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MWUSX vs. MWIGX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MWUSX vs. MWIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Metropolitan West Ultra Short Bond Fund (MWUSX) and Metropolitan West Investment Grade Credit Fund (MWIGX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MWUSX achieves a 1.24% return, which is significantly higher than MWIGX's -0.32% return.


MWUSX

1D
0.24%
1M
0.00%
6M
0.75%
YTD
1.24%
1Y
3.32%
3Y*
4.32%
5Y*
2.32%
10Y*
1.93%
ALL TIME*
1.83%

MWIGX

1D
0.13%
1M
-0.88%
6M
-0.64%
YTD
-0.32%
1Y
2.21%
3Y*
5.10%
5Y*
0.42%
10Y*
ALL TIME*
3.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

MWUSX vs. MWIGX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
MWUSX
Metropolitan West Ultra Short Bond Fund
1.24%5.15%4.44%4.09%-2.78%-0.30%1.18%2.95%1.06%
MWIGX
Metropolitan West Investment Grade Credit Fund
-0.32%7.99%3.82%6.55%-13.01%-1.13%8.41%11.21%4.27%

Correlation

The correlation between MWUSX and MWIGX is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.56

Correlation (3Y)
Balances recent behavior with more history.

0.65

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.66

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2018

0.61

The correlation between MWUSX and MWIGX shifts across timeframes, from 0.56 (1 year) to 0.66 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

MWUSX vs. MWIGX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MWUSX
MWUSX Risk / Return Rank: 9393
Overall Rank
MWUSX Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
MWUSX Sortino Ratio Rank: 9292
Sortino Ratio Rank
MWUSX Omega Ratio Rank: 9797
Omega Ratio Rank
MWUSX Calmar Ratio Rank: 9898
Calmar Ratio Rank
MWUSX Martin Ratio Rank: 9898
Martin Ratio Rank

MWIGX
MWIGX Risk / Return Rank: 3131
Overall Rank
MWIGX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
MWIGX Sortino Ratio Rank: 3333
Sortino Ratio Rank
MWIGX Omega Ratio Rank: 3131
Omega Ratio Rank
MWIGX Calmar Ratio Rank: 3131
Calmar Ratio Rank
MWIGX Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MWUSX vs. MWIGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Metropolitan West Ultra Short Bond Fund (MWUSX) and Metropolitan West Investment Grade Credit Fund (MWIGX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MWUSXMWIGXDifference
Sharpe ratioReturn per unit of total volatility

+0.96

Sortino ratioReturn per unit of downside risk

+1.98

Omega ratioGain probability vs. loss probability

1.74

1.19

+0.55

Calmar ratioReturn relative to maximum drawdown

5.83

1.42

+4.41

Martin ratioReturn relative to average drawdown

25.11

3.95

+21.16

MWUSX vs. MWIGX - Sharpe Ratio Comparison

The current MWUSX Sharpe Ratio is 2.01, which is higher than the MWIGX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of MWUSX and MWIGX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MWUSX vs. MWIGX - Drawdown Comparison

The maximum MWUSX drawdown since its inception was -25.25%, which is greater than MWIGX's maximum drawdown of -18.32%. Use the drawdown chart below to compare losses from any high point for MWUSX and MWIGX.


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Drawdown Indicators


MWUSXMWIGXDifference

Max Drawdown

Largest peak-to-trough decline

-25.25%

-18.32%

-6.93%

Max Drawdown (1Y)

Largest decline over 1 year

-0.72%

-2.35%

+1.63%

Max Drawdown (3Y)

Largest decline over 3 years

-1.10%

-3.48%

+2.38%

Max Drawdown (5Y)

Largest decline over 5 years

-5.06%

-18.23%

+13.17%

Max Drawdown (10Y)

Largest decline over 10 years

-5.06%

Current Drawdown

Current decline from peak

0.00%

-1.57%

+1.57%

Average Drawdown

Average peak-to-trough decline

-1.75%

-4.40%

+2.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.17%

0.84%

-0.67%

Volatility

MWUSX vs. MWIGX - Volatility Comparison

The current volatility for Metropolitan West Ultra Short Bond Fund (MWUSX) is 0.49%, while Metropolitan West Investment Grade Credit Fund (MWIGX) has a volatility of 0.77%. This indicates that MWUSX experiences smaller price fluctuations and is considered to be less risky than MWIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MWUSXMWIGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

0.77%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

1.53%

2.57%

-1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

2.09%

3.18%

-1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.48%

4.95%

-2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.92%

4.73%

-2.81%

MWUSX vs. MWIGX - Expense Ratio Comparison

MWUSX has a 0.50% expense ratio, which is lower than MWIGX's 1.87% expense ratio.


Dividends

MWUSX vs. MWIGX - Dividend Comparison

MWUSX's dividend yield for the trailing twelve months is around 3.51%, less than MWIGX's 3.77% yield.


PositionTTM20252024202320222021202020192018201720162015
MWIGX
Metropolitan West Investment Grade Credit Fund
3.77%3.70%4.52%4.97%6.33%4.25%9.21%12.03%3.98%0.00%0.00%0.00%
MWUSX
Metropolitan West Ultra Short Bond Fund
3.51%3.80%3.59%3.25%1.28%0.41%0.93%2.67%2.56%1.06%1.18%0.65%

Frequently Asked Questions


MWUSX and MWIGX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MWIGX has higher volatility (0.77%) compared to MWUSX (0.49%). In terms of maximum drawdown, MWUSX dropped -25.25% vs MWIGX's -18.32%.

MWUSX currently has the higher Sharpe Ratio (2.01 vs 1.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MWUSX and MWIGX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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