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MWUSX vs. MWTIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MWUSX vs. MWTIX - 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 Total Return Bond Fund Class I (MWTIX). The values are adjusted to include any dividend payments, if applicable.

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MWUSX vs. MWTIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MWUSX
Metropolitan West Ultra Short Bond Fund
0.23%5.15%4.44%4.09%-2.78%-0.30%1.18%2.95%2.36%0.83%
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%

Returns By Period

In the year-to-date period, MWUSX achieves a 0.23% return, which is significantly higher than MWTIX's -0.48% return. Over the past 10 years, MWUSX has outperformed MWTIX with an annualized return of 1.87%, while MWTIX has yielded a comparatively lower 1.64% annualized return.


MWUSX

1D
0.24%
1M
-0.48%
YTD
0.23%
6M
1.34%
1Y
3.84%
3Y*
4.09%
5Y*
2.21%
10Y*
1.87%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MWUSX vs. MWTIX - Expense Ratio Comparison

MWUSX has a 0.50% expense ratio, which is higher than MWTIX's 0.45% expense ratio.


Return for Risk

MWUSX vs. MWTIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MWUSX
MWUSX Risk / Return Rank: 9696
Overall Rank
MWUSX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
MWUSX Sortino Ratio Rank: 9696
Sortino Ratio Rank
MWUSX Omega Ratio Rank: 9797
Omega Ratio Rank
MWUSX Calmar Ratio Rank: 9999
Calmar Ratio Rank
MWUSX Martin Ratio Rank: 9898
Martin Ratio Rank

MWTIX
MWTIX Risk / Return Rank: 4545
Overall Rank
MWTIX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
MWTIX Sortino Ratio Rank: 4141
Sortino Ratio Rank
MWTIX Omega Ratio Rank: 3030
Omega Ratio Rank
MWTIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
MWTIX Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MWUSX vs. MWTIX - 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 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.


MWUSXMWTIXDifference

Sharpe ratio

Return per unit of total volatility

2.00

0.86

+1.14

Sortino ratio

Return per unit of downside risk

3.53

1.24

+2.28

Omega ratio

Gain probability vs. loss probability

1.72

1.15

+0.57

Calmar ratio

Return relative to maximum drawdown

5.87

1.57

+4.30

Martin ratio

Return relative to average drawdown

22.19

4.16

+18.03

MWUSX vs. MWTIX - Sharpe Ratio Comparison

The current MWUSX Sharpe Ratio is 2.00, which is higher than the MWTIX Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of MWUSX and MWTIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MWUSXMWTIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

0.86

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

-0.05

+0.96

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.99

0.31

+0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.92

-0.12

Correlation

The correlation between MWUSX and MWTIX is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

MWUSX vs. MWTIX - Dividend Comparison

MWUSX's dividend yield for the trailing twelve months is around 3.28%, less than MWTIX's 3.64% yield.


TTM20252024202320222021202020192018201720162015
MWUSX
Metropolitan West Ultra Short Bond Fund
3.28%3.80%3.59%3.25%1.28%0.41%0.93%2.67%2.56%1.06%1.18%0.65%
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%

Drawdowns

MWUSX vs. MWTIX - Drawdown Comparison

The maximum MWUSX drawdown since its inception was -25.25%, which is greater than MWTIX's maximum drawdown of -20.58%. Use the drawdown chart below to compare losses from any high point for MWUSX and MWTIX.


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Drawdown Indicators


MWUSXMWTIXDifference

Max Drawdown

Largest peak-to-trough decline

-25.25%

-20.58%

-4.67%

Max Drawdown (1Y)

Largest decline over 1 year

-0.72%

-3.05%

+2.33%

Max Drawdown (5Y)

Largest decline over 5 years

-5.06%

-20.51%

+15.45%

Max Drawdown (10Y)

Largest decline over 10 years

-5.06%

-20.58%

+15.52%

Current Drawdown

Current decline from peak

-0.48%

-4.67%

+4.19%

Average Drawdown

Average peak-to-trough decline

-1.77%

-2.76%

+0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.19%

1.15%

-0.96%

Volatility

MWUSX vs. MWTIX - Volatility Comparison

The current volatility for Metropolitan West Ultra Short Bond Fund (MWUSX) is 0.77%, while Metropolitan West Total Return Bond Fund Class I (MWTIX) has a volatility of 1.80%. This indicates that MWUSX experiences smaller price fluctuations and is considered to be less risky than MWTIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MWUSXMWTIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.77%

1.80%

-1.03%

Volatility (6M)

Calculated over the trailing 6-month period

1.51%

2.91%

-1.40%

Volatility (1Y)

Calculated over the trailing 1-year period

2.11%

4.89%

-2.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.44%

6.61%

-4.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.89%

5.30%

-3.41%