Correlation
The correlation between MWTIX and VBTIX 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.
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MWTIX or VBTIX.
Performance
MWTIX vs. VBTIX - Performance Comparison
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Key characteristics
MWTIX:
0.79
VBTIX:
0.95
MWTIX:
1.09
VBTIX:
1.31
MWTIX:
1.13
VBTIX:
1.16
MWTIX:
0.33
VBTIX:
0.38
MWTIX:
1.68
VBTIX:
2.22
MWTIX:
2.66%
VBTIX:
2.12%
MWTIX:
6.14%
VBTIX:
5.37%
MWTIX:
-19.86%
VBTIX:
-18.66%
MWTIX:
-8.55%
VBTIX:
-7.27%
Returns By Period
In the year-to-date period, MWTIX achieves a 1.40% return, which is significantly lower than VBTIX's 1.82% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: MWTIX at 1.42% and VBTIX at 1.42%.
MWTIX
1.40%
-1.21%
0.50%
4.83%
0.68%
-1.00%
1.42%
VBTIX
1.82%
-0.62%
0.98%
5.04%
1.22%
-0.93%
1.42%
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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.
Risk-Adjusted Performance
MWTIX vs. VBTIX — Risk-Adjusted Performance Rank
MWTIX
VBTIX
MWTIX vs. VBTIX - 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 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.
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Dividends
MWTIX vs. VBTIX - Dividend Comparison
MWTIX's dividend yield for the trailing twelve months is around 4.44%, more than VBTIX's 3.79% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MWTIX Metropolitan West Total Return Bond Fund Class I | 4.44% | 4.67% | 4.11% | 2.93% | 1.33% | 6.59% | 3.61% | 2.73% | 2.16% | 3.52% | 2.95% | 2.55% |
VBTIX Vanguard Total Bond Market Index Fund Institutional Shares | 3.79% | 3.69% | 3.12% | 2.63% | 2.13% | 2.41% | 2.74% | 2.81% | 2.58% | 2.54% | 2.60% | 2.83% |
Drawdowns
MWTIX vs. VBTIX - Drawdown Comparison
The maximum MWTIX drawdown since its inception was -19.86%, which is greater than VBTIX's maximum drawdown of -18.66%. Use the drawdown chart below to compare losses from any high point for MWTIX and VBTIX.
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Volatility
MWTIX vs. VBTIX - Volatility Comparison
Metropolitan West Total Return Bond Fund Class I (MWTIX) has a higher volatility of 1.73% compared to Vanguard Total Bond Market Index Fund Institutional Shares (VBTIX) at 1.43%. 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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