DBCMX vs. SRUUF
DBCMX (DoubleLine Strategic Commodity Fund) and SRUUF (Sprott Physical Uranium Trust Fund) are both mutual funds - DBCMX is a Commodities fund managed by DoubleLine, while SRUUF is a Uranium fund actively managed by Sprott. Over the past 3 years, DBCMX returned 8.77%/yr vs 12.99%/yr for SRUUF. At a 0.15 correlation, their price movements are largely independent. DBCMX charges 1.02%/yr vs 0.70%/yr for SRUUF.
Performance
DBCMX vs. SRUUF - Performance Comparison
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Returns By Period
In the year-to-date period, DBCMX achieves a 21.33% return, which is significantly higher than SRUUF's -4.05% return.
DBCMX
- 1D
- -0.79%
- 1M
- -6.71%
- YTD
- 21.33%
- 6M
- 23.44%
- 1Y
- 25.16%
- 3Y*
- 8.77%
- 5Y*
- 9.17%
- 10Y*
- 6.24%
SRUUF
- 1D
- -1.22%
- 1M
- -3.66%
- YTD
- -4.05%
- 6M
- -1.42%
- 1Y
- 4.07%
- 3Y*
- 12.99%
- 5Y*
- —
- 10Y*
- —
DBCMX vs. SRUUF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DBCMX DoubleLine Strategic Commodity Fund | 21.33% | 6.10% | 0.45% | -3.96% | 13.40% | 7.22% |
SRUUF Sprott Physical Uranium Trust Fund | -4.05% | 12.66% | -18.89% | 82.09% | 7.65% | 17.26% |
Correlation
The correlation between DBCMX and SRUUF is 0.04, 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 | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jul 22, 2021 | 0.15 |
The correlation between DBCMX and SRUUF shifts across timeframes, from 0.04 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DBCMX vs. SRUUF — Risk / Return Rank
DBCMX
SRUUF
DBCMX vs. SRUUF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Strategic Commodity Fund (DBCMX) and Sprott Physical Uranium Trust Fund (SRUUF). 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 | SRUUF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.68 | ||
| Sortino ratioReturn per unit of downside risk | +2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.05 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | 0.17 | +2.47 |
| Martin ratioReturn relative to average drawdown | 11.88 | 0.33 | +11.55 |
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Drawdowns
DBCMX vs. SRUUF - Drawdown Comparison
The maximum DBCMX drawdown since its inception was -37.62%, smaller than the maximum SRUUF drawdown of -48.68%. Use the drawdown chart below to compare losses from any high point for DBCMX and SRUUF.
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Drawdown Indicators
| DBCMX | SRUUF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.62% | -48.68% | +11.06% |
Max Drawdown (1Y)Largest decline over 1 year | -9.50% | -23.40% | +13.90% |
Max Drawdown (3Y)Largest decline over 3 years | -14.75% | -48.68% | +33.93% |
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 | -9.50% | -25.46% | +15.96% |
Average DrawdownAverage peak-to-trough decline | -13.23% | -21.80% | +8.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 12.23% | -10.12% |
Volatility
DBCMX vs. SRUUF - Volatility Comparison
The current volatility for DoubleLine Strategic Commodity Fund (DBCMX) is 4.08%, while Sprott Physical Uranium Trust Fund (SRUUF) has a volatility of 8.19%. This indicates that DBCMX experiences smaller price fluctuations and is considered to be less risky than SRUUF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBCMX | SRUUF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 8.19% | -4.11% |
Volatility (6M)Calculated over the trailing 6-month period | 12.47% | 24.77% | -12.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.98% | 34.11% | -20.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.28% | 41.69% | -25.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.64% | 41.69% | -27.05% |
DBCMX vs. SRUUF - Expense Ratio Comparison
DBCMX has a 1.02% expense ratio, which is higher than SRUUF's 0.70% expense ratio.
Dividends
DBCMX vs. SRUUF - Dividend Comparison
DBCMX's dividend yield for the trailing twelve months is around 2.50%, while SRUUF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
DBCMX DoubleLine Strategic Commodity Fund | 2.50% | 3.04% | 2.89% | 3.30% | 46.88% | 13.53% | 0.00% | 1.04% | 1.21% | 5.23% | 0.51% |
SRUUF Sprott Physical Uranium Trust Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DBCMX and SRUUF have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SRUUF has higher volatility (8.19%) compared to DBCMX (4.08%). In terms of maximum drawdown, DBCMX dropped -37.62% vs SRUUF's -48.68%.
DBCMX currently has the higher Sharpe Ratio (1.80 vs 0.12), 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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