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DBLEX vs. VEMBX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBLEX vs. VEMBX - Performance Comparison

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

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DBLEX vs. VEMBX - 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%8.38%
VEMBX
Vanguard Emerging Markets Bond Fund Investor Shares
-1.87%14.32%7.38%13.66%-13.18%-1.53%14.99%17.72%-0.89%13.12%

Returns By Period

In the year-to-date period, DBLEX achieves a -0.99% return, which is significantly higher than VEMBX's -1.87% 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%

VEMBX

1D
-0.10%
1M
-3.68%
YTD
-1.87%
6M
1.55%
1Y
9.39%
3Y*
10.11%
5Y*
4.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBLEX vs. VEMBX - Expense Ratio Comparison

DBLEX has a 0.90% expense ratio, which is higher than VEMBX's 0.55% expense ratio.


Return for Risk

DBLEX vs. VEMBX — 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

VEMBX
VEMBX Risk / Return Rank: 9090
Overall Rank
VEMBX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VEMBX Sortino Ratio Rank: 9292
Sortino Ratio Rank
VEMBX Omega Ratio Rank: 8989
Omega Ratio Rank
VEMBX Calmar Ratio Rank: 8787
Calmar Ratio Rank
VEMBX Martin Ratio Rank: 9191
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. VEMBX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Emerging Markets Fixed Income Fund (DBLEX) and Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX). 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.


DBLEXVEMBXDifference

Sharpe ratio

Return per unit of total volatility

1.73

1.87

-0.14

Sortino ratio

Return per unit of downside risk

2.23

2.69

-0.47

Omega ratio

Gain probability vs. loss probability

1.40

1.39

+0.01

Calmar ratio

Return relative to maximum drawdown

1.62

2.26

-0.63

Martin ratio

Return relative to average drawdown

7.17

10.41

-3.25

DBLEX vs. VEMBX - Sharpe Ratio Comparison

The current DBLEX Sharpe Ratio is 1.73, which is comparable to the VEMBX Sharpe Ratio of 1.87. The chart below compares the historical Sharpe Ratios of DBLEX and VEMBX, 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


DBLEXVEMBXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.73

1.87

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.65

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.87

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

1.01

-0.03

Correlation

The correlation between DBLEX and VEMBX is 0.72, 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. VEMBX - Dividend Comparison

DBLEX's dividend yield for the trailing twelve months is around 5.12%, less than VEMBX's 5.69% 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%
VEMBX
Vanguard Emerging Markets Bond Fund Investor Shares
5.69%6.20%6.86%7.06%5.43%5.00%4.50%6.27%4.81%6.50%0.00%0.00%

Drawdowns

DBLEX vs. VEMBX - Drawdown Comparison

The maximum DBLEX drawdown since its inception was -25.43%, roughly equal to the maximum VEMBX drawdown of -24.36%. Use the drawdown chart below to compare losses from any high point for DBLEX and VEMBX.


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Drawdown Indicators


DBLEXVEMBXDifference

Max Drawdown

Largest peak-to-trough decline

-25.43%

-24.36%

-1.07%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

-4.26%

+1.49%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

-24.36%

-1.07%

Max Drawdown (10Y)

Largest decline over 10 years

-25.43%

Current Drawdown

Current decline from peak

-1.81%

-3.77%

+1.96%

Average Drawdown

Average peak-to-trough decline

-3.52%

-3.93%

+0.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

0.92%

-0.29%

Volatility

DBLEX vs. VEMBX - Volatility Comparison

The current volatility for DoubleLine Emerging Markets Fixed Income Fund (DBLEX) is 0.66%, while Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) has a volatility of 2.03%. This indicates that DBLEX experiences smaller price fluctuations and is considered to be less risky than VEMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBLEXVEMBXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.66%

2.03%

-1.37%

Volatility (6M)

Calculated over the trailing 6-month period

1.42%

2.86%

-1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

2.61%

5.06%

-2.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.52%

6.28%

-1.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.65%

6.37%

-1.72%