MWTRX vs. VTI
Compare and contrast key facts about Metropolitan West Total Return Bond Fund (MWTRX) and Vanguard Total Stock Market ETF (VTI).
MWTRX is managed by Metropolitan West Funds. It was launched on Mar 31, 1997. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MWTRX or VTI.
Key characteristics
| MWTRX | VTI | |
|---|---|---|
| YTD Return | 1.78% | 26.35% |
| 1Y Return | 9.43% | 40.48% |
| 3Y Return (Ann) | -3.15% | 8.68% |
| 5Y Return (Ann) | -1.26% | 15.37% |
| 10Y Return (Ann) | 0.49% | 12.90% |
| Sharpe Ratio | 1.25 | 3.10 |
| Sortino Ratio | 1.82 | 4.13 |
| Omega Ratio | 1.23 | 1.58 |
| Calmar Ratio | 0.41 | 4.21 |
| Martin Ratio | 4.25 | 20.25 |
| Ulcer Index | 2.01% | 1.94% |
| Daily Std Dev | 6.83% | 12.68% |
| Max Drawdown | -23.59% | -55.45% |
| Current Drawdown | -13.57% | 0.00% |
Correlation
The correlation between MWTRX and VTI is -0.13. 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.
Performance
MWTRX vs. VTI - Performance Comparison
In the year-to-date period, MWTRX achieves a 1.78% return, which is significantly lower than VTI's 26.35% return. Over the past 10 years, MWTRX has underperformed VTI with an annualized return of 0.49%, while VTI has yielded a comparatively higher 12.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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MWTRX vs. VTI - Expense Ratio Comparison
MWTRX has a 0.65% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
MWTRX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Metropolitan West Total Return Bond Fund (MWTRX) and Vanguard Total Stock Market ETF (VTI). 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.
Dividends
MWTRX vs. VTI - Dividend Comparison
MWTRX's dividend yield for the trailing twelve months is around 4.13%, more than VTI's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MWTRX Metropolitan West Total Return Bond Fund | 4.13% | 3.87% | 2.67% | 1.08% | 1.57% | 2.54% | 2.51% | 1.92% | 1.84% | 1.59% | 2.03% | 2.91% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
MWTRX vs. VTI - Drawdown Comparison
The maximum MWTRX drawdown since its inception was -23.59%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for MWTRX and VTI. For additional features, visit the drawdowns tool.
Volatility
MWTRX vs. VTI - Volatility Comparison
The current volatility for Metropolitan West Total Return Bond Fund (MWTRX) is 1.87%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.11%. This indicates that MWTRX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.