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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DoubleLine Strategic Commodity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
DoubleLine Strategic Commodity Fund (DBCMX) has returned 23.68% so far this year and 28.84% over the past 12 months. Over the last ten years, DBCMX has returned 7.37% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
DoubleLine Strategic Commodity Fund
- 1D
- 0.45%
- 1M
- 13.32%
- YTD
- 23.68%
- 6M
- 26.71%
- 1Y
- 28.84%
- 3Y*
- 9.03%
- 5Y*
- 11.17%
- 10Y*
- 7.37%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 4, 2016, DBCMX's average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, your investment would double in approximately 8.5 years.
Historically, 56% of months were positive and 44% were negative. The best month was Mar 2026 with a return of +13.3%, while the worst month was Mar 2020 at -13.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.
On a daily basis, DBCMX closed higher 51% of trading days. The best single day was Mar 7, 2022 with a return of +10.0%, while the worst single day was Nov 26, 2021 at -6.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.85% | 4.10% | 13.32% | 23.68% | |||||||||
| 2025 | 1.28% | -0.70% | 1.28% | -4.62% | 0.88% | 3.20% | 1.41% | 0.97% | 0.00% | 1.10% | -0.00% | 1.33% | 6.10% |
| 2024 | 3.06% | 0.68% | 4.56% | 0.64% | -1.28% | -1.16% | -2.75% | -1.61% | -0.55% | -1.79% | -0.14% | 1.01% | 0.45% |
| 2023 | 2.33% | -4.56% | 0.00% | -0.66% | -6.54% | 5.00% | 7.21% | 1.14% | -0.38% | -2.27% | -1.16% | -3.33% | -3.96% |
| 2022 | 7.68% | 6.21% | 9.60% | 2.87% | 0.46% | -8.40% | -1.26% | -3.24% | -6.60% | 4.71% | 2.70% | -0.42% | 13.40% |
| 2021 | 3.70% | 10.24% | -2.93% | 8.01% | 2.60% | 0.38% | 1.96% | -1.65% | 0.65% | 4.63% | -6.38% | 7.53% | 31.24% |
Benchmark Metrics
DoubleLine Strategic Commodity Fund has an annualized alpha of 5.71%, beta of 0.20, and R² of 0.06 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (40.45%) than losses (37.34%) — typical of diversified or defensive assets.
- Beta of 0.20 may look defensive, but with R² of 0.06 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R² of 0.06 means this fund moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 5.71%
- Beta
- 0.20
- R²
- 0.06
- Upside Capture
- 40.45%
- Downside Capture
- 37.34%
Expense Ratio
DBCMX has a high expense ratio of 1.02%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
DBCMX ranks 94 for risk / return — in the top 94% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for DoubleLine Strategic Commodity Fund (DBCMX) and compare them to a chosen benchmark (S&P 500 Index).
| DBCMX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.29 | 0.90 | +1.39 |
Sortino ratioReturn per unit of downside risk | 3.02 | 1.39 | +1.64 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.21 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 3.64 | 1.40 | +2.24 |
Martin ratioReturn relative to average drawdown | 13.71 | 6.61 | +7.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DBCMX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
DoubleLine Strategic Commodity Fund provided a 2.45% dividend yield over the last twelve months, with an annual payout of $0.22 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.22 | $0.22 | $0.20 | $0.24 | $3.62 | $1.36 | $0.00 | $0.10 | $0.11 | $0.53 | $0.05 |
Dividend yield | 2.45% | 3.04% | 2.89% | 3.30% | 46.88% | 13.53% | 0.00% | 1.04% | 1.21% | 5.23% | 0.51% |
Monthly Dividends
The table displays the monthly dividend distributions for DoubleLine Strategic Commodity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.22 | $0.22 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.20 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.24 | $0.24 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $3.62 | $3.62 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.36 | $1.36 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the DoubleLine Strategic Commodity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the DoubleLine Strategic Commodity Fund was 37.62%, occurring on Apr 3, 2020. Recovery took 272 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.62% | May 23, 2018 | 470 | Apr 3, 2020 | 272 | May 4, 2021 | 742 |
| -27.6% | Mar 9, 2022 | 310 | May 31, 2023 | 703 | Mar 20, 2026 | 1013 |
| -13.1% | Feb 13, 2017 | 89 | Jun 20, 2017 | 82 | Oct 16, 2017 | 171 |
| -9.58% | Oct 21, 2021 | 28 | Nov 30, 2021 | 29 | Jan 11, 2022 | 57 |
| -7.73% | Jul 5, 2016 | 43 | Sep 1, 2016 | 56 | Nov 21, 2016 | 99 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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