DBCMX vs. DLY
Compare and contrast key facts about DoubleLine Strategic Commodity Fund (DBCMX) and DoubleLine Yield Opportunities Fund (DLY).
DBCMX is managed by DoubleLine. It was launched on May 17, 2015. DLY is an actively managed fund by DoubleLine. It was launched on Feb 26, 2020.
Performance
DBCMX vs. DLY - Performance Comparison
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DBCMX vs. DLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DBCMX DoubleLine Strategic Commodity Fund | 22.02% | 6.10% | 0.45% | -3.96% | 13.40% | 31.24% | 5.35% |
DLY DoubleLine Yield Opportunities Fund | -2.15% | 0.63% | 16.29% | 25.48% | -23.08% | 8.56% | -3.06% |
Returns By Period
In the year-to-date period, DBCMX achieves a 22.02% return, which is significantly higher than DLY's -2.15% 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%
DLY
- 1D
- -0.22%
- 1M
- -4.40%
- YTD
- -2.15%
- 6M
- -4.06%
- 1Y
- -5.33%
- 3Y*
- 9.55%
- 5Y*
- 2.45%
- 10Y*
- —
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DBCMX vs. DLY - Expense Ratio Comparison
DBCMX has a 1.02% expense ratio, which is lower than DLY's 2.91% expense ratio.
Return for Risk
DBCMX vs. DLY — Risk / Return Rank
DBCMX
DLY
DBCMX vs. DLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Strategic Commodity Fund (DBCMX) and DoubleLine Yield Opportunities Fund (DLY). 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 | DLY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.12 | -0.44 | +2.56 |
Sortino ratioReturn per unit of downside risk | 2.82 | -0.48 | +3.30 |
Omega ratioGain probability vs. loss probability | 1.39 | 0.92 | +0.47 |
Calmar ratioReturn relative to maximum drawdown | 3.44 | -0.51 | +3.95 |
Martin ratioReturn relative to average drawdown | 12.96 | -1.39 | +14.35 |
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 | DLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.12 | -0.44 | +2.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.67 | 0.18 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.17 | +0.34 |
Correlation
The correlation between DBCMX and DLY is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
DBCMX vs. DLY - Dividend Comparison
DBCMX's dividend yield for the trailing twelve months is around 2.49%, less than DLY's 10.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DLY DoubleLine Yield Opportunities Fund | 10.08% | 9.63% | 8.85% | 9.84% | 10.67% | 7.49% | 5.67% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DBCMX vs. DLY - Drawdown Comparison
The maximum DBCMX drawdown since its inception was -37.62%, which is greater than DLY's maximum drawdown of -28.61%. Use the drawdown chart below to compare losses from any high point for DBCMX and DLY.
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Drawdown Indicators
| DBCMX | DLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.62% | -28.61% | -9.01% |
Max Drawdown (1Y)Largest decline over 1 year | -7.93% | -10.25% | +2.32% |
Max Drawdown (5Y)Largest decline over 5 years | -27.60% | -28.61% | +1.01% |
Max Drawdown (10Y)Largest decline over 10 years | -37.62% | — | — |
Current DrawdownCurrent decline from peak | -1.34% | -6.18% | +4.84% |
Average DrawdownAverage peak-to-trough decline | -13.46% | -7.94% | -5.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 3.79% | -1.68% |
Volatility
DBCMX vs. DLY - Volatility Comparison
DoubleLine Strategic Commodity Fund (DBCMX) has a higher volatility of 6.43% compared to DoubleLine Yield Opportunities Fund (DLY) at 5.13%. This indicates that DBCMX's price experiences larger fluctuations and is considered to be riskier than DLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBCMX | DLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.43% | 5.13% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 10.03% | 6.47% | +3.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.83% | 12.22% | +0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 13.53% | +2.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.51% | 15.19% | -0.68% |