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ISIN
US2586208637
CUSIP
258620863
Inception Date
Sep 30, 2011
Min. Investment
$100,000
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

DBLSX Performance Chart

DoubleLine Low Duration Bond Fund (DBLSX) is up 1.1% since the beginning of the year. DBLSX is currently trading at $10 per share. Investors who bought $1,000 worth of DBLSX shares 5 years ago would now be looking at an investment worth $1,169.


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S&P 500 Index

Returns By Period

DoubleLine Low Duration Bond Fund (DBLSX) has returned 1.06% so far this year and 4.40% over the past 12 months.


DoubleLine Low Duration Bond Fund

1D
0.00%
1M
0.04%
YTD
1.06%
6M
1.48%
1Y
4.40%
3Y*
5.48%
5Y*
3.17%
10Y*
2.87%

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBLSX Monthly Returns History

Based on dividend-adjusted daily data since Oct 6, 2011, DBLSX's average daily return is +0.05%, while the average monthly return is +0.22%. At this rate, an investment would double in approximately 26.3 years.

Historically, 82% of months were positive and 18% were negative. The best month was May 2020 with a return of +1.7%, while the worst month was Mar 2020 at -5.1%. The longest winning streak lasted 24 consecutive months, and the longest losing streak was 9 months.

On a daily basis, DBLSX closed higher 23% of trading days. The best single day was Aug 24, 2017 with a return of +133.0%, while the worst single day was Aug 25, 2017 at -57.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.33%0.54%-0.43%0.37%0.25%0.00%1.06%
20250.50%0.78%0.28%0.48%0.19%0.82%0.19%0.81%0.39%0.37%0.47%0.31%5.74%
20240.62%0.10%0.60%-0.03%0.76%0.56%0.87%0.67%0.73%-0.41%0.51%0.23%5.32%
20231.39%-0.29%0.80%0.43%0.06%0.18%0.70%0.51%0.09%0.30%1.16%1.25%6.76%
2022-0.28%-0.50%-1.00%-0.48%-0.25%-0.66%0.51%0.03%-1.11%-0.48%0.97%0.55%-2.69%
20210.35%0.13%-0.13%0.14%0.26%-0.05%0.24%0.04%0.04%-0.17%-0.06%-0.07%0.70%

Benchmark Metrics

DoubleLine Low Duration Bond Fund has an annualized alpha of 4.09%, beta of 0.02, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since October 07, 2011.

  • This fund captured 11.53% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -7.66%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.02 may look defensive, but with R2 of 0.04 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 0.04 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
4.09%
Beta
0.02
0.04
Upside Capture
11.53%
Downside Capture
-7.66%

Expense Ratio

DBLSX has an expense ratio of 0.41%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DBLSX ranks 97 for risk / return — in the top 97% 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.


DBLSX Risk / Return Rank: 9797
Overall Rank
DBLSX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DBLSX Sortino Ratio Rank: 9898
Sortino Ratio Rank
DBLSX Omega Ratio Rank: 9797
Omega Ratio Rank
DBLSX Calmar Ratio Rank: 9696
Calmar Ratio Rank
DBLSX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

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


DBLSXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

2.01

Calmar ratioReturn relative to maximum drawdown

5.97

Martin ratioReturn relative to average drawdown

27.45

Dividends

Dividend History

DoubleLine Low Duration Bond Fund provided a 4.55% dividend yield over the last twelve months, with an annual payout of $0.44 per share.


2.00%3.00%4.00%5.00%$0.00$0.10$0.20$0.30$0.40$0.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.44$0.45$0.49$0.43$0.23$0.17$0.24$0.32$0.29$0.24$0.25$0.25

Dividend yield

4.55%4.64%5.09%4.49%2.50%1.72%2.37%3.21%2.92%2.42%2.52%2.47%

Monthly Dividends

The table displays the monthly dividend distributions for DoubleLine Low Duration Bond 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$0.04$0.04$0.03$0.00$0.17
2025$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.45
2024$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.49
2023$0.03$0.03$0.04$0.03$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.04$0.43
2022$0.01$0.01$0.01$0.01$0.02$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.23
2021$0.01$0.01$0.02$0.01$0.02$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.17

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 Low Duration Bond 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 Low Duration Bond Fund was 57.22%, occurring on Mar 25, 2020. The portfolio has not yet recovered.

The current DoubleLine Low Duration Bond Fund drawdown is 45.00%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-57.22%Mar 2020
2y 7mo
8y 9moAug 2017 - now
2013 pullback2013
-0.91%Jun 2013
1mo 3d3mo 18d
4mo 21dMay 2013 - Oct 2013
2014 pullback2014
-0.59%Dec 2014
15d2mo 4d
2mo 19dDec 2014 - Feb 2015
2016 pullback2016
-0.58%Feb 2016
3mo 17d1mo 5d
4mo 22dOct 2015 - Mar 2016
2016 pullback2016
-0.40%Nov 2016
5d1mo 28d
2mo 3dNov 2016 - Jan 2017

Drawdown Indicators


DBLSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-57.22%

-9.10%

-48.12%

Max Drawdown (1Y)

Largest decline over 1 year

-0.72%

Max Drawdown (3Y)

Largest decline over 3 years

-0.72%

Max Drawdown (5Y)

Largest decline over 5 years

-4.71%

Max Drawdown (10Y)

Largest decline over 10 years

-57.22%

Current Drawdown

Current decline from peak

-45.00%

-2.97%

-42.03%

Average Drawdown

Average peak-to-trough decline

-31.52%

-1.13%

-30.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.16%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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