MWTRX vs. MWTIX
Compare and contrast key facts about Metropolitan West Total Return Bond Fund (MWTRX) and Metropolitan West Total Return Bond Fund Class I (MWTIX).
MWTRX is managed by Metropolitan West Funds. It was launched on Mar 31, 1997. MWTIX is managed by Metropolitan West Funds.
Performance
MWTRX vs. MWTIX - Performance Comparison
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MWTRX vs. MWTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MWTRX Metropolitan West Total Return Bond Fund | -0.30% | 7.29% | 0.45% | 5.77% | -15.52% | -1.51% | 8.79% | 8.95% | 0.17% | 3.10% |
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% |
Returns By Period
In the year-to-date period, MWTRX achieves a -0.30% return, which is significantly lower than MWTIX's -0.26% return. Over the past 10 years, MWTRX has underperformed MWTIX with an annualized return of 1.47%, while MWTIX has yielded a comparatively higher 1.67% annualized return.
MWTRX
- 1D
- 0.22%
- 1M
- -1.73%
- YTD
- -0.30%
- 6M
- 0.42%
- 1Y
- 3.46%
- 3Y*
- 3.34%
- 5Y*
- -0.56%
- 10Y*
- 1.47%
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%
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MWTRX vs. MWTIX - Expense Ratio Comparison
MWTRX has a 0.65% expense ratio, which is higher than MWTIX's 0.45% expense ratio.
Return for Risk
MWTRX vs. MWTIX — Risk / Return Rank
MWTRX
MWTIX
MWTRX vs. MWTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Metropolitan West Total Return Bond Fund (MWTRX) and Metropolitan West Total Return Bond Fund Class I (MWTIX). 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.
| MWTRX | MWTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.78 | 0.83 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.12 | 1.19 | -0.07 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.14 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.33 | 1.45 | -0.13 |
Martin ratioReturn relative to average drawdown | 3.53 | 3.83 | -0.30 |
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
| MWTRX | MWTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.78 | 0.83 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | -0.05 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.32 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.00 | 0.93 | +0.07 |
Correlation
The correlation between MWTRX and MWTIX is 0.96, 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
MWTRX vs. MWTIX - Dividend Comparison
MWTRX's dividend yield for the trailing twelve months is around 3.42%, less than MWTIX's 3.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MWTRX Metropolitan West Total Return Bond Fund | 3.42% | 3.69% | 4.16% | 3.88% | 1.91% | 0.93% | 6.38% | 3.38% | 2.73% | 1.92% | 3.10% | 2.69% |
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% |
Drawdowns
MWTRX vs. MWTIX - Drawdown Comparison
The maximum MWTRX drawdown since its inception was -20.81%, roughly equal to the maximum MWTIX drawdown of -20.58%. Use the drawdown chart below to compare losses from any high point for MWTRX and MWTIX.
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Drawdown Indicators
| MWTRX | MWTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.81% | -20.58% | -0.23% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -3.05% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -20.67% | -20.51% | -0.16% |
Max Drawdown (10Y)Largest decline over 10 years | -20.81% | -20.58% | -0.23% |
Current DrawdownCurrent decline from peak | -5.44% | -4.46% | -0.98% |
Average DrawdownAverage peak-to-trough decline | -2.63% | -2.76% | +0.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 1.16% | +0.03% |
Volatility
MWTRX vs. MWTIX - Volatility Comparison
Metropolitan West Total Return Bond Fund (MWTRX) and Metropolitan West Total Return Bond Fund Class I (MWTIX) have volatilities of 1.71% and 1.74%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MWTRX | MWTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.71% | 1.74% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 2.89% | 2.91% | -0.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.92% | 4.89% | +0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.60% | 6.61% | -0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.28% | 5.30% | -0.02% |