DBCMX vs. BRCAX
Compare and contrast key facts about DoubleLine Strategic Commodity Fund (DBCMX) and Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX).
DBCMX is managed by DoubleLine. It was launched on May 17, 2015. BRCAX is managed by Invesco. It was launched on Nov 30, 2010.
Performance
DBCMX vs. BRCAX - Performance Comparison
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DBCMX vs. BRCAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBCMX DoubleLine Strategic Commodity Fund | 23.68% | 6.10% | 0.45% | -3.96% | 13.40% | 31.24% | -6.07% | 4.78% | -10.65% | 9.17% |
BRCAX Invesco Balanced-Risk Commodity Strategy Fund Class A | 27.94% | 18.41% | 5.47% | -3.44% | 7.77% | 19.18% | 7.75% | 4.20% | -12.18% | 4.49% |
Returns By Period
In the year-to-date period, DBCMX achieves a 23.68% return, which is significantly lower than BRCAX's 27.94% return. Over the past 10 years, DBCMX has underperformed BRCAX with an annualized return of 7.37%, while BRCAX has yielded a comparatively higher 8.46% annualized return.
DBCMX
- 1D
- 0.45%
- 1M
- 13.32%
- YTD
- 23.68%
- 6M
- 26.71%
- 1Y
- 28.84%
- 3Y*
- 9.03%
- 5Y*
- 11.17%
- 10Y*
- 7.37%
BRCAX
- 1D
- 0.84%
- 1M
- 11.88%
- YTD
- 27.94%
- 6M
- 36.77%
- 1Y
- 42.90%
- 3Y*
- 16.42%
- 5Y*
- 13.17%
- 10Y*
- 8.46%
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DBCMX vs. BRCAX - Expense Ratio Comparison
DBCMX has a 1.02% expense ratio, which is lower than BRCAX's 1.40% expense ratio.
Return for Risk
DBCMX vs. BRCAX — Risk / Return Rank
DBCMX
BRCAX
DBCMX vs. BRCAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Strategic Commodity Fund (DBCMX) and Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX). 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 | BRCAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.29 | 2.58 | -0.29 |
Sortino ratioReturn per unit of downside risk | 3.02 | 3.11 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.48 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 3.64 | 4.74 | -1.11 |
Martin ratioReturn relative to average drawdown | 13.71 | 15.98 | -2.27 |
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 | BRCAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.29 | 2.58 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.85 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.60 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.16 | +0.35 |
Correlation
The correlation between DBCMX and BRCAX is 0.82, 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. BRCAX - Dividend Comparison
DBCMX's dividend yield for the trailing twelve months is around 2.45%, less than BRCAX's 10.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DBCMX DoubleLine Strategic Commodity Fund | 2.45% | 3.04% | 2.89% | 3.30% | 46.88% | 13.53% | 0.00% | 1.04% | 1.21% | 5.23% | 0.51% |
BRCAX Invesco Balanced-Risk Commodity Strategy Fund Class A | 10.95% | 14.02% | 4.85% | 3.80% | 9.98% | 16.92% | 0.00% | 0.89% | 0.17% | 0.00% | 2.58% |
Drawdowns
DBCMX vs. BRCAX - Drawdown Comparison
The maximum DBCMX drawdown since its inception was -37.62%, smaller than the maximum BRCAX drawdown of -60.98%. Use the drawdown chart below to compare losses from any high point for DBCMX and BRCAX.
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Drawdown Indicators
| DBCMX | BRCAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.62% | -60.98% | +23.36% |
Max Drawdown (1Y)Largest decline over 1 year | -7.93% | -9.22% | +1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -27.60% | -20.66% | -6.94% |
Max Drawdown (10Y)Largest decline over 10 years | -37.62% | -38.44% | +0.82% |
Current DrawdownCurrent decline from peak | 0.00% | -0.12% | +0.12% |
Average DrawdownAverage peak-to-trough decline | -13.47% | -28.81% | +15.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 2.74% | -0.64% |
Volatility
DBCMX vs. BRCAX - Volatility Comparison
The current volatility for DoubleLine Strategic Commodity Fund (DBCMX) is 6.16%, while Invesco Balanced-Risk Commodity Strategy Fund Class A (BRCAX) has a volatility of 7.20%. This indicates that DBCMX experiences smaller price fluctuations and is considered to be less risky than BRCAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBCMX | BRCAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.16% | 7.20% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 9.94% | 14.88% | -4.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.77% | 17.16% | -4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.16% | 15.64% | +0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.50% | 14.27% | +0.23% |