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DBELX vs. PYELX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBELX vs. PYELX - Performance Comparison

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

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DBELX vs. PYELX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DBELX
DoubleLine Emerging Markets Local Currency Bond Fund
-3.02%20.86%-4.37%12.50%-6.99%-9.37%2.61%0.89%
PYELX
Payden Emerging Markets Local Bond Fund
-3.00%19.79%-3.48%13.16%-11.28%-7.83%1.79%3.90%

Returns By Period

The year-to-date returns for both investments are quite close, with DBELX having a -3.02% return and PYELX slightly higher at -3.00%.


DBELX

1D
-0.11%
1M
-5.95%
YTD
-3.02%
6M
-0.06%
1Y
12.23%
3Y*
6.46%
5Y*
2.58%
10Y*

PYELX

1D
0.63%
1M
-5.30%
YTD
-3.00%
6M
0.18%
1Y
11.73%
3Y*
6.28%
5Y*
2.19%
10Y*
2.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBELX vs. PYELX - Expense Ratio Comparison

DBELX has a 0.90% expense ratio, which is higher than PYELX's 0.09% expense ratio.


Return for Risk

DBELX vs. PYELX — Risk / Return Rank

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

DBELX
DBELX Risk / Return Rank: 8282
Overall Rank
DBELX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
DBELX Sortino Ratio Rank: 8888
Sortino Ratio Rank
DBELX Omega Ratio Rank: 8585
Omega Ratio Rank
DBELX Calmar Ratio Rank: 7070
Calmar Ratio Rank
DBELX Martin Ratio Rank: 7777
Martin Ratio Rank

PYELX
PYELX Risk / Return Rank: 3434
Overall Rank
PYELX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
PYELX Sortino Ratio Rank: 3232
Sortino Ratio Rank
PYELX Omega Ratio Rank: 9898
Omega Ratio Rank
PYELX Calmar Ratio Rank: 88
Calmar Ratio Rank
PYELX Martin Ratio Rank: 2727
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. PYELX - Risk-Adjusted Trends Comparison

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


DBELXPYELXDifference

Sharpe ratio

Return per unit of total volatility

1.87

0.11

+1.76

Sortino ratio

Return per unit of downside risk

2.51

1.22

+1.28

Omega ratio

Gain probability vs. loss probability

1.37

1.77

-0.40

Calmar ratio

Return relative to maximum drawdown

1.81

0.24

+1.56

Martin ratio

Return relative to average drawdown

8.22

3.45

+4.77

DBELX vs. PYELX - Sharpe Ratio Comparison

The current DBELX Sharpe Ratio is 1.87, which is higher than the PYELX Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of DBELX and PYELX, 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


DBELXPYELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

0.11

+1.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.04

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.03

+0.16

Correlation

The correlation between DBELX and PYELX is 0.93, 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

DBELX vs. PYELX - Dividend Comparison

DBELX's dividend yield for the trailing twelve months is around 4.02%, less than PYELX's 7.49% 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%
PYELX
Payden Emerging Markets Local Bond Fund
7.49%7.32%7.08%5.38%5.93%5.36%4.69%5.46%6.67%6.15%5.44%5.26%

Drawdowns

DBELX vs. PYELX - Drawdown Comparison

The maximum DBELX drawdown since its inception was -21.95%, smaller than the maximum PYELX drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for DBELX and PYELX.


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Drawdown Indicators


DBELXPYELXDifference

Max Drawdown

Largest peak-to-trough decline

-21.95%

-56.98%

+35.03%

Max Drawdown (1Y)

Largest decline over 1 year

-6.99%

-50.21%

+43.22%

Max Drawdown (5Y)

Largest decline over 5 years

-19.87%

-51.98%

+32.11%

Max Drawdown (10Y)

Largest decline over 10 years

-52.62%

Current Drawdown

Current decline from peak

-6.99%

-6.64%

-0.35%

Average Drawdown

Average peak-to-trough decline

-7.33%

-16.96%

+9.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.53%

3.54%

-2.01%

Volatility

DBELX vs. PYELX - Volatility Comparison

DoubleLine Emerging Markets Local Currency Bond Fund (DBELX) has a higher volatility of 3.96% compared to Payden Emerging Markets Local Bond Fund (PYELX) at 3.36%. This indicates that DBELX's price experiences larger fluctuations and is considered to be riskier than PYELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBELXPYELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.96%

3.36%

+0.60%

Volatility (6M)

Calculated over the trailing 6-month period

5.24%

4.66%

+0.58%

Volatility (1Y)

Calculated over the trailing 1-year period

6.64%

111.80%

-105.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.98%

50.59%

-43.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.39%

36.37%

-28.98%