Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| MWTRX (METROPOLITAN WEST TOTAL RETURN BOND FUND CLASS M) | 3.75% | 5.53% | 1.81% | -1.10% | 1.50% | 2.73% | 3.85% | 4.30% |
Data as of 07/03/2025, AR inception is 04/17/1998
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| MWTRX (METROPOLITAN WEST TOTAL RETURN BOND FUND CLASS M) | 04/17/1998 | 07/03/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.34 | 5.53 | 1.81 | -1.10 | 1.50 | 2.73 | 3.85 | 4.30 | 3.75 | 0.73 | 5.78 | -14.89 | -1.34 | 8.91 | 8.94 | -0.04 | 3.11 | 2.35 | -0.04 | 5.82 | 0.20 | 11.45 | 5.22 | 11.11 | 17.14 | -1.45 | 6.27 | 7.02 | 3.12 | 5.22 | 13.60 | -2.83 | 5.37 | 8.58 | 1.62 | 6.22 |
| Sharpe Ratio | NA | 0.38 | -0.19 | -0.48 | 0.02 | NA | NA | 0.61 | 0.73 | -0.45 | 0.26 | -1.99 | -0.41 | 1.72 | 2.14 | -0.49 | 0.91 | 0.74 | -0.02 | 2.46 | 0.05 | 4.88 | 1.61 | 2.87 | 3.37 | -0.37 | 0.79 | 1.07 | 0.30 | 1.05 | 3.07 | -0.62 | 0.62 | 0.95 | -0.38 | 1.10 |
| Standard Deviation(%) | NA | 6.10 | 7.52 | 6.51 | 5.25 | NA | NA | 4.66 | 6.23 | 6.42 | 8.35 | 8.24 | 3.33 | 5.01 | 3.49 | 2.92 | 2.69 | 2.86 | 3.38 | 2.36 | 3.09 | 2.36 | 3.23 | 3.84 | 5.05 | 6.52 | 3.99 | 3.39 | 2.91 | 4.04 | 4.19 | 6.45 | 4.79 | 4.61 | 4.63 | 4.98 |
| Draw Down(%) | NA | 5.85 | 11.18 | 20.09 | 20.09 | NA | NA | 20.09 | 3.17 | 5.27 | 8.82 | 19.00 | 3.24 | 7.84 | 2.06 | 2.85 | 1.46 | 3.90 | 2.49 | 1.01 | 4.62 | 0.95 | 1.53 | 2.92 | 4.01 | 9.18 | 2.45 | 1.38 | 2.22 | 4.41 | 3.41 | 10.36 | 4.09 | 3.23 | 3.01 | 2.67 |
| Yield(%) | 0.32 | 4.21 | 3.68 | 3.26 | 3.11 | 3.62 | 4.29 | 4.55 | 1.81 | 4.32 | 3.93 | 2.24 | 1.07 | 6.61 | 3.55 | 2.45 | 1.95 | 3.10 | 2.62 | 2.36 | 3.42 | 6.13 | 5.21 | 6.08 | 6.63 | 6.87 | 4.94 | 5.08 | 5.57 | 6.02 | 6.49 | 5.44 | 4.86 | 7.61 | 7.15 | 5.01 |
Data as of 07/03/2025, AR inception is 04/17/1998
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MWTRX (METROPOLITAN WEST TOTAL RETURN BOND FUND CLASS M) |
-6.36%
Oct 2020 - Oct 2023 |
-1.05%
May 2020 - May 2025 |
0.63%
Oct 2013 - Oct 2023 |
2.76%
May 2010 - May 2025 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| MWTRX (METROPOLITAN WEST TOTAL RETURN BOND FUND CLASS M) |
12.43%
Oct 2008 - Oct 2011 |
9.92%
Oct 2008 - Oct 2013 |
8.10%
Oct 2002 - Oct 2012 |
6.40%
Jan 2000 - Jan 2015 |
Annualized Rolling Returns Comparison Chart