DBCMX vs. DBLTX
Compare and contrast key facts about DoubleLine Strategic Commodity Fund (DBCMX) and DoubleLine Total Return Bond Fund Class I (DBLTX).
DBCMX is managed by DoubleLine. It was launched on May 17, 2015. DBLTX is managed by DoubleLine. It was launched on Apr 6, 2010.
Performance
DBCMX vs. DBLTX - Performance Comparison
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DBCMX vs. DBLTX - 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% |
DBLTX DoubleLine Total Return Bond Fund Class I | -0.54% | 8.05% | 3.08% | 5.34% | -12.56% | 0.24% | 4.13% | 5.81% | 1.76% | 3.80% |
Returns By Period
In the year-to-date period, DBCMX achieves a 22.02% return, which is significantly higher than DBLTX's -0.54% return. Over the past 10 years, DBCMX has outperformed DBLTX with an annualized return of 7.22%, while DBLTX has yielded a comparatively lower 1.80% 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%
DBLTX
- 1D
- -0.34%
- 1M
- -2.00%
- YTD
- -0.54%
- 6M
- 0.55%
- 1Y
- 3.79%
- 3Y*
- 4.14%
- 5Y*
- 0.70%
- 10Y*
- 1.80%
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DBCMX vs. DBLTX - Expense Ratio Comparison
DBCMX has a 1.02% expense ratio, which is higher than DBLTX's 0.50% expense ratio.
Return for Risk
DBCMX vs. DBLTX — Risk / Return Rank
DBCMX
DBLTX
DBCMX vs. DBLTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Strategic Commodity Fund (DBCMX) and DoubleLine Total Return Bond Fund Class I (DBLTX). 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 | DBLTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.12 | 0.98 | +1.14 |
Sortino ratioReturn per unit of downside risk | 2.82 | 1.43 | +1.39 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.17 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 3.44 | 1.51 | +1.93 |
Martin ratioReturn relative to average drawdown | 12.96 | 4.43 | +8.53 |
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 | DBLTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | 0.98 | +1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.13 | +0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.41 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.91 | -0.41 |
Correlation
The correlation between DBCMX and DBLTX is -0.12. 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. DBLTX - Dividend Comparison
DBCMX's dividend yield for the trailing twelve months is around 2.49%, less than DBLTX's 4.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
DBLTX DoubleLine Total Return Bond Fund Class I | 4.44% | 4.86% | 5.03% | 4.35% | 3.86% | 3.12% | 3.39% | 3.66% | 3.74% | 3.65% | 3.72% | 4.11% |
Drawdowns
DBCMX vs. DBLTX - Drawdown Comparison
The maximum DBCMX drawdown since its inception was -37.62%, which is greater than DBLTX's maximum drawdown of -16.49%. Use the drawdown chart below to compare losses from any high point for DBCMX and DBLTX.
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Drawdown Indicators
| DBCMX | DBLTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.62% | -16.49% | -21.13% |
Max Drawdown (1Y)Largest decline over 1 year | -7.93% | -2.88% | -5.05% |
Max Drawdown (5Y)Largest decline over 5 years | -27.60% | -16.49% | -11.11% |
Max Drawdown (10Y)Largest decline over 10 years | -37.62% | -16.49% | -21.13% |
Current DrawdownCurrent decline from peak | -1.34% | -2.54% | +1.20% |
Average DrawdownAverage peak-to-trough decline | -13.46% | -2.38% | -11.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 0.98% | +1.13% |
Volatility
DBCMX vs. DBLTX - Volatility Comparison
DoubleLine Strategic Commodity Fund (DBCMX) has a higher volatility of 6.43% compared to DoubleLine Total Return Bond Fund Class I (DBLTX) at 1.70%. This indicates that DBCMX's price experiences larger fluctuations and is considered to be riskier than DBLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBCMX | DBLTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 1.70% | +4.73% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 2.64% | +7.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.83% | 4.23% | +8.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 5.56% | +10.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.51% | 4.38% | +10.13% |