CAPIX vs. DBFRX

Last updated Apr 1, 2026

Compare and contrast key facts about Calamos Aksia Alternative Credit and Income Fund Class I (CAPIX) and DoubleLine Floating Rate Fund (DBFRX).

CAPIX is an actively managed fund by Calamos. It was launched on Jun 8, 2023. DBFRX is managed by DoubleLine. It was launched on Jan 31, 2013.

Performance

CAPIX vs. DBFRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos Aksia Alternative Credit and Income Fund Class I (CAPIX) and DoubleLine Floating Rate Fund (DBFRX). The values are adjusted to include any dividend payments, if applicable.

CAPIX vs. DBFRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CAPIX Calamos Aksia Alternative Credit and Income Fund Class I	1.80%	7.43%	8.60%	3.02%
DBFRX DoubleLine Floating Rate Fund	0.03%	6.75%	8.10%	3.93%

Returns By Period

CAPIX

• 1D: -0.09%
• 1M: 0.66%
• YTD: 1.80%
• 6M: 3.69%
• 1Y: 9.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DBFRX

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

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

CAPIX vs. DBFRX - Expense Ratio Comparison

CAPIX has a 1.25% expense ratio, which is higher than DBFRX's 0.68% expense ratio.

CAPIX

Calamos Aksia Alternative Credit and Income Fund Class I

DBFRX

DoubleLine Floating Rate Fund

Return for Risk

CAPIX vs. DBFRX — Risk / Return Rank

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

CAPIX

CAPIX Risk / Return Rank: 100
CAPIX Sharpe Ratio Rank: 100
CAPIX Sortino Ratio Rank: 100
CAPIX Omega Ratio Rank: 100
CAPIX Calmar Ratio Rank: 100
CAPIX Martin Ratio Rank: 100

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.

CAPIX vs. DBFRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos Aksia Alternative Credit and Income Fund Class I (CAPIX) 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.

	CAPIX	DBFRX	Difference
Sharpe ratio Return per unit of total volatility	8.05	—	—
Sortino ratio Return per unit of downside risk	18.85	—	—
Omega ratio Gain probability vs. loss probability	5.48	—	—
Calmar ratio Return relative to maximum drawdown	26.11	—	—
Martin ratio Return relative to average drawdown	148.88	—	—
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

	CAPIX	DBFRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	8.05	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	3.21	—	—

Correlation

The correlation between CAPIX and DBFRX is 0.10, 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

CAPIX vs. DBFRX - Dividend Comparison

CAPIX's dividend yield for the trailing twelve months is around 9.47%, more than DBFRX's 5.78% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CAPIX Calamos Aksia Alternative Credit and Income Fund Class I	9.47%	7.18%	4.42%	1.81%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	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

	CAPIX	DBFRX	Difference
Max Drawdown Largest peak-to-trough decline	-1.96%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-0.37%	—	—
Current Drawdown Current decline from peak	-0.09%	—	—
Average Drawdown Average peak-to-trough decline	-0.25%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.07%	—	—

Volatility

Volatility by Period

	CAPIX	DBFRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.39%	—	—
Volatility (6M) Calculated over the trailing 6-month period	0.87%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	1.21%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.50%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.50%	—	—