DBCMX vs. DBLIX

Last updated Apr 1, 2026

Compare and contrast key facts about DoubleLine Strategic Commodity Fund (DBCMX) and DoubleLine Income Fund (DBLIX).

DBCMX is managed by DoubleLine. It was launched on May 17, 2015. DBLIX is managed by DoubleLine. It was launched on Sep 2, 2019.

Performance

DBCMX vs. DBLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Strategic Commodity Fund (DBCMX) and DoubleLine Income Fund (DBLIX). The values are adjusted to include any dividend payments, if applicable.

DBCMX vs. DBLIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
DBCMX DoubleLine Strategic Commodity Fund	23.68%	6.10%	0.45%	-3.96%	13.40%	31.24%	-6.07%	0.70%
DBLIX DoubleLine Income Fund	0.48%	6.49%	10.61%	9.69%	-13.31%	5.72%	-5.09%	0.39%

Returns By Period

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%

DBLIX

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

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

DBCMX vs. DBLIX - Expense Ratio Comparison

DBCMX has a 1.02% expense ratio, which is higher than DBLIX's 0.65% expense ratio.

DBCMX

DoubleLine Strategic Commodity Fund

DBLIX

DoubleLine Income Fund

Return for Risk

DBCMX vs. DBLIX — Risk / Return Rank

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

DBCMX

DBCMX Risk / Return Rank: 94
DBCMX Sharpe Ratio Rank: 95
DBCMX Sortino Ratio Rank: 94
DBCMX Omega Ratio Rank: 91
DBCMX Calmar Ratio Rank: 96
DBCMX Martin Ratio Rank: 96

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.

DBCMX vs. DBLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Strategic Commodity Fund (DBCMX) and DoubleLine Income Fund (DBLIX). 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	DBLIX	Difference
Sharpe ratio Return per unit of total volatility	2.29	—	—
Sortino ratio Return per unit of downside risk	3.02	—	—
Omega ratio Gain probability vs. loss probability	1.42	—	—
Calmar ratio Return relative to maximum drawdown	3.64	—	—
Martin ratio Return relative to average drawdown	13.71	—	—
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

	DBCMX	DBLIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.29	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.69	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.51	—	—

Correlation

The correlation between DBCMX and DBLIX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

DBCMX vs. DBLIX - Dividend Comparison

DBCMX's dividend yield for the trailing twelve months is around 2.45%, less than DBLIX's 5.20% 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%
DBLIX DoubleLine Income Fund	5.20%	6.33%	6.32%	7.44%	5.45%	4.76%	4.10%	1.30%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	DBCMX	DBLIX	Difference
Max Drawdown Largest peak-to-trough decline	-37.62%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-7.93%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-27.60%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-37.62%	—	—
Current Drawdown Current decline from peak	0.00%	—	—
Average Drawdown Average peak-to-trough decline	-13.47%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.10%	—	—

Volatility

Volatility by Period

	DBCMX	DBLIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.16%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.94%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.77%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.16%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.50%	—	—