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ISIN
US2586205179
CUSIP
258620517
Inception Date
Sep 2, 2019
Min. Investment
$100,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

DBLIX Performance Chart


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S&P 500 Index

Returns By Period


DoubleLine Income Fund

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBLIX Monthly Returns History


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.48%0.48%
20250.72%1.02%-0.13%0.26%0.58%0.88%0.64%1.12%0.37%0.15%0.59%0.13%6.49%
20241.06%0.52%1.74%-0.02%1.32%0.89%1.14%0.65%1.07%-0.08%0.75%1.10%10.61%
20231.74%-0.86%0.64%-0.06%-0.17%0.58%0.93%1.37%-0.45%-0.59%3.34%2.92%9.69%
2022-0.66%-1.08%-2.56%-0.98%-1.61%-1.42%0.08%-0.17%-4.20%-2.28%0.98%-0.18%-13.31%
20212.63%1.05%0.02%0.35%1.02%0.15%0.69%0.09%-0.03%-0.25%-0.12%-0.01%5.72%

Benchmark Metrics

DoubleLine Income Fund has an annualized alpha of 1.93%, beta of 0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since September 04, 2019.

  • This fund participated in 25.13% of S&P 500 Index downside but only 14.72% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.01 may look defensive, but with R2 of 0.00 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 0.00 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
1.93%
Beta
0.01
0.00
Upside Capture
14.72%
Downside Capture
25.13%

Expense Ratio

DBLIX has an expense ratio of 0.65%, placing it in the medium range.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for DoubleLine Income Fund (DBLIX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DBLIXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.78

Martin ratioReturn relative to average drawdown

12.44

Dividends

Dividend History

DoubleLine Income Fund provided a 4.11% dividend yield over the last twelve months, with an annual payout of $0.33 per share.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.10$0.20$0.30$0.40$0.50$0.602019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.33$0.50$0.50$0.57$0.41$0.43$0.37$0.13

Dividend yield

4.11%6.33%6.32%7.44%5.45%4.76%4.10%1.30%

Monthly Dividends

The table displays the monthly dividend distributions for DoubleLine Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.03$0.03
2025$0.04$0.04$0.04$0.04$0.05$0.04$0.04$0.04$0.04$0.03$0.04$0.07$0.50
2024$0.03$0.03$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.08$0.50
2023$0.02$0.03$0.04$0.04$0.06$0.04$0.04$0.04$0.04$0.05$0.04$0.14$0.57
2022$0.03$0.03$0.04$0.04$0.02$0.03$0.04$0.04$0.04$0.03$0.03$0.04$0.41
2021$0.03$0.03$0.03$0.03$0.04$0.03$0.03$0.04$0.04$0.04$0.04$0.05$0.43

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 Income 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 Income Fund was 21.97%, occurring on Mar 26, 2020. Recovery took 1095 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-21.97%Mar 2020
22d4y 4mo
4y 5moMar 2020 - Aug 2024
2025 selloff2025
-1.13%Apr 2025
1mo 8d19d
1mo 27dMar 2025 - Apr 2025
2019 pullback2019
-1.00%Sep 2019
8d20d
28dSep 2019 - Oct 2019
2024 pullback2024
-0.50%Dec 2024
2d6d
8dDec 2024 - Dec 2024
2019 pullback2019
-0.50%Oct 2019
21d29d
1mo 20dOct 2019 - Nov 2019

Drawdown Indicators


DBLIXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.80%

Average Drawdown

Average peak-to-trough decline

-10.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with DBLIX

Add DoubleLine Income Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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