TFAZX vs. MWTIX
Compare and contrast key facts about TFA Tactical Income Fund (TFAZX) and Metropolitan West Total Return Bond Fund Class I (MWTIX).
TFAZX is managed by Tactical Fund Advisors. It was launched on Jun 9, 2019. MWTIX is managed by Metropolitan West Funds.
Performance
TFAZX vs. MWTIX - Performance Comparison
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TFAZX vs. MWTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TFAZX TFA Tactical Income Fund | -2.48% | 5.78% | -1.56% | -0.20% | -9.93% | 5.85% | 2.99% | 4.44% |
MWTIX Metropolitan West Total Return Bond Fund Class I | -0.48% | 7.51% | 0.77% | 6.02% | -15.49% | -1.32% | 9.00% | 3.44% |
Returns By Period
In the year-to-date period, TFAZX achieves a -2.48% return, which is significantly lower than MWTIX's -0.48% return.
TFAZX
- 1D
- 0.12%
- 1M
- -3.61%
- YTD
- -2.48%
- 6M
- -1.99%
- 1Y
- 3.79%
- 3Y*
- 0.21%
- 5Y*
- -0.93%
- 10Y*
- —
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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TFAZX vs. MWTIX - Expense Ratio Comparison
TFAZX has a 1.97% expense ratio, which is higher than MWTIX's 0.45% expense ratio.
Return for Risk
TFAZX vs. MWTIX — Risk / Return Rank
TFAZX
MWTIX
TFAZX vs. MWTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TFA Tactical Income Fund (TFAZX) 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.
| TFAZX | MWTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.69 | 0.86 | -0.18 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.24 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.15 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.82 | 1.57 | -0.75 |
Martin ratioReturn relative to average drawdown | 3.25 | 4.16 | -0.91 |
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
| TFAZX | MWTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.69 | 0.86 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.17 | -0.05 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.08 | 0.92 | -0.84 |
Correlation
The correlation between TFAZX 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
TFAZX vs. MWTIX - Dividend Comparison
TFAZX's dividend yield for the trailing twelve months is around 2.22%, less than MWTIX's 3.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TFAZX TFA Tactical Income Fund | 2.22% | 2.16% | 0.00% | 3.05% | 0.97% | 16.23% | 1.04% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% |
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
TFAZX vs. MWTIX - Drawdown Comparison
The maximum TFAZX drawdown since its inception was -17.69%, smaller than the maximum MWTIX drawdown of -20.58%. Use the drawdown chart below to compare losses from any high point for TFAZX and MWTIX.
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Drawdown Indicators
| TFAZX | MWTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.69% | -20.58% | +2.89% |
Max Drawdown (1Y)Largest decline over 1 year | -3.84% | -3.05% | -0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -16.73% | -20.51% | +3.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -20.58% | — |
Current DrawdownCurrent decline from peak | -10.40% | -4.67% | -5.73% |
Average DrawdownAverage peak-to-trough decline | -8.06% | -2.76% | -5.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 1.15% | -0.18% |
Volatility
TFAZX vs. MWTIX - Volatility Comparison
TFA Tactical Income Fund (TFAZX) has a higher volatility of 2.61% compared to Metropolitan West Total Return Bond Fund Class I (MWTIX) at 1.80%. This indicates that TFAZX's price experiences larger fluctuations and is considered to be riskier 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
| TFAZX | MWTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.61% | 1.80% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 4.19% | 2.91% | +1.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.58% | 4.89% | +0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.58% | 6.61% | -1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.02% | 5.30% | +1.72% |