MWTIX vs. VWETX
Compare and contrast key facts about Metropolitan West Total Return Bond Fund Class I (MWTIX) and Vanguard Long-Term Investment-Grade Fund Admiral Shares (VWETX).
MWTIX is managed by Metropolitan West Funds. VWETX is managed by Vanguard. It was launched on Feb 12, 2001.
Performance
MWTIX vs. VWETX - Performance Comparison
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MWTIX vs. VWETX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MWTIX Metropolitan West Total Return Bond Fund Class I | -0.26% | 7.51% | 0.77% | 6.02% | -15.49% | -1.32% | 9.00% | 9.10% | 0.36% | 3.43% |
VWETX Vanguard Long-Term Investment-Grade Fund Admiral Shares | -1.25% | 7.31% | -2.70% | 8.92% | -25.54% | -2.79% | 15.50% | 20.56% | -6.17% | 12.08% |
Returns By Period
In the year-to-date period, MWTIX achieves a -0.26% return, which is significantly higher than VWETX's -1.25% return. Over the past 10 years, MWTIX has underperformed VWETX with an annualized return of 1.67%, while VWETX has yielded a comparatively higher 1.83% annualized 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%
VWETX
- 1D
- 0.40%
- 1M
- -2.97%
- YTD
- -1.25%
- 6M
- -1.80%
- 1Y
- 2.59%
- 3Y*
- 2.04%
- 5Y*
- -2.27%
- 10Y*
- 1.83%
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MWTIX vs. VWETX - Expense Ratio Comparison
MWTIX has a 0.45% expense ratio, which is higher than VWETX's 0.12% expense ratio.
Return for Risk
MWTIX vs. VWETX — Risk / Return Rank
MWTIX
VWETX
MWTIX vs. VWETX - 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 Long-Term Investment-Grade Fund Admiral Shares (VWETX). 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 | VWETX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.35 | +0.48 |
Sortino ratioReturn per unit of downside risk | 1.19 | 0.53 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.07 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 0.73 | +0.72 |
Martin ratioReturn relative to average drawdown | 3.83 | 1.77 | +2.06 |
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 | VWETX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.35 | +0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.05 | -0.19 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.17 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.93 | 0.48 | +0.44 |
Correlation
The correlation between MWTIX and VWETX is 0.82, 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. VWETX - Dividend Comparison
MWTIX's dividend yield for the trailing twelve months is around 3.63%, less than VWETX's 4.76% 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% |
VWETX Vanguard Long-Term Investment-Grade Fund Admiral Shares | 4.76% | 5.06% | 5.10% | 4.26% | 4.54% | 4.86% | 6.99% | 5.11% | 4.40% | 5.60% | 6.25% | 7.49% |
Drawdowns
MWTIX vs. VWETX - Drawdown Comparison
The maximum MWTIX drawdown since its inception was -20.58%, smaller than the maximum VWETX drawdown of -36.04%. Use the drawdown chart below to compare losses from any high point for MWTIX and VWETX.
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Drawdown Indicators
| MWTIX | VWETX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.58% | -36.04% | +15.46% |
Max Drawdown (1Y)Largest decline over 1 year | -3.05% | -5.44% | +2.39% |
Max Drawdown (5Y)Largest decline over 5 years | -20.51% | -34.42% | +13.91% |
Max Drawdown (10Y)Largest decline over 10 years | -20.58% | -36.04% | +15.46% |
Current DrawdownCurrent decline from peak | -4.46% | -20.25% | +15.79% |
Average DrawdownAverage peak-to-trough decline | -2.76% | -7.12% | +4.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 2.25% | -1.09% |
Volatility
MWTIX vs. VWETX - Volatility Comparison
The current volatility for Metropolitan West Total Return Bond Fund Class I (MWTIX) is 1.74%, while Vanguard Long-Term Investment-Grade Fund Admiral Shares (VWETX) has a volatility of 3.42%. This indicates that MWTIX experiences smaller price fluctuations and is considered to be less risky than VWETX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWTIX | VWETX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.74% | 3.42% | -1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 2.91% | 5.29% | -2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.89% | 8.97% | -4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.61% | 12.10% | -5.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.30% | 10.85% | -5.55% |