIX slightly lower at -0.49%. Both investments have delivered pretty close results over the past 10 years, with MWTIX having a 1.64% annualized return and VBTIX not far behind at 1.59%.
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%
VBTIX
- 1D
- 0.52%
- 1M
- -2.23%
- YTD
- -0.49%
- 6M
- 0.50%
- 1Y
- 3.78%
- 3Y*
- 3.45%
- 5Y*
- 0.25%
- 10Y*
- 1.59%
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MWTIX vs. VBTIX - Expense Ratio Comparison
MWTIX has a 0.45% expense ratio, which is higher than VBTIX's 0.04% expense ratio.
Return for Risk
MWTIX vs. VBTIX — Risk / Return Rank
MWTIX
VBTIX
MWTIX vs. VBTIX - 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 Total Bond Market Index Fund Institutional Shares (VBTIX). 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 | VBTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 1.00 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.45 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.18 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.79 | -0.22 |
Martin ratioReturn relative to average drawdown | 4.16 | 5.10 | -0.94 |
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 | VBTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 1.00 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | 0.04 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.32 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.94 | -0.02 |
Correlation
The correlation between MWTIX and VBTIX is 0.89, 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. VBTIX - Dividend Comparison
MWTIX's dividend yield for the trailing twelve months is around 3.64%, which matches VBTIX's 3.63% 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% |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | 3.63% | 3.88% | 3.69% | 3.12% | 2.61% | 1.81% | 2.41% | 2.75% | 2.58% | 2.56% | 2.54% | 2.84% |
Drawdowns
MWTIX vs. VBTIX - Drawdown Comparison
The maximum MWTIX drawdown since its inception was -20.58%, which is greater than VBTIX's maximum drawdown of -18.90%. Use the drawdown chart below to compare losses from any high point for MWTIX and VBTIX.
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Drawdown Indicators
| MWTIX | VBTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.58% | -18.90% | -1.68% |
Max Drawdown (1Y)Largest decline over 1 year | -3.05% | -2.73% | -0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -20.51% | -18.13% | -2.38% |
Max Drawdown (10Y)Largest decline over 10 years | -20.58% | -18.90% | -1.68% |
Current DrawdownCurrent decline from peak | -4.67% | -3.14% | -1.53% |
Average DrawdownAverage peak-to-trough decline | -2.76% | -2.32% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 0.96% | +0.19% |
Volatility
MWTIX vs. VBTIX - Volatility Comparison
Metropolitan West Total Return Bond Fund Class I (MWTIX) has a higher volatility of 1.80% compared to Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) at 1.55%. This indicates that MWTIX's price experiences larger fluctuations and is considered to be riskier than VBTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWTIX | VBTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | 1.55% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 2.91% | 2.58% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.89% | 4.36% | +0.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.61% | 5.99% | +0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.30% | 4.97% | +0.33% |