BILDX vs. DBFRX

Last updated Apr 2, 2026

Compare and contrast key facts about DoubleLine Infrastructure Income Fund (BILDX) and DoubleLine Floating Rate Fund (DBFRX).

BILDX is managed by DoubleLine. It was launched on Apr 1, 2016. DBFRX is managed by DoubleLine. It was launched on Jan 31, 2013.

Performance

BILDX vs. DBFRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Infrastructure Income Fund (BILDX) and DoubleLine Floating Rate Fund (DBFRX). The values are adjusted to include any dividend payments, if applicable.

BILDX vs. DBFRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BILDX DoubleLine Infrastructure Income Fund	-0.07%	7.59%	4.41%	8.89%	-11.54%	0.14%	5.48%	8.30%	0.39%	5.66%
DBFRX DoubleLine Floating Rate Fund	0.03%	6.75%	8.10%	10.77%	-2.23%	4.27%	2.74%	6.74%	0.05%	3.61%

Returns By Period

BILDX

• 1D: 0.21%
• 1M: -1.25%
• YTD: -0.07%
• 6M: 0.54%
• 1Y: 4.72%
• 3Y*: 5.68%
• 5Y*: 1.73%
• 10Y*: —

DBFRX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BILDX vs. DBFRX - Expense Ratio Comparison

BILDX has a 0.57% expense ratio, which is lower than DBFRX's 0.68% expense ratio.

DBFRX

DoubleLine Floating Rate Fund

BILDX

DoubleLine Infrastructure Income Fund

Return for Risk

BILDX vs. DBFRX — Risk / Return Rank

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

BILDX

BILDX Risk / Return Rank: 74
BILDX Sharpe Ratio Rank: 76
BILDX Sortino Ratio Rank: 78
BILDX Omega Ratio Rank: 67
BILDX Calmar Ratio Rank: 80
BILDX Martin Ratio Rank: 68

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.

BILDX vs. DBFRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Infrastructure Income Fund (BILDX) and DoubleLine Floating Rate Fund (DBFRX). 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.

	BILDX	DBFRX	Difference
Sharpe ratio Return per unit of total volatility	1.44	—	—
Sortino ratio Return per unit of downside risk	2.06	—	—
Omega ratio Gain probability vs. loss probability	1.27	—	—
Calmar ratio Return relative to maximum drawdown	2.06	—	—
Martin ratio Return relative to average drawdown	6.91	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BILDX	DBFRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.44	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.73	—	—

Correlation

The correlation between BILDX and DBFRX is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

BILDX vs. DBFRX - Dividend Comparison

BILDX's dividend yield for the trailing twelve months is around 4.43%, less than DBFRX's 5.78% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BILDX DoubleLine Infrastructure Income Fund	4.43%	4.64%	4.11%	3.42%	3.31%	3.45%	2.89%	3.40%	3.18%	3.22%	0.00%	0.00%
DBFRX DoubleLine Floating Rate Fund	5.78%	6.99%	8.04%	8.42%	5.14%	3.24%	4.04%	5.29%	4.89%	3.75%	3.50%	3.82%

Drawdowns

Drawdown Indicators

	BILDX	DBFRX	Difference
Max Drawdown Largest peak-to-trough decline	-15.68%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-2.43%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-15.68%	—	—
Current Drawdown Current decline from peak	-1.59%	—	—
Average Drawdown Average peak-to-trough decline	-3.03%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.72%	—	—

Volatility

Volatility by Period

	BILDX	DBFRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.36%	—	—
Volatility (6M) Calculated over the trailing 6-month period	2.06%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	3.45%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	4.39%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.11%	—	—