MWTIX vs. VTBNX
Compare and contrast key facts about Metropolitan West Total Return Bond Fund Class I (MWTIX) and Vanguard Total Bond Market II Index Fund (VTBNX).
MWTIX is managed by Metropolitan West Funds. VTBNX is managed by Vanguard.
Performance
MWTIX vs. VTBNX - Performance Comparison
Loading graphics...
MWTIX vs. VTBNX - 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% |
VTBNX Vanguard Total Bond Market II Index Fund | -0.60% | 7.18% | 1.32% | 5.68% | -13.12% | -1.82% | 7.39% | 8.71% | -0.27% | 3.62% |
Returns By Period
In the year-to-date period, MWTIX achieves a -0.48% return, which is significantly higher than VTBNX's -0.60% return. Both investments have delivered pretty close results over the past 10 years, with MWTIX having a 1.64% annualized return and VTBNX not far behind at 1.56%.
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%
VTBNX
- 1D
- 0.42%
- 1M
- -2.26%
- YTD
- -0.60%
- 6M
- 0.40%
- 1Y
- 3.62%
- 3Y*
- 3.40%
- 5Y*
- 0.22%
- 10Y*
- 1.56%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
MWTIX vs. VTBNX - Expense Ratio Comparison
MWTIX has a 0.45% expense ratio, which is higher than VTBNX's 0.02% expense ratio.
Return for Risk
MWTIX vs. VTBNX — Risk / Return Rank
MWTIX
VTBNX
MWTIX vs. VTBNX - 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 II Index Fund (VTBNX). 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 | VTBNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.98 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.24 | 1.41 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.15 | 1.17 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.57 | 1.77 | -0.21 |
Martin ratioReturn relative to average drawdown | 4.16 | 5.02 | -0.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MWTIX | VTBNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.98 | -0.11 |
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 | 0.36 | +0.56 |
Correlation
The correlation between MWTIX and VTBNX is 0.95, 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. VTBNX - Dividend Comparison
MWTIX's dividend yield for the trailing twelve months is around 3.64%, less than VTBNX's 3.68% 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% |
VTBNX Vanguard Total Bond Market II Index Fund | 3.68% | 3.95% | 3.77% | 3.13% | 2.54% | 1.82% | 3.12% | 2.79% | 2.56% | 2.52% | 2.55% | 0.00% |
Drawdowns
MWTIX vs. VTBNX - Drawdown Comparison
The maximum MWTIX drawdown since its inception was -20.58%, which is greater than VTBNX's maximum drawdown of -18.71%. Use the drawdown chart below to compare losses from any high point for MWTIX and VTBNX.
Loading graphics...
Drawdown Indicators
| MWTIX | VTBNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.58% | -18.71% | -1.87% |
Max Drawdown (1Y)Largest decline over 1 year | -3.05% | -2.67% | -0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -20.51% | -18.05% | -2.46% |
Max Drawdown (10Y)Largest decline over 10 years | -20.58% | -18.71% | -1.87% |
Current DrawdownCurrent decline from peak | -4.67% | -3.11% | -1.56% |
Average DrawdownAverage peak-to-trough decline | -2.76% | -4.91% | +2.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.15% | 0.94% | +0.21% |
Volatility
MWTIX vs. VTBNX - Volatility Comparison
Metropolitan West Total Return Bond Fund Class I (MWTIX) has a higher volatility of 1.80% compared to Vanguard Total Bond Market II Index Fund (VTBNX) at 1.52%. This indicates that MWTIX's price experiences larger fluctuations and is considered to be riskier than VTBNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| MWTIX | VTBNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.80% | 1.52% | +0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 2.91% | 2.54% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.89% | 4.32% | +0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.61% | 5.92% | +0.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.30% | 4.91% | +0.39% |