C000201583 Performance — Metropolitan West Flexible Income Fund, Class I
Data updated: 2024-06-11
C000201583 returned +5.93% over one year to Mar 2024. The annualised 3-year return is +0.81%. The fund beat its Long-Term Securitized Bond category average: $100 invested three years ago grew to $102, against $94 for the category, and to $106 over one year, against $102. Volatility over the past three years was 5.96% a year. In the 12 months to Mar 2024 the fund took in a net $254.3M, and assets reached $355.57M.
C000201583 Growth of $100
What $100 invested in Metropolitan West Flexible Income Fund grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Long-Term Securitized Bond category average over the same months.
| Period | C000201583 | Category average |
|---|---|---|
| 1 year (Apr 2023 – Mar 2024) | $106 | $102 |
| 3 years (Apr 2021 – Mar 2024) | $102 | $94 |
| Since data start (Jul 2019 – Mar 2024) | $120 | $101 |
C000201583 Trailing Returns
Total returns to Mar 2024, from SEC N-PORT.
| Period | Total return |
|---|---|
| 1 year | +5.93% |
| 3 years (annualised) | +0.81% |
C000201583 Annual Returns
Calendar-year total returns of Metropolitan West Flexible Income Fund, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2024 (Jan–Mar) | +0.67% |
| 2023 | +9.13% |
| 2022 | −8.65% |
| 2021 | +2.23% |
| 2020 | +12.11% |
| 2019 (Jul–Dec) | +4.12% |
C000201583 Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | +0.5% | −0.9% | +1.1% | — | — | — | — | — | — | — | — | — |
| 2023 | +3.3% | −1.8% | +2.2% | +0.8% | −0.9% | −0.2% | +1.0% | +0.1% | −1.5% | −1.0% | +3.9% | +3.2% |
| 2022 | −1.2% | −1.1% | −1.8% | −2.2% | −0.2% | −2.5% | +2.7% | −1.6% | −3.8% | −0.2% | +2.9% | +0.2% |
| 2021 | +0.6% | −0.1% | −0.4% | +1.0% | +0.4% | +0.3% | +0.6% | +0.2% | +0.1% | −0.4% | −0.3% | +0.3% |
| 2020 | +1.6% | +1.6% | −1.9% | +3.1% | +1.4% | +1.5% | +0.8% | +0.4% | +0.3% | +0.2% | +1.8% | +0.7% |
| 2019 | — | — | — | — | — | — | 0.0% | +2.3% | +0.4% | +0.2% | +0.6% | +0.5% |
C000201583 Risk
Risk measures from monthly returns over Apr 2021 – Mar 2024.
- 3-year volatility (annualised): 5.96%
- 3-year Sharpe ratio: -0.62 (vs 4.5% risk-free rate)
- Best month: +3.89% (Nov 2023)
- Worst month: −3.83% (Sep 2022)
C000201583 Fund Flows
Monthly money in and out of Metropolitan West Flexible Income Fund, from SEC Form N-PORT.
- 12-month net flow: $254.3M
- 12-month gross sales (incl. reinvestments): $164.8M
- Sales ÷ redemptions: -1.84×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Mar 2024 | $10.2M | $5.1M | $5.1M |
| Feb 2024 | $11.2M | $7.7M | $3.5M |
| Jan 2024 | $24.6M | $7.8M | $16.9M |
| Dec 2023 | $11.1M | −$15.0M | $26.1M |
| Nov 2023 | $10.7M | −$15.7M | $26.4M |
| Oct 2023 | $9.9M | −$12.9M | $22.8M |
| Sep 2023 | $9.9M | −$10.1M | $20.0M |
| Aug 2023 | $30.9M | −$9.0M | $39.9M |
| Jul 2023 | $9.1M | −$15.2M | $24.3M |
| Jun 2023 | $10.3M | −$11.4M | $21.7M |
| May 2023 | $17.4M | −$14.3M | $31.7M |
| Apr 2023 | $9.6M | −$6.4M | $16.0M |
C000201583 Assets Under Management
Net assets of Metropolitan West Flexible Income Fund by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2024-03-28 | $355.57M |
| 2023-12-29 | $333.65M |
| 2023-09-29 | $333.23M |
| 2023-06-30 | $326.63M |
| 2023-03-31 | $329.28M |
| 2022-12-30 | $270.03M |
| 2022-09-30 | $232.27M |
| 2022-06-30 | $217.64M |
| 2022-03-31 | $208.82M |
| 2021-12-31 | $179.95M |
| 2021-09-30 | $178.03M |
| 2021-06-30 | $185.12M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.