DBL vs. BILDX
DBL (DoubleLine Opportunistic Credit Fund) and BILDX (DoubleLine Infrastructure Income Fund) are both mutual funds - DBL is a Multisector Bonds fund actively managed by DoubleLine, while BILDX is a Intermediate Core-Plus Bond fund managed by DoubleLine. Over the past 5 years, DBL returned 2.12%/yr vs 1.71%/yr for BILDX. At a 0.19 correlation, their price movements are largely independent. DBL charges 2.43%/yr vs 0.57%/yr for BILDX.
Performance
DBL vs. BILDX - Performance Comparison
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Returns By Period
In the year-to-date period, DBL achieves a -1.92% return, which is significantly lower than BILDX's 0.75% return.
DBL
- 1D
- -0.28%
- 1M
- 0.69%
- YTD
- -1.92%
- 6M
- -1.73%
- 1Y
- 1.18%
- 3Y*
- 8.46%
- 5Y*
- 2.12%
- 10Y*
- 1.98%
BILDX
- 1D
- -0.32%
- 1M
- 0.41%
- YTD
- 0.75%
- 6M
- 0.90%
- 1Y
- 4.78%
- 3Y*
- 5.98%
- 5Y*
- 1.71%
- 10Y*
- —
DBL vs. BILDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBL DoubleLine Opportunistic Credit Fund | -1.92% | 7.16% | 10.05% | 13.11% | -15.83% | 4.61% | 3.93% | 16.74% | -6.24% | 4.49% |
BILDX DoubleLine Infrastructure Income Fund | 0.75% | 7.59% | 4.41% | 8.89% | -11.54% | 0.14% | 5.48% | 8.30% | 0.39% | 5.66% |
Correlation
The correlation between DBL and BILDX is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.19 |
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Return for Risk
DBL vs. BILDX — Risk / Return Rank
DBL
BILDX
DBL vs. BILDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Opportunistic Credit Fund (DBL) and DoubleLine Infrastructure Income Fund (BILDX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DBL | BILDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.46 | ||
| Sortino ratioReturn per unit of downside risk | -2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.30 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.21 | 2.27 | -2.06 |
| Martin ratioReturn relative to average drawdown | 0.53 | 7.15 | -6.62 |
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Drawdowns
DBL vs. BILDX - Drawdown Comparison
The maximum DBL drawdown since its inception was -26.45%, which is greater than BILDX's maximum drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for DBL and BILDX.
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Drawdown Indicators
| DBL | BILDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.45% | -15.68% | -10.77% |
Max Drawdown (1Y)Largest decline over 1 year | -5.72% | -2.21% | -3.51% |
Max Drawdown (3Y)Largest decline over 3 years | -5.72% | -3.31% | -2.41% |
Max Drawdown (5Y)Largest decline over 5 years | -24.54% | -15.68% | -8.86% |
Max Drawdown (10Y)Largest decline over 10 years | -26.45% | — | — |
Current DrawdownCurrent decline from peak | -2.86% | -0.78% | -2.08% |
Average DrawdownAverage peak-to-trough decline | -6.84% | -2.98% | -3.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 0.70% | +1.52% |
Volatility
DBL vs. BILDX - Volatility Comparison
DoubleLine Opportunistic Credit Fund (DBL) and DoubleLine Infrastructure Income Fund (BILDX) have volatilities of 0.91% and 0.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBL | BILDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.91% | 0.94% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 5.24% | 2.28% | +2.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.94% | 3.08% | +3.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.52% | 4.42% | +7.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.45% | 4.09% | +10.36% |
DBL vs. BILDX - Expense Ratio Comparison
DBL has a 2.43% expense ratio, which is higher than BILDX's 0.57% expense ratio.
Dividends
DBL vs. BILDX - Dividend Comparison
DBL's dividend yield for the trailing twelve months is around 9.23%, more than BILDX's 4.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BILDX DoubleLine Infrastructure Income Fund | 4.94% | 4.64% | 4.11% | 3.42% | 3.31% | 3.45% | 2.89% | 3.40% | 3.18% | 3.22% | 0.00% | 0.00% |
DBL DoubleLine Opportunistic Credit Fund | 9.23% | 8.66% | 8.52% | 8.60% | 8.89% | 7.17% | 8.69% | 6.83% | 10.27% | 9.03% | 8.68% | 9.35% |
Frequently Asked Questions
DBL and BILDX have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BILDX has higher volatility (0.94%) compared to DBL (0.91%). In terms of maximum drawdown, DBL dropped -26.45% vs BILDX's -15.68%.
BILDX currently has the higher Sharpe Ratio (1.63 vs 0.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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