DBFRX vs. PLFRX

Last updated Apr 1, 2026

Compare and contrast key facts about DoubleLine Floating Rate Fund (DBFRX) and Pacific Funds Floating Rate Income (PLFRX).

DBFRX is managed by DoubleLine. It was launched on Jan 31, 2013. PLFRX is managed by Pacific Funds Series Trust. It was launched on Jun 29, 2011.

Performance

DBFRX vs. PLFRX - Performance Comparison

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

DBFRX vs. PLFRX - 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%
PLFRX Pacific Funds Floating Rate Income	-1.34%	6.68%	8.38%	13.94%	-2.01%	4.36%	1.26%	8.30%	0.39%	4.33%

Returns By Period

DBFRX

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

PLFRX

• 1D: 0.00%
• 1M: -0.11%
• YTD: -1.34%
• 6M: 0.32%
• 1Y: 4.86%
• 3Y*: 7.87%
• 5Y*: 5.58%
• 10Y*: 5.04%

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

DBFRX vs. PLFRX - Expense Ratio Comparison

Both DBFRX and PLFRX have an expense ratio of 0.68%.

DBFRX

DoubleLine Floating Rate Fund

PLFRX

Pacific Funds Floating Rate Income

Return for Risk

DBFRX vs. PLFRX — Risk / Return Rank

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

PLFRX

PLFRX Risk / Return Rank: 93
PLFRX Sharpe Ratio Rank: 92
PLFRX Sortino Ratio Rank: 96
PLFRX Omega Ratio Rank: 96
PLFRX Calmar Ratio Rank: 93
PLFRX Martin Ratio Rank: 88

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. PLFRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Floating Rate Fund (DBFRX) and Pacific Funds Floating Rate Income (PLFRX). 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	PLFRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.96	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	2.05	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.35	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	1.43	—

Correlation

The correlation between DBFRX and PLFRX is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

DBFRX vs. PLFRX - Dividend Comparison

DBFRX's dividend yield for the trailing twelve months is around 5.78%, less than PLFRX's 6.59% 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%
PLFRX Pacific Funds Floating Rate Income	6.59%	7.18%	8.47%	8.92%	4.39%	3.65%	3.68%	5.10%	5.03%	4.46%	4.21%	4.52%

Drawdowns

Drawdown Indicators

	DBFRX	PLFRX	Difference
Max Drawdown Largest peak-to-trough decline	—	-18.75%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-1.82%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-6.44%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-18.75%	—
Current Drawdown Current decline from peak	—	-1.55%	—
Average Drawdown Average peak-to-trough decline	—	-0.73%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.56%	—

Volatility

Volatility by Period

	DBFRX	PLFRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.76%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.79%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	2.76%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	2.74%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	3.75%	—