DBCMX vs. IJR
DBCMX (DoubleLine Strategic Commodity Fund) and IJR (iShares Core S&P Small-Cap ETF) are both funds - DBCMX is a Commodities fund managed by DoubleLine, while IJR is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 Index. Over the past 10 years, DBCMX returned 6.39%/yr vs 11.30%/yr for IJR. At a 0.24 correlation, their price movements are largely independent. DBCMX charges 1.02%/yr vs 0.06%/yr for IJR.
Performance
DBCMX vs. IJR - Performance Comparison
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Returns By Period
In the year-to-date period, DBCMX achieves a 20.78% return, which is significantly higher than IJR's 19.34% return. Over the past 10 years, DBCMX has underperformed IJR with an annualized return of 6.39%, while IJR has yielded a comparatively higher 11.30% annualized return.
DBCMX
- 1D
- -0.46%
- 1M
- -7.14%
- YTD
- 20.78%
- 6M
- 21.71%
- 1Y
- 25.98%
- 3Y*
- 9.70%
- 5Y*
- 8.55%
- 10Y*
- 6.39%
IJR
- 1D
- -0.34%
- 1M
- 4.22%
- YTD
- 19.34%
- 6M
- 16.86%
- 1Y
- 34.47%
- 3Y*
- 16.15%
- 5Y*
- 6.29%
- 10Y*
- 11.30%
DBCMX vs. IJR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBCMX DoubleLine Strategic Commodity Fund | 20.78% | 6.10% | 0.45% | -3.96% | 13.40% | 31.24% | -6.07% | 4.78% | -10.65% | 9.17% |
IJR iShares Core S&P Small-Cap ETF | 19.34% | 5.89% | 8.63% | 16.06% | -16.20% | 26.58% | 11.28% | 22.82% | -8.51% | 13.15% |
Correlation
The correlation between DBCMX and IJR is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.24 |
The correlation between DBCMX and IJR shifts across timeframes, from -0.02 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DBCMX vs. IJR — Risk / Return Rank
DBCMX
IJR
DBCMX vs. IJR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Strategic Commodity Fund (DBCMX) and iShares Core S&P Small-Cap ETF (IJR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DBCMX | IJR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.34 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 3.99 | -1.50 |
| Martin ratioReturn relative to average drawdown | 11.34 | 13.39 | -2.05 |
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Drawdowns
DBCMX vs. IJR - Drawdown Comparison
The maximum DBCMX drawdown since its inception was -37.62%, smaller than the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for DBCMX and IJR.
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Drawdown Indicators
| DBCMX | IJR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.62% | -58.15% | +20.53% |
Max Drawdown (1Y)Largest decline over 1 year | -9.92% | -8.68% | -1.24% |
Max Drawdown (3Y)Largest decline over 3 years | -14.75% | -28.02% | +13.27% |
Max Drawdown (5Y)Largest decline over 5 years | -27.60% | -28.02% | +0.42% |
Max Drawdown (10Y)Largest decline over 10 years | -37.62% | -44.36% | +6.74% |
Current DrawdownCurrent decline from peak | -9.92% | -0.43% | -9.49% |
Average DrawdownAverage peak-to-trough decline | -13.23% | -9.26% | -3.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 2.58% | -0.38% |
Volatility
DBCMX vs. IJR - Volatility Comparison
The current volatility for DoubleLine Strategic Commodity Fund (DBCMX) is 3.96%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 4.96%. This indicates that DBCMX experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBCMX | IJR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.96% | 4.96% | -1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 12.48% | 12.06% | +0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.01% | 17.73% | -3.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.28% | 21.40% | -5.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.64% | 22.90% | -8.26% |
DBCMX vs. IJR - Expense Ratio Comparison
DBCMX has a 1.02% expense ratio, which is higher than IJR's 0.06% expense ratio.
Dividends
DBCMX vs. IJR - Dividend Comparison
DBCMX's dividend yield for the trailing twelve months is around 2.51%, more than IJR's 1.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBCMX DoubleLine Strategic Commodity Fund | 2.51% | 3.04% | 2.89% | 3.30% | 46.88% | 13.53% | 0.00% | 1.04% | 1.21% | 5.23% | 0.51% | 0.00% |
IJR iShares Core S&P Small-Cap ETF | 1.15% | 1.44% | 2.05% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.22% | 1.48% |
Frequently Asked Questions
DBCMX and IJR have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IJR has higher volatility (4.96%) compared to DBCMX (3.96%). In terms of maximum drawdown, DBCMX dropped -37.62% vs IJR's -58.15%.
IJR currently has the higher Sharpe Ratio (1.96 vs 1.77), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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