VWETX vs. MWTIX
Compare and contrast key facts about Vanguard Long-Term Investment-Grade Fund Admiral Shares (VWETX) and Metropolitan West Total Return Bond Fund Class I (MWTIX).
VWETX is managed by Vanguard. It was launched on Feb 12, 2001. MWTIX is managed by Metropolitan West Funds.
Performance
VWETX vs. MWTIX - Performance Comparison
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VWETX vs. MWTIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VWETX Vanguard Long-Term Investment-Grade Fund Admiral Shares | -1.25% | 7.31% | -2.70% | 8.92% | -25.54% | -2.79% | 15.50% | 20.56% | -6.17% | 12.08% |
MWTIX Metropolitan West Total Return Bond Fund Class I | -0.26% | 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, VWETX achieves a -1.25% return, which is significantly lower than MWTIX's -0.26% return. Over the past 10 years, VWETX has outperformed MWTIX with an annualized return of 1.83%, while MWTIX has yielded a comparatively lower 1.67% annualized return.
VWETX
- 1D
- 0.40%
- 1M
- -2.97%
- YTD
- -1.25%
- 6M
- -1.80%
- 1Y
- 2.59%
- 3Y*
- 2.04%
- 5Y*
- -2.27%
- 10Y*
- 1.83%
MWTIX
- 1D
- 0.22%
- 1M
- -1.62%
- YTD
- -0.26%
- 6M
- 0.54%
- 1Y
- 3.68%
- 3Y*
- 3.56%
- 5Y*
- -0.35%
- 10Y*
- 1.67%
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VWETX vs. MWTIX - Expense Ratio Comparison
VWETX has a 0.12% expense ratio, which is lower than MWTIX's 0.45% expense ratio.
Return for Risk
VWETX vs. MWTIX — Risk / Return Rank
VWETX
MWTIX
VWETX vs. MWTIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Investment-Grade Fund Admiral Shares (VWETX) 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.
| VWETX | MWTIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.35 | 0.83 | -0.48 |
Sortino ratioReturn per unit of downside risk | 0.53 | 1.19 | -0.66 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.14 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.73 | 1.45 | -0.72 |
Martin ratioReturn relative to average drawdown | 1.77 | 3.83 | -2.06 |
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
| VWETX | MWTIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 0.83 | -0.48 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | -0.05 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.32 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.93 | -0.44 |
Correlation
The correlation between VWETX and MWTIX is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
VWETX vs. MWTIX - Dividend Comparison
VWETX's dividend yield for the trailing twelve months is around 4.76%, more than MWTIX's 3.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VWETX Vanguard Long-Term Investment-Grade Fund Admiral Shares | 4.76% | 5.06% | 5.10% | 4.26% | 4.54% | 4.86% | 6.99% | 5.11% | 4.40% | 5.60% | 6.25% | 7.49% |
MWTIX Metropolitan West Total Return Bond Fund Class I | 3.63% | 3.89% | 4.38% | 4.11% | 2.08% | 1.12% | 6.48% | 3.61% | 2.91% | 2.14% | 3.35% | 2.94% |
Drawdowns
VWETX vs. MWTIX - Drawdown Comparison
The maximum VWETX drawdown since its inception was -36.04%, which is greater than MWTIX's maximum drawdown of -20.58%. Use the drawdown chart below to compare losses from any high point for VWETX and MWTIX.
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Drawdown Indicators
| VWETX | MWTIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.04% | -20.58% | -15.46% |
Max Drawdown (1Y)Largest decline over 1 year | -5.44% | -3.05% | -2.39% |
Max Drawdown (5Y)Largest decline over 5 years | -34.42% | -20.51% | -13.91% |
Max Drawdown (10Y)Largest decline over 10 years | -36.04% | -20.58% | -15.46% |
Current DrawdownCurrent decline from peak | -20.25% | -4.46% | -15.79% |
Average DrawdownAverage peak-to-trough decline | -7.12% | -2.76% | -4.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 1.16% | +1.09% |
Volatility
VWETX vs. MWTIX - Volatility Comparison
Vanguard Long-Term Investment-Grade Fund Admiral Shares (VWETX) has a higher volatility of 3.42% compared to Metropolitan West Total Return Bond Fund Class I (MWTIX) at 1.74%. This indicates that VWETX'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
| VWETX | MWTIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.42% | 1.74% | +1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 5.29% | 2.91% | +2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.97% | 4.89% | +4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.10% | 6.61% | +5.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.85% | 5.30% | +5.55% |