ACCSX vs. DBLDX

Last updated Jun 4, 2026

ACCSX (Access Capital Community Investment Fund) and DBLDX (DoubleLine Long Duration Total Return Bond Fund) are both Government Bonds funds. Over the past 10 years, ACCSX returned 0.95%/yr vs -0.81%/yr for DBLDX. A 0.75 correlation means they provide meaningful diversification when combined. ACCSX charges 0.45%/yr vs 0.50%/yr for DBLDX.

Performance

ACCSX vs. DBLDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Access Capital Community Investment Fund (ACCSX) and DoubleLine Long Duration Total Return Bond Fund (DBLDX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ACCSX achieves a 0.24% return, which is significantly higher than DBLDX's 0.13% return. Over the past 10 years, ACCSX has outperformed DBLDX with an annualized return of 0.95%, while DBLDX has yielded a comparatively lower -0.81% annualized return.

ACCSX

• 1D: 0.00%
• 1M: 0.45%
• YTD: 0.24%
• 6M: 0.43%
• 1Y: 6.37%
• 3Y*: 3.67%
• 5Y*: -0.16%
• 10Y*: 0.95%

DBLDX

• 1D: 0.16%
• 1M: 0.92%
• YTD: 0.13%
• 6M: -1.11%
• 1Y: 6.46%
• 3Y*: 0.81%
• 5Y*: -4.73%
• 10Y*: -0.81%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ACCSX vs. DBLDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ACCSX Access Capital Community Investment Fund	0.24%	8.02%	0.62%	4.13%	-11.97%	-0.98%	3.87%	6.16%	-0.17%	1.75%
DBLDX DoubleLine Long Duration Total Return Bond Fund	0.13%	6.25%	-4.42%	3.79%	-29.25%	-3.91%	14.17%	14.19%	-0.79%	6.75%

Correlation

The correlation between ACCSX and DBLDX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (10Y) Calculated over the trailing 10-year period	0.75
Correlation (All Time) Calculated using the full available price history since Dec 17, 2014	0.75

The correlation between ACCSX and DBLDX shifts across timeframes, from 0.75 (all time) to 0.87 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

ACCSX vs. DBLDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACCSX

ACCSX Risk / Return Rank: 28
ACCSX Sharpe Ratio Rank: 27
ACCSX Sortino Ratio Rank: 28
ACCSX Omega Ratio Rank: 28
ACCSX Calmar Ratio Rank: 29
ACCSX Martin Ratio Rank: 28

DBLDX

DBLDX Risk / Return Rank: 9
DBLDX Sharpe Ratio Rank: 9
DBLDX Sortino Ratio Rank: 9
DBLDX Omega Ratio Rank: 9
DBLDX Calmar Ratio Rank: 9
DBLDX Martin Ratio Rank: 9

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.

ACCSX vs. DBLDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Access Capital Community Investment Fund (ACCSX) and DoubleLine Long Duration Total Return Bond Fund (DBLDX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	ACCSX	DBLDX	Difference
Sharpe ratio Return per unit of total volatility	1.50	0.74	+0.76
Sortino ratio Return per unit of downside risk	2.19	1.14	+1.05
Omega ratio Gain probability vs. loss probability	1.28	1.13	+0.14
Calmar ratio Return relative to maximum drawdown	2.03	0.86	+1.17
Martin ratio Return relative to average drawdown	6.64	2.45	+4.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ACCSX vs. DBLDX - Sharpe Ratio Comparison

The current ACCSX Sharpe Ratio is 1.50, which is higher than the DBLDX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of ACCSX and DBLDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ACCSX	DBLDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.50	0.74	+0.76
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.03	-0.36	+0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.20	-0.07	+0.27
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.01	+0.27

Drawdowns

ACCSX vs. DBLDX - Drawdown Comparison

The maximum ACCSX drawdown since its inception was -17.91%, smaller than the maximum DBLDX drawdown of -45.96%. Use the drawdown chart below to compare losses from any high point for ACCSX and DBLDX.

Drawdown Indicators

	ACCSX	DBLDX	Difference
Max Drawdown Largest peak-to-trough decline	-17.91%	-45.96%	+28.05%
Max Drawdown (1Y) Largest decline over 1 year	-3.16%	-7.54%	+4.38%
Max Drawdown (3Y) Largest decline over 3 years	-7.70%	-16.52%	+8.82%
Max Drawdown (5Y) Largest decline over 5 years	-17.91%	-40.48%	+22.57%
Max Drawdown (10Y) Largest decline over 10 years	-17.91%	-45.96%	+28.05%
Current Drawdown Current decline from peak	-1.46%	-34.44%	+32.98%
Average Drawdown Average peak-to-trough decline	-3.84%	-17.55%	+13.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.96%	2.64%	-1.68%

Volatility

ACCSX vs. DBLDX - Volatility Comparison

The current volatility for Access Capital Community Investment Fund (ACCSX) is 1.64%, while DoubleLine Long Duration Total Return Bond Fund (DBLDX) has a volatility of 2.81%. This indicates that ACCSX experiences smaller price fluctuations and is considered to be less risky than DBLDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ACCSX	DBLDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.64%	2.81%	-1.17%
Volatility (6M) Calculated over the trailing 6-month period	3.10%	6.13%	-3.03%
Volatility (1Y) Calculated over the trailing 1-year period	4.29%	8.76%	-4.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	6.31%	13.38%	-7.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.74%	12.27%	-7.53%

ACCSX vs. DBLDX - Expense Ratio Comparison

ACCSX has a 0.45% expense ratio, which is lower than DBLDX's 0.50% expense ratio.

Dividends

ACCSX vs. DBLDX - Dividend Comparison

ACCSX's dividend yield for the trailing twelve months is around 3.43%, less than DBLDX's 5.40% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ACCSX Access Capital Community Investment Fund	3.43%	3.62%	3.00%	2.71%	2.33%	1.94%	2.36%	2.78%	2.77%	2.64%	3.06%	3.20%
DBLDX DoubleLine Long Duration Total Return Bond Fund	5.40%	5.14%	4.94%	3.35%	3.48%	2.93%	9.77%	7.60%	3.14%	3.36%	3.15%	3.23%

Frequently Asked Questions

Can I hold both ACCSX and DBLDX in my portfolio?

ACCSX and DBLDX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ACCSX or DBLDX?

DBLDX has higher volatility (2.81%) compared to ACCSX (1.64%). In terms of maximum drawdown, ACCSX dropped -17.91% vs DBLDX's -45.96%.

Which has better risk-adjusted returns?

ACCSX currently has the higher Sharpe Ratio (1.50 vs 0.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.