DBCMX vs. ARCNX
Compare and contrast key facts about DoubleLine Strategic Commodity Fund (DBCMX) and AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX).
DBCMX is managed by DoubleLine. It was launched on May 17, 2015. ARCNX is managed by AQR.
Performance
DBCMX vs. ARCNX - Performance Comparison
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DBCMX vs. ARCNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBCMX DoubleLine Strategic Commodity Fund | 22.02% | 6.10% | 0.45% | -3.96% | 13.40% | 31.24% | -6.07% | 4.78% | -10.65% | 9.17% |
ARCNX AQR Risk-Balanced Commodities Strategy Fund Class N | 17.59% | 20.76% | 7.19% | -0.50% | 20.97% | 39.48% | 8.11% | 17.68% | -17.83% | 10.20% |
Returns By Period
In the year-to-date period, DBCMX achieves a 22.02% return, which is significantly higher than ARCNX's 17.59% return. Over the past 10 years, DBCMX has underperformed ARCNX with an annualized return of 7.22%, while ARCNX has yielded a comparatively higher 12.76% annualized return.
DBCMX
- 1D
- -1.34%
- 1M
- 10.54%
- YTD
- 22.02%
- 6M
- 25.00%
- 1Y
- 26.40%
- 3Y*
- 8.54%
- 5Y*
- 10.78%
- 10Y*
- 7.22%
ARCNX
- 1D
- 0.47%
- 1M
- 5.67%
- YTD
- 17.59%
- 6M
- 26.30%
- 1Y
- 30.38%
- 3Y*
- 14.32%
- 5Y*
- 18.41%
- 10Y*
- 12.76%
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DBCMX vs. ARCNX - Expense Ratio Comparison
DBCMX has a 1.02% expense ratio, which is lower than ARCNX's 1.28% expense ratio.
Return for Risk
DBCMX vs. ARCNX — Risk / Return Rank
DBCMX
ARCNX
DBCMX vs. ARCNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Strategic Commodity Fund (DBCMX) and AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX). 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.
| DBCMX | ARCNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.12 | 1.96 | +0.16 |
Sortino ratioReturn per unit of downside risk | 2.82 | 2.45 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.36 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.44 | 3.14 | +0.31 |
Martin ratioReturn relative to average drawdown | 12.96 | 9.87 | +3.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DBCMX | ARCNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 1.96 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.97 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.73 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.29 | +0.21 |
Correlation
The correlation between DBCMX and ARCNX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DBCMX vs. ARCNX - Dividend Comparison
DBCMX's dividend yield for the trailing twelve months is around 2.49%, less than ARCNX's 11.54% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DBCMX DoubleLine Strategic Commodity Fund | 2.49% | 3.04% | 2.89% | 3.30% | 46.88% | 13.53% | 0.00% | 1.04% | 1.21% | 5.23% | 0.51% |
ARCNX AQR Risk-Balanced Commodities Strategy Fund Class N | 11.54% | 13.57% | 1.89% | 7.45% | 9.45% | 18.31% | 0.09% | 4.98% | 0.29% | 0.01% | 4.69% |
Drawdowns
DBCMX vs. ARCNX - Drawdown Comparison
The maximum DBCMX drawdown since its inception was -37.62%, smaller than the maximum ARCNX drawdown of -55.17%. Use the drawdown chart below to compare losses from any high point for DBCMX and ARCNX.
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Drawdown Indicators
| DBCMX | ARCNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.62% | -55.17% | +17.55% |
Max Drawdown (1Y)Largest decline over 1 year | -7.93% | -10.10% | +2.17% |
Max Drawdown (5Y)Largest decline over 5 years | -27.60% | -20.30% | -7.30% |
Max Drawdown (10Y)Largest decline over 10 years | -37.62% | -32.80% | -4.82% |
Current DrawdownCurrent decline from peak | -1.34% | -0.56% | -0.78% |
Average DrawdownAverage peak-to-trough decline | -13.46% | -26.26% | +12.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 3.21% | -1.10% |
Volatility
DBCMX vs. ARCNX - Volatility Comparison
DoubleLine Strategic Commodity Fund (DBCMX) has a higher volatility of 6.43% compared to AQR Risk-Balanced Commodities Strategy Fund Class N (ARCNX) at 5.33%. This indicates that DBCMX's price experiences larger fluctuations and is considered to be riskier than ARCNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBCMX | ARCNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 5.33% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 12.61% | -2.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.83% | 15.93% | -3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 19.16% | -2.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.51% | 17.46% | -2.95% |