DBELX vs. LEMB

In the year-to-date period, DBELX achieves a 9.15% return, which is significantly higher than LEMB's 8.51% return.

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DBELX has a 0.90% expense ratio, which is higher than LEMB's 0.30% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Emerging Markets Local Currency Bond Fund (DBELX) and iShares J.P. Morgan EM Local Currency Bond ETF (LEMB). 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 DBELX Sharpe Ratio is 1.19, which is comparable to the LEMB Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of DBELX and LEMB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DBELX's dividend yield for the trailing twelve months is around 2.62%, while LEMB has not paid dividends to shareholders.

The maximum DBELX drawdown since its inception was -21.95%, smaller than the maximum LEMB drawdown of -28.42%. Use the drawdown chart below to compare losses from any high point for DBELX and LEMB.

The current volatility for DoubleLine Emerging Markets Local Currency Bond Fund (DBELX) is 1.22%, while iShares J.P. Morgan EM Local Currency Bond ETF (LEMB) has a volatility of 1.81%. This indicates that DBELX experiences smaller price fluctuations and is considered to be less risky than LEMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.