DBCMX vs. USCI

In the year-to-date period, DBCMX achieves a -2.00% return, which is significantly lower than USCI's 5.32% return. Over the past 10 years, DBCMX has underperformed USCI with an annualized return of 2.84%, while USCI has yielded a comparatively higher 4.11% annualized return.

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DBCMX has a 1.02% expense ratio, which is lower than USCI's 1.03% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Strategic Commodity Fund (DBCMX) and United States Commodity Index Fund (USCI). 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.

The current DBCMX Sharpe Ratio is -0.82, which is lower than the USCI Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of DBCMX and USCI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DBCMX's dividend yield for the trailing twelve months is around 2.94%, while USCI has not paid dividends to shareholders.

The maximum DBCMX drawdown since its inception was -37.62%, smaller than the maximum USCI drawdown of -66.41%. Use the drawdown chart below to compare losses from any high point for DBCMX and USCI.

The current volatility for DoubleLine Strategic Commodity Fund (DBCMX) is 2.72%, while United States Commodity Index Fund (USCI) has a volatility of 4.12%. This indicates that DBCMX experiences smaller price fluctuations and is considered to be less risky than USCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.