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DBCMX vs. DBSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBCMX vs. DBSCX - Performance Comparison

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

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DBCMX vs. DBSCX - 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%
DBSCX
Doubleline Selective Credit Fund
0.30%8.46%7.78%8.55%-8.10%4.13%1.83%5.68%3.03%8.75%

Returns By Period

In the year-to-date period, DBCMX achieves a 22.02% return, which is significantly higher than DBSCX's 0.30% return. Over the past 10 years, DBCMX has outperformed DBSCX with an annualized return of 7.22%, while DBSCX has yielded a comparatively lower 4.58% 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%

DBSCX

1D
-0.53%
1M
-1.19%
YTD
0.30%
6M
1.84%
1Y
5.91%
3Y*
7.51%
5Y*
3.74%
10Y*
4.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBCMX vs. DBSCX - Expense Ratio Comparison

DBCMX has a 1.02% expense ratio, which is higher than DBSCX's 0.05% expense ratio.


Return for Risk

DBCMX vs. DBSCX — 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

DBSCX
DBSCX Risk / Return Rank: 9797
Overall Rank
DBSCX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DBSCX Sortino Ratio Rank: 9797
Sortino Ratio Rank
DBSCX Omega Ratio Rank: 9696
Omega Ratio Rank
DBSCX Calmar Ratio Rank: 9696
Calmar Ratio Rank
DBSCX Martin Ratio Rank: 9696
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. DBSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Strategic Commodity Fund (DBCMX) and Doubleline Selective Credit Fund (DBSCX). 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.


DBCMXDBSCXDifference

Sharpe ratio

Return per unit of total volatility

2.12

2.65

-0.53

Sortino ratio

Return per unit of downside risk

2.82

3.83

-1.01

Omega ratio

Gain probability vs. loss probability

1.39

1.60

-0.21

Calmar ratio

Return relative to maximum drawdown

3.44

3.78

-0.34

Martin ratio

Return relative to average drawdown

12.96

14.70

-1.74

DBCMX vs. DBSCX - Sharpe Ratio Comparison

The current DBCMX Sharpe Ratio is 2.12, which is comparable to the DBSCX Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of DBCMX and DBSCX, 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


DBCMXDBSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

2.65

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

1.39

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

1.59

-1.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

1.57

-1.06

Correlation

The correlation between DBCMX and DBSCX is -0.09. 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. DBSCX - Dividend Comparison

DBCMX's dividend yield for the trailing twelve months is around 2.49%, less than DBSCX's 5.92% 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%
DBSCX
Doubleline Selective Credit Fund
5.92%6.50%7.09%6.77%6.67%4.68%4.64%6.04%7.43%9.01%9.73%9.53%

Drawdowns

DBCMX vs. DBSCX - Drawdown Comparison

The maximum DBCMX drawdown since its inception was -37.62%, which is greater than DBSCX's maximum drawdown of -14.12%. Use the drawdown chart below to compare losses from any high point for DBCMX and DBSCX.


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Drawdown Indicators


DBCMXDBSCXDifference

Max Drawdown

Largest peak-to-trough decline

-37.62%

-14.12%

-23.50%

Max Drawdown (1Y)

Largest decline over 1 year

-7.93%

-1.60%

-6.33%

Max Drawdown (5Y)

Largest decline over 5 years

-27.60%

-9.52%

-18.08%

Max Drawdown (10Y)

Largest decline over 10 years

-37.62%

-14.12%

-23.50%

Current Drawdown

Current decline from peak

-1.34%

-1.45%

+0.11%

Average Drawdown

Average peak-to-trough decline

-13.46%

-1.25%

-12.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.11%

0.41%

+1.70%

Volatility

DBCMX vs. DBSCX - Volatility Comparison

DoubleLine Strategic Commodity Fund (DBCMX) has a higher volatility of 6.43% compared to Doubleline Selective Credit Fund (DBSCX) at 1.00%. This indicates that DBCMX's price experiences larger fluctuations and is considered to be riskier than DBSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBCMXDBSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.43%

1.00%

+5.43%

Volatility (6M)

Calculated over the trailing 6-month period

10.03%

1.53%

+8.50%

Volatility (1Y)

Calculated over the trailing 1-year period

12.83%

2.29%

+10.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.17%

2.70%

+13.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.51%

2.90%

+11.61%