PortfoliosLab logoPortfoliosLab logo
DoubleLine Multi-Sector Income ETF (DMX)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Inception Date
Nov 29, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


Loading graphics...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

DMX Performance Chart

DoubleLine Multi-Sector Income ETF (DMX) is up 1.0% since the beginning of the year. DMX is currently trading at $50 per share.


Loading graphics...

S&P 500 Index

Returns By Period

DoubleLine Multi-Sector Income ETF (DMX) has returned 1.02% so far this year and 8.65% over the past 12 months.


DoubleLine Multi-Sector Income ETF

1D
0.00%
1M
1.05%
YTD
1.02%
6M
2.61%
1Y
8.65%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.80%
1M
4.83%
YTD
2.59%
6M
5.27%
1Y
30.14%
3Y*
19.29%
5Y*
10.91%
10Y*
12.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DMX Monthly Returns History

Based on dividend-adjusted daily data since Dec 3, 2024, DMX's average daily return is +0.02%, while the average monthly return is +0.47%. At this rate, an investment would double in approximately 12.3 years.

Historically, 82% of months were positive and 18% were negative. The best month was Jun 2025 with a return of +1.3%, while the worst month was Mar 2025 at -0.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 1 months.

On a daily basis, DMX closed higher 59% of trading days. The best single day was Apr 9, 2025 with a return of +1.8%, while the worst single day was Apr 10, 2025 at -1.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.42%0.16%-0.51%0.96%1.02%
20250.60%0.64%-0.64%0.22%1.23%1.28%0.40%1.01%0.65%0.23%0.67%0.72%7.23%
2024-0.04%-0.04%

Benchmark Metrics

DoubleLine Multi-Sector Income ETF has an annualized alpha of 4.33%, beta of 0.14, and R² of 0.57 versus S&P 500 Index. Calculated based on daily prices since December 04, 2024.

  • This ETF captured 19.89% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -3.60%) — a profile typical of hedging or uncorrelated assets.
  • This ETF generated an annualized alpha of 4.33% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.14 indicates this ETF moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
4.33%
Beta
0.14
0.57
Upside Capture
19.89%
Downside Capture
-3.60%

Expense Ratio

DMX has an expense ratio of 0.50%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DMX ranks 95 for risk / return — in the top 95% of ETFs 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.


DMX Risk / Return Rank: 9595
Overall Rank
DMX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DMX Sortino Ratio Rank: 9797
Sortino Ratio Rank
DMX Omega Ratio Rank: 9797
Omega Ratio Rank
DMX Calmar Ratio Rank: 9494
Calmar Ratio Rank
DMX Martin Ratio Rank: 9595
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 Multi-Sector Income ETF (DMX) and compare them to a chosen benchmark (S&P 500 Index).


DMXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

3.71

2.30

+1.42

Sortino ratio

Return per unit of downside risk

6.27

3.18

+3.09

Omega ratio

Gain probability vs. loss probability

1.88

1.43

+0.45

Calmar ratio

Return relative to maximum drawdown

7.05

3.40

+3.65

Martin ratio

Return relative to average drawdown

30.71

15.35

+15.36

Explore DMX 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 Multi-Sector Income ETF provided a 5.79% dividend yield over the last twelve months, with an annual payout of $2.91 per share.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020242025
Dividends
Dividend Yield
PeriodTTM20252024
Dividend$2.91$3.01$0.21

Dividend yield

5.79%5.96%0.42%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.24$0.23$0.24$0.71
2025$0.00$0.27$0.26$0.28$0.19$0.24$0.26$0.26$0.26$0.26$0.26$0.48$3.01
2024$0.21$0.21

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.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the DoubleLine Multi-Sector Income ETF. 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 Multi-Sector Income ETF was 2.65%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-2.65%Mar 4, 202526Apr 8, 202523May 12, 202549
-1.28%Feb 19, 202622Mar 20, 202615Apr 13, 202637
-0.63%Oct 3, 20256Oct 10, 20256Oct 20, 202512
-0.55%Dec 9, 20248Dec 18, 202417Jan 15, 202525
-0.46%Jan 17, 20255Jan 24, 20258Feb 5, 202513

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...

Portfolio Analyzer

Build a portfolio with DMX

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

Open Portfolio Analyzer with DMX