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WACPX vs. MWTRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WACPX and MWTRX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

WACPX vs. MWTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Asset Core Plus Bond Fund Class I (WACPX) and Metropolitan West Total Return Bond Fund (MWTRX). The values are adjusted to include any dividend payments, if applicable.

120.00%140.00%160.00%180.00%200.00%220.00%240.00%December2025FebruaryMarchAprilMay
122.23%
239.66%
WACPX
MWTRX

Key characteristics

Sharpe Ratio

WACPX:

0.81

MWTRX:

1.01

Sortino Ratio

WACPX:

1.20

MWTRX:

1.48

Omega Ratio

WACPX:

1.14

MWTRX:

1.18

Calmar Ratio

WACPX:

0.25

MWTRX:

0.45

Martin Ratio

WACPX:

1.76

MWTRX:

2.40

Ulcer Index

WACPX:

2.66%

MWTRX:

2.61%

Daily Std Dev

WACPX:

5.80%

MWTRX:

6.19%

Max Drawdown

WACPX:

-26.53%

MWTRX:

-20.08%

Current Drawdown

WACPX:

-14.60%

MWTRX:

-8.00%

Returns By Period

In the year-to-date period, WACPX achieves a 2.42% return, which is significantly lower than MWTRX's 2.82% return. Over the past 10 years, WACPX has underperformed MWTRX with an annualized return of 1.10%, while MWTRX has yielded a comparatively higher 1.35% annualized return.


WACPX

YTD

2.42%

1M

0.22%

6M

1.90%

1Y

4.21%

5Y*

-1.61%

10Y*

1.10%

MWTRX

YTD

2.82%

1M

0.00%

6M

2.78%

1Y

5.90%

5Y*

-0.80%

10Y*

1.35%

*Annualized

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WACPX vs. MWTRX - Expense Ratio Comparison

WACPX has a 0.45% expense ratio, which is lower than MWTRX's 0.65% expense ratio.


Risk-Adjusted Performance

WACPX vs. MWTRX — Risk-Adjusted Performance Rank

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

WACPX
The Risk-Adjusted Performance Rank of WACPX is 5555
Overall Rank
The Sharpe Ratio Rank of WACPX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of WACPX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of WACPX is 5757
Omega Ratio Rank
The Calmar Ratio Rank of WACPX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of WACPX is 4949
Martin Ratio Rank

MWTRX
The Risk-Adjusted Performance Rank of MWTRX is 6767
Overall Rank
The Sharpe Ratio Rank of MWTRX is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of MWTRX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of MWTRX is 7171
Omega Ratio Rank
The Calmar Ratio Rank of MWTRX is 5353
Calmar Ratio Rank
The Martin Ratio Rank of MWTRX is 5959
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

WACPX vs. MWTRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Asset Core Plus Bond Fund Class I (WACPX) and Metropolitan West Total Return Bond Fund (MWTRX). 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.


The current WACPX Sharpe Ratio is 0.81, which is comparable to the MWTRX Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of WACPX and MWTRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
0.81
1.01
WACPX
MWTRX

Dividends

WACPX vs. MWTRX - Dividend Comparison

WACPX's dividend yield for the trailing twelve months is around 4.42%, more than MWTRX's 4.17% yield.


TTM20242023202220212020201920182017201620152014
WACPX
Western Asset Core Plus Bond Fund Class I
4.42%4.81%4.23%3.48%3.35%4.12%5.01%4.04%3.31%4.77%3.18%3.45%
MWTRX
Metropolitan West Total Return Bond Fund
4.17%4.45%3.88%2.68%1.10%6.48%3.39%2.51%1.90%3.10%2.69%2.29%

Drawdowns

WACPX vs. MWTRX - Drawdown Comparison

The maximum WACPX drawdown since its inception was -26.53%, which is greater than MWTRX's maximum drawdown of -20.08%. Use the drawdown chart below to compare losses from any high point for WACPX and MWTRX. For additional features, visit the drawdowns tool.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%December2025FebruaryMarchAprilMay
-14.60%
-8.00%
WACPX
MWTRX

Volatility

WACPX vs. MWTRX - Volatility Comparison

The current volatility for Western Asset Core Plus Bond Fund Class I (WACPX) is 1.88%, while Metropolitan West Total Return Bond Fund (MWTRX) has a volatility of 1.98%. This indicates that WACPX experiences smaller price fluctuations and is considered to be less risky than MWTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.40%1.60%1.80%2.00%2.20%2.40%December2025FebruaryMarchAprilMay
1.88%
1.98%
WACPX
MWTRX