PortfoliosLab logoPortfoliosLab logo
DBLEX vs. DLENX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBLEX vs. DLENX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Emerging Markets Fixed Income Fund (DBLEX) and DoubleLine Emerging Markets Fixed Income Fund Class N (DLENX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DBLEX vs. DLENX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBLEX
DoubleLine Emerging Markets Fixed Income Fund
-0.99%8.39%8.20%9.64%-15.30%1.97%4.85%11.80%-3.20%8.48%
DLENX
DoubleLine Emerging Markets Fixed Income Fund Class N
-1.03%8.11%7.92%9.36%-15.50%1.71%4.66%11.71%-3.54%8.31%

Returns By Period

The year-to-date returns for both stocks are quite close, with DBLEX having a -0.99% return and DLENX slightly lower at -1.03%. Over the past 10 years, DBLEX has outperformed DLENX with an annualized return of 4.02%, while DLENX has yielded a comparatively lower 3.78% annualized return.


DBLEX

1D
0.00%
1M
-1.75%
YTD
-0.99%
6M
-0.82%
1Y
4.59%
3Y*
7.81%
5Y*
1.88%
10Y*
4.02%

DLENX

1D
0.00%
1M
-1.75%
YTD
-1.03%
6M
-0.92%
1Y
4.35%
3Y*
7.54%
5Y*
1.65%
10Y*
3.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DBLEX vs. DLENX - Expense Ratio Comparison

DBLEX has a 0.90% expense ratio, which is lower than DLENX's 1.18% expense ratio.


Return for Risk

DBLEX vs. DLENX — Risk / Return Rank

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

DBLEX
DBLEX Risk / Return Rank: 8181
Overall Rank
DBLEX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DBLEX Sortino Ratio Rank: 8585
Sortino Ratio Rank
DBLEX Omega Ratio Rank: 9090
Omega Ratio Rank
DBLEX Calmar Ratio Rank: 7070
Calmar Ratio Rank
DBLEX Martin Ratio Rank: 7575
Martin Ratio Rank

DLENX
DLENX Risk / Return Rank: 7878
Overall Rank
DLENX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DLENX Sortino Ratio Rank: 8080
Sortino Ratio Rank
DLENX Omega Ratio Rank: 8989
Omega Ratio Rank
DLENX Calmar Ratio Rank: 6565
Calmar Ratio Rank
DLENX Martin Ratio Rank: 7070
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.

DBLEX vs. DLENX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Emerging Markets Fixed Income Fund (DBLEX) and DoubleLine Emerging Markets Fixed Income Fund Class N (DLENX). 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.


DBLEXDLENXDifference

Sharpe ratio

Return per unit of total volatility

1.73

1.65

+0.09

Sortino ratio

Return per unit of downside risk

2.23

2.07

+0.16

Omega ratio

Gain probability vs. loss probability

1.40

1.40

0.00

Calmar ratio

Return relative to maximum drawdown

1.62

1.53

+0.09

Martin ratio

Return relative to average drawdown

7.17

6.64

+0.53

DBLEX vs. DLENX - Sharpe Ratio Comparison

The current DBLEX Sharpe Ratio is 1.73, which is comparable to the DLENX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of DBLEX and DLENX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DBLEXDLENXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

1.65

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.36

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

0.81

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.92

+0.05

Correlation

The correlation between DBLEX and DLENX 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

DBLEX vs. DLENX - Dividend Comparison

DBLEX's dividend yield for the trailing twelve months is around 5.12%, more than DLENX's 4.88% yield.


TTM20252024202320222021202020192018201720162015
DBLEX
DoubleLine Emerging Markets Fixed Income Fund
5.12%5.59%5.97%5.54%4.77%4.00%4.37%4.57%3.83%4.33%4.54%5.21%
DLENX
DoubleLine Emerging Markets Fixed Income Fund Class N
4.88%5.33%5.71%5.29%4.49%3.74%4.11%4.49%3.57%4.07%4.29%4.94%

Drawdowns

DBLEX vs. DLENX - Drawdown Comparison

The maximum DBLEX drawdown since its inception was -25.43%, roughly equal to the maximum DLENX drawdown of -25.64%. Use the drawdown chart below to compare losses from any high point for DBLEX and DLENX.


Loading graphics...

Drawdown Indicators


DBLEXDLENXDifference

Max Drawdown

Largest peak-to-trough decline

-25.43%

-25.64%

+0.21%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

-2.77%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-25.64%

+0.21%

Max Drawdown (10Y)

Largest decline over 10 years

-25.43%

-25.64%

+0.21%

Current Drawdown

Current decline from peak

-1.81%

-1.83%

+0.02%

Average Drawdown

Average peak-to-trough decline

-3.52%

-3.65%

+0.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

0.64%

-0.01%

Volatility

DBLEX vs. DLENX - Volatility Comparison

DoubleLine Emerging Markets Fixed Income Fund (DBLEX) and DoubleLine Emerging Markets Fixed Income Fund Class N (DLENX) have volatilities of 0.66% and 0.64%, 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.


Loading graphics...

Volatility by Period


DBLEXDLENXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.66%

0.64%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

1.42%

1.36%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

2.61%

2.59%

+0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.52%

4.56%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.65%

4.66%

-0.01%