MXIIX vs. MWTIX
Compare and contrast key facts about Touchstone Flexible Income Fund (MXIIX) and Metropolitan West Total Return Bond Fund Class I (MWTIX).
MXIIX is managed by Touchstone. It was launched on Aug 31, 1998. MWTIX is managed by Metropolitan West Funds.
Performance
MXIIX vs. MWTIX - Performance Comparison
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MXIIX vs. MWTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MXIIX Touchstone Flexible Income Fund | -0.48% | 6.11% | 4.82% | 7.96% | -8.14% | 3.17% | 8.15% | 8.73% | -1.47% | 6.75% |
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
As of year-to-date, both investments have demonstrated similar returns, with MXIIX at -0.48% and MWTIX at -0.48%. Over the past 10 years, MXIIX has outperformed MWTIX with an annualized return of 3.64%, while MWTIX has yielded a comparatively lower 1.64% annualized return.
MXIIX
- 1D
- 0.39%
- 1M
- -2.28%
- YTD
- -0.48%
- 6M
- 0.35%
- 1Y
- 4.19%
- 3Y*
- 5.58%
- 5Y*
- 2.53%
- 10Y*
- 3.64%
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%
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MXIIX vs. MWTIX - Expense Ratio Comparison
MXIIX has a 0.79% expense ratio, which is higher than MWTIX's 0.45% expense ratio.
Return for Risk
MXIIX vs. MWTIX — Risk / Return Rank
MXIIX
MWTIX
MXIIX vs. MWTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Touchstone Flexible Income Fund (MXIIX) 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.
| MXIIX | MWTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 0.86 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.24 | +0.32 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.15 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.57 | +0.17 |
Martin ratioReturn relative to average drawdown | 5.79 | 4.16 | +1.63 |
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
| MXIIX | MWTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 0.86 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.75 | -0.05 | +0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | 0.31 | +0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.92 | -0.23 |
Correlation
The correlation between MXIIX and MWTIX is 0.39, 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
MXIIX vs. MWTIX - Dividend Comparison
MXIIX's dividend yield for the trailing twelve months is around 5.15%, more than MWTIX's 3.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MXIIX Touchstone Flexible Income Fund | 5.15% | 4.66% | 4.03% | 3.77% | 4.70% | 3.49% | 4.66% | 3.84% | 4.04% | 2.72% | 2.91% | 3.30% |
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
MXIIX vs. MWTIX - Drawdown Comparison
The maximum MXIIX drawdown since its inception was -37.45%, which is greater than MWTIX's maximum drawdown of -20.58%. Use the drawdown chart below to compare losses from any high point for MXIIX and MWTIX.
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Drawdown Indicators
| MXIIX | MWTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.45% | -20.58% | -16.87% |
Max Drawdown (1Y)Largest decline over 1 year | -2.66% | -3.05% | +0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -11.59% | -20.51% | +8.92% |
Max Drawdown (10Y)Largest decline over 10 years | -15.21% | -20.58% | +5.37% |
Current DrawdownCurrent decline from peak | -2.28% | -4.67% | +2.39% |
Average DrawdownAverage peak-to-trough decline | -3.46% | -2.76% | -0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.80% | 1.15% | -0.35% |
Volatility
MXIIX vs. MWTIX - Volatility Comparison
The current volatility for Touchstone Flexible Income Fund (MXIIX) is 1.35%, while Metropolitan West Total Return Bond Fund Class I (MWTIX) has a volatility of 1.80%. This indicates that MXIIX 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
| MXIIX | MWTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.35% | 1.80% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 2.22% | 2.91% | -0.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.75% | 4.89% | -1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.38% | 6.61% | -3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.39% | 5.30% | -0.91% |