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DBCMX vs. MCSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBCMX vs. MCSIX - Performance Comparison

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

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DBCMX vs. MCSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBCMX
DoubleLine Strategic Commodity Fund
23.68%6.10%0.45%-3.96%13.40%31.24%-6.07%4.78%-10.65%9.17%
MCSIX
MFS Commodity Strategy Fund
20.44%18.47%5.08%-6.13%13.40%27.55%-0.02%7.79%-12.79%3.65%

Returns By Period

In the year-to-date period, DBCMX achieves a 23.68% return, which is significantly higher than MCSIX's 20.44% return. Over the past 10 years, DBCMX has underperformed MCSIX with an annualized return of 7.37%, while MCSIX has yielded a comparatively higher 8.18% annualized 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%

MCSIX

1D
0.46%
1M
7.13%
YTD
20.44%
6M
27.27%
1Y
30.89%
3Y*
13.89%
5Y*
13.85%
10Y*
8.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBCMX vs. MCSIX - Expense Ratio Comparison

DBCMX has a 1.02% expense ratio, which is higher than MCSIX's 0.90% expense ratio.


Return for Risk

DBCMX vs. MCSIX — Risk / Return Rank

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

DBCMX
DBCMX Risk / Return Rank: 9494
Overall Rank
DBCMX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
DBCMX Sortino Ratio Rank: 9494
Sortino Ratio Rank
DBCMX Omega Ratio Rank: 9191
Omega Ratio Rank
DBCMX Calmar Ratio Rank: 9696
Calmar Ratio Rank
DBCMX Martin Ratio Rank: 9696
Martin Ratio Rank

MCSIX
MCSIX Risk / Return Rank: 9090
Overall Rank
MCSIX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
MCSIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
MCSIX Omega Ratio Rank: 8686
Omega Ratio Rank
MCSIX Calmar Ratio Rank: 9595
Calmar Ratio Rank
MCSIX Martin Ratio Rank: 8989
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. MCSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Strategic Commodity Fund (DBCMX) and MFS Commodity Strategy Fund (MCSIX). 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.


DBCMXMCSIXDifference

Sharpe ratio

Return per unit of total volatility

2.29

1.90

+0.39

Sortino ratio

Return per unit of downside risk

3.02

2.41

+0.61

Omega ratio

Gain probability vs. loss probability

1.42

1.35

+0.06

Calmar ratio

Return relative to maximum drawdown

3.64

3.27

+0.36

Martin ratio

Return relative to average drawdown

13.71

9.88

+3.82

DBCMX vs. MCSIX - Sharpe Ratio Comparison

The current DBCMX Sharpe Ratio is 2.29, which is comparable to the MCSIX Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of DBCMX and MCSIX, 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


DBCMXMCSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

1.90

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.40

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

0.32

+0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.11

+0.40

Correlation

The correlation between DBCMX and MCSIX is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DBCMX vs. MCSIX - Dividend Comparison

DBCMX's dividend yield for the trailing twelve months is around 2.45%, less than MCSIX's 13.32% yield.


TTM20252024202320222021202020192018201720162015
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%0.00%
MCSIX
MFS Commodity Strategy Fund
13.32%16.04%3.30%2.21%27.42%56.01%0.88%1.87%3.50%3.14%0.61%0.47%

Drawdowns

DBCMX vs. MCSIX - Drawdown Comparison

The maximum DBCMX drawdown since its inception was -37.62%, smaller than the maximum MCSIX drawdown of -64.20%. Use the drawdown chart below to compare losses from any high point for DBCMX and MCSIX.


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Drawdown Indicators


DBCMXMCSIXDifference

Max Drawdown

Largest peak-to-trough decline

-37.62%

-64.20%

+26.58%

Max Drawdown (1Y)

Largest decline over 1 year

-7.93%

-9.74%

+1.81%

Max Drawdown (5Y)

Largest decline over 5 years

-27.60%

-37.61%

+10.01%

Max Drawdown (10Y)

Largest decline over 10 years

-37.62%

-37.61%

-0.01%

Current Drawdown

Current decline from peak

0.00%

-1.58%

+1.58%

Average Drawdown

Average peak-to-trough decline

-13.47%

-33.63%

+20.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.10%

3.23%

-1.13%

Volatility

DBCMX vs. MCSIX - Volatility Comparison

DoubleLine Strategic Commodity Fund (DBCMX) and MFS Commodity Strategy Fund (MCSIX) have volatilities of 6.16% and 6.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBCMXMCSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

6.29%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

9.94%

13.48%

-3.54%

Volatility (1Y)

Calculated over the trailing 1-year period

12.77%

16.72%

-3.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.16%

34.64%

-18.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.50%

26.03%

-11.53%