DBFRX vs. DBLFX

Last updated Apr 1, 2026

Compare and contrast key facts about DoubleLine Floating Rate Fund (DBFRX) and DoubleLine Core Fixed Income Fund (DBLFX).

DBFRX is managed by DoubleLine. It was launched on Jan 31, 2013. DBLFX is managed by DoubleLine. It was launched on Jun 1, 2010.

Performance

DBFRX vs. DBLFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Floating Rate Fund (DBFRX) and DoubleLine Core Fixed Income Fund (DBLFX). The values are adjusted to include any dividend payments, if applicable.

DBFRX vs. DBLFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DBFRX DoubleLine Floating Rate Fund	0.03%	6.75%	8.10%	10.77%	-2.23%	4.27%	2.74%	6.74%	0.05%	3.71%
DBLFX DoubleLine Core Fixed Income Fund	-0.74%	7.54%	3.04%	6.44%	-12.76%	-0.34%	5.61%	7.99%	-0.01%	4.66%

Returns By Period

DBFRX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DBLFX

• 1D: 0.55%
• 1M: -2.33%
• YTD: -0.74%
• 6M: 0.36%
• 1Y: 3.98%
• 3Y*: 4.17%
• 5Y*: 0.78%
• 10Y*: 2.11%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DBFRX vs. DBLFX - Expense Ratio Comparison

DBFRX has a 0.68% expense ratio, which is higher than DBLFX's 0.47% expense ratio.

DBFRX

DoubleLine Floating Rate Fund

DBLFX

DoubleLine Core Fixed Income Fund

Return for Risk

DBFRX vs. DBLFX — Risk / Return Rank

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

DBLFX

DBLFX Risk / Return Rank: 57
DBLFX Sharpe Ratio Rank: 57
DBLFX Sortino Ratio Rank: 57
DBLFX Omega Ratio Rank: 43
DBLFX Calmar Ratio Rank: 71
DBLFX Martin Ratio Rank: 57

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.

DBFRX vs. DBLFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Floating Rate Fund (DBFRX) and DoubleLine Core Fixed Income Fund (DBLFX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	DBFRX	DBLFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.04	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.15	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.50	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.86	—

Correlation

The correlation between DBFRX and DBLFX is 0.06, 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

DBFRX vs. DBLFX - Dividend Comparison

DBFRX's dividend yield for the trailing twelve months is around 5.78%, more than DBLFX's 4.39% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DBFRX DoubleLine Floating Rate Fund	5.78%	6.99%	8.04%	8.42%	5.14%	3.24%	4.04%	5.29%	4.89%	3.75%	3.50%	3.82%
DBLFX DoubleLine Core Fixed Income Fund	4.39%	4.87%	5.22%	4.66%	3.99%	3.12%	3.17%	3.42%	3.35%	2.90%	2.95%	3.59%

Drawdowns

Drawdown Indicators

	DBFRX	DBLFX	Difference
Max Drawdown Largest peak-to-trough decline	—	-17.09%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-2.86%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-17.09%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-17.09%	—
Current Drawdown Current decline from peak	—	-2.33%	—
Average Drawdown Average peak-to-trough decline	—	-2.58%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.85%	—

Volatility

Volatility by Period

	DBFRX	DBLFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.60%	—
Volatility (6M) Calculated over the trailing 6-month period	—	2.42%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	3.96%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	5.20%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	4.27%	—