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DoubleLine Shiller Enhanced CAPE (DSEEX) Sharpe Ratio: 0.29

Mutual Fund · Currency in USD · Last updated Jun 20, 2026

The investment seeks total return which exceeds the total return of its benchmark index. The fund seeks total return (capital appreciation and current income) in excess of the Shiller Barclays CAPE US Sector TR USD Index. It will seek to use derivatives, or a combination of derivatives and direct investments, to provide a return (before fees and expenses) that approximates the performance of the index. The fund will also invest in a portfolio of debt securities to seek to provide additional total return over the long term.

DSEEX's Sharpe Ratio of 0.29 indicates that for each unit of volatility, it generates 0.29 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 20, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

DSEEX Sharpe Ratio Rank

DSEEX Sharpe Ratio Rank: 4.85
Concerning

DSEEX ranks above 4.8% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

DSEEX Sharpe Ratio Market Positioning

The chart shows DSEEX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.33 or lower
  • Yellow zone (middle 50%): 1.33 to 2.32
  • Green zone (top 25%): 2.32 or higher
  • Top 1%: 4.30+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares DoubleLine Shiller Enhanced CAPE's Sharpe Ratio with other mutual funds in the Large Cap Blend Equities category across multiple time periods, showing how DSEEX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 20, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
VPCCXVanguard PRIMECAP Core Fund3.64
VPMAXVanguard PRIMECAP Fund Admiral Shares3.43
POSKXPrimeCap Odyssey Stock Fund3.08
DHAMXCentre American Select Equity Fund2.97
GTLOXGlenmede Quantitative U.S. Large Cap Core Equity Portfolio2.91
AMFEXAAMA Equity Fund2.89
IGIAXIntegrity ESG Growth & Income Fund2.87
MISEXMidas Magic2.81
STFGXState Farm Growth Fund2.79
FTZIXFuller & Thaler Behavioral Unconstrained Equity Fund2.79
DSEEXDoubleLine Shiller Enhanced CAPE0.29

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows DSEEX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when DSEEX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does DSEEX fit in your portfolio?

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