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DBELX vs. DBLSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBELX vs. DBLSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Emerging Markets Local Currency Bond Fund (DBELX) and DoubleLine Low Duration Bond Fund (DBLSX). The values are adjusted to include any dividend payments, if applicable.

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DBELX vs. DBLSX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DBELX
DoubleLine Emerging Markets Local Currency Bond Fund
-2.91%20.86%-4.37%12.50%-6.99%-9.37%2.61%0.89%
DBLSX
DoubleLine Low Duration Bond Fund
0.36%5.74%5.32%6.76%-2.69%0.70%2.02%1.36%

Returns By Period

In the year-to-date period, DBELX achieves a -2.91% return, which is significantly lower than DBLSX's 0.36% return.


DBELX

1D
-0.32%
1M
-6.70%
YTD
-2.91%
6M
0.26%
1Y
12.48%
3Y*
6.49%
5Y*
2.63%
10Y*

DBLSX

1D
0.10%
1M
-0.52%
YTD
0.36%
6M
1.52%
1Y
4.48%
3Y*
5.40%
5Y*
3.11%
10Y*
2.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBELX vs. DBLSX - Expense Ratio Comparison

DBELX has a 0.90% expense ratio, which is higher than DBLSX's 0.41% expense ratio.


Return for Risk

DBELX vs. DBLSX — Risk / Return Rank

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

DBELX
DBELX Risk / Return Rank: 8686
Overall Rank
DBELX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DBELX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DBELX Omega Ratio Rank: 8888
Omega Ratio Rank
DBELX Calmar Ratio Rank: 7878
Calmar Ratio Rank
DBELX Martin Ratio Rank: 8484
Martin Ratio Rank

DBLSX
DBLSX Risk / Return Rank: 9999
Overall Rank
DBLSX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DBLSX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DBLSX Omega Ratio Rank: 9898
Omega Ratio Rank
DBLSX Calmar Ratio Rank: 9999
Calmar Ratio Rank
DBLSX Martin Ratio Rank: 9999
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.

DBELX vs. DBLSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Emerging Markets Local Currency Bond Fund (DBELX) and DoubleLine Low Duration Bond Fund (DBLSX). 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.


DBELXDBLSXDifference

Sharpe ratio

Return per unit of total volatility

1.93

3.69

-1.76

Sortino ratio

Return per unit of downside risk

2.58

5.93

-3.35

Omega ratio

Gain probability vs. loss probability

1.38

2.04

-0.66

Calmar ratio

Return relative to maximum drawdown

1.83

6.46

-4.63

Martin ratio

Return relative to average drawdown

8.57

28.25

-19.68

DBELX vs. DBLSX - Sharpe Ratio Comparison

The current DBELX Sharpe Ratio is 1.93, which is lower than the DBLSX Sharpe Ratio of 3.69. The chart below compares the historical Sharpe Ratios of DBELX and DBLSX, 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


DBELXDBLSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

3.69

-1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

2.27

-1.89

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.05

+0.15

Correlation

The correlation between DBELX and DBLSX is 0.26, 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

DBELX vs. DBLSX - Dividend Comparison

DBELX's dividend yield for the trailing twelve months is around 4.02%, less than DBLSX's 4.19% yield.


TTM20252024202320222021202020192018201720162015
DBELX
DoubleLine Emerging Markets Local Currency Bond Fund
4.02%4.41%3.80%2.03%2.01%1.98%1.17%1.06%0.00%0.00%0.00%0.00%
DBLSX
DoubleLine Low Duration Bond Fund
4.19%4.64%5.09%4.49%2.50%1.72%2.37%3.21%2.92%2.42%2.52%2.47%

Drawdowns

DBELX vs. DBLSX - Drawdown Comparison

The maximum DBELX drawdown since its inception was -21.95%, smaller than the maximum DBLSX drawdown of -57.22%. Use the drawdown chart below to compare losses from any high point for DBELX and DBLSX.


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Drawdown Indicators


DBELXDBLSXDifference

Max Drawdown

Largest peak-to-trough decline

-21.95%

-57.22%

+35.27%

Max Drawdown (1Y)

Largest decline over 1 year

-6.89%

-0.72%

-6.17%

Max Drawdown (5Y)

Largest decline over 5 years

-19.87%

-4.71%

-15.16%

Max Drawdown (10Y)

Largest decline over 10 years

-57.22%

Current Drawdown

Current decline from peak

-6.89%

-45.38%

+38.49%

Average Drawdown

Average peak-to-trough decline

-7.33%

-31.35%

+24.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.47%

0.17%

+1.30%

Volatility

DBELX vs. DBLSX - Volatility Comparison

DoubleLine Emerging Markets Local Currency Bond Fund (DBELX) has a higher volatility of 4.00% compared to DoubleLine Low Duration Bond Fund (DBLSX) at 0.47%. This indicates that DBELX's price experiences larger fluctuations and is considered to be riskier than DBLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBELXDBLSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.00%

0.47%

+3.53%

Volatility (6M)

Calculated over the trailing 6-month period

5.24%

0.80%

+4.44%

Volatility (1Y)

Calculated over the trailing 1-year period

6.65%

1.24%

+5.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.99%

1.38%

+5.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.39%

63.98%

-56.59%