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DBCMX vs. DBLTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBCMX vs. DBLTX - Performance Comparison

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

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DBCMX vs. DBLTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

DBCMX
DBCMX Risk / Return Rank: 9292
Overall Rank
DBCMX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
DBCMX Sortino Ratio Rank: 9292
Sortino Ratio Rank
DBCMX Omega Ratio Rank: 8787
Omega Ratio Rank
DBCMX Calmar Ratio Rank: 9595
Calmar Ratio Rank
DBCMX Martin Ratio Rank: 9494
Martin Ratio Rank

DBLTX
DBLTX Risk / Return Rank: 4747
Overall Rank
DBLTX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
DBLTX Sortino Ratio Rank: 4949
Sortino Ratio Rank
DBLTX Omega Ratio Rank: 3434
Omega Ratio Rank
DBLTX Calmar Ratio Rank: 6262
Calmar Ratio Rank
DBLTX Martin Ratio Rank: 4242
Martin Ratio Rank
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. 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.


DBCMXDBLTXDifference

Sharpe ratio

Return per unit of total volatility

2.12

0.98

+1.14

Sortino ratio

Return per unit of downside risk

2.82

1.43

+1.39

Omega ratio

Gain probability vs. loss probability

1.39

1.17

+0.21

Calmar ratio

Return relative to maximum drawdown

3.44

1.51

+1.93

Martin ratio

Return relative to average drawdown

12.96

4.43

+8.53

DBCMX vs. DBLTX - Sharpe Ratio Comparison

The current DBCMX Sharpe Ratio is 2.12, which is higher than the DBLTX Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of DBCMX and DBLTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DBCMXDBLTXDifference

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.


TTM20252024202320222021202020192018201720162015
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


DBCMXDBLTXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.34%

-2.54%

+1.20%

Average Drawdown

Average peak-to-trough decline

-13.46%

-2.38%

-11.08%

Ulcer Index

Depth 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


DBCMXDBLTXDifference

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%