DBCMX vs. DODEX
Compare and contrast key facts about DoubleLine Strategic Commodity Fund (DBCMX) and Dodge & Cox Emerging Markets Stock Fund (DODEX).
DBCMX is managed by DoubleLine. It was launched on May 17, 2015. DODEX is managed by Dodge & Cox. It was launched on May 10, 2021.
Performance
DBCMX vs. DODEX - Performance Comparison
Loading graphics...
DBCMX vs. DODEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DBCMX DoubleLine Strategic Commodity Fund | 23.68% | 6.10% | 0.45% | -3.96% | 13.40% | 9.50% |
DODEX Dodge & Cox Emerging Markets Stock Fund | 3.84% | 38.64% | 7.47% | 13.37% | -14.91% | -9.57% |
Returns By Period
In the year-to-date period, DBCMX achieves a 23.68% return, which is significantly higher than DODEX's 3.84% return.
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%
DODEX
- 1D
- -0.65%
- 1M
- -10.12%
- YTD
- 3.84%
- 6M
- 8.44%
- 1Y
- 36.44%
- 3Y*
- 18.51%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DBCMX vs. DODEX - Expense Ratio Comparison
DBCMX has a 1.02% expense ratio, which is higher than DODEX's 0.70% expense ratio.
Return for Risk
DBCMX vs. DODEX — Risk / Return Rank
DBCMX
DODEX
DBCMX vs. DODEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Strategic Commodity Fund (DBCMX) and Dodge & Cox Emerging Markets Stock Fund (DODEX). 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 | DODEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.29 | 2.28 | +0.01 |
Sortino ratioReturn per unit of downside risk | 3.02 | 2.84 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.44 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 3.64 | 2.79 | +0.85 |
Martin ratioReturn relative to average drawdown | 13.71 | 11.14 | +2.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DBCMX | DODEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.29 | 2.28 | +0.01 |
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 | 0.38 | +0.13 |
Correlation
The correlation between DBCMX and DODEX is 0.29, 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. DODEX - Dividend Comparison
DBCMX's dividend yield for the trailing twelve months is around 2.45%, less than DODEX's 2.72% 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% |
DODEX Dodge & Cox Emerging Markets Stock Fund | 2.72% | 2.83% | 1.94% | 1.92% | 1.93% | 1.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DBCMX vs. DODEX - Drawdown Comparison
The maximum DBCMX drawdown since its inception was -37.62%, roughly equal to the maximum DODEX drawdown of -37.01%. Use the drawdown chart below to compare losses from any high point for DBCMX and DODEX.
Loading graphics...
Drawdown Indicators
| DBCMX | DODEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.62% | -37.01% | -0.61% |
Max Drawdown (1Y)Largest decline over 1 year | -7.93% | -11.87% | +3.94% |
Max Drawdown (5Y)Largest decline over 5 years | -27.60% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.62% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -10.97% | +10.97% |
Average DrawdownAverage peak-to-trough decline | -13.47% | -13.20% | -0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 2.97% | -0.87% |
Volatility
DBCMX vs. DODEX - Volatility Comparison
The current volatility for DoubleLine Strategic Commodity Fund (DBCMX) is 6.16%, while Dodge & Cox Emerging Markets Stock Fund (DODEX) has a volatility of 7.14%. This indicates that DBCMX experiences smaller price fluctuations and is considered to be less risky than DODEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DBCMX | DODEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.16% | 7.14% | -0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 9.94% | 10.99% | -1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.77% | 15.57% | -2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.16% | 16.72% | -0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.50% | 16.72% | -2.22% |