DBLFX vs. COP

Last updated Apr 1, 2026

Compare and contrast key facts about DoubleLine Core Fixed Income Fund (DBLFX) and ConocoPhillips Company (COP).

DBLFX is managed by DoubleLine. It was launched on Jun 1, 2010.

Performance

DBLFX vs. COP - Performance Comparison

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

DBLFX vs. COP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
COP ConocoPhillips Company	42.11%	-2.34%	-12.02%	1.98%	71.69%	86.60%	-36.04%	6.63%	15.63%	11.95%

Returns By Period

In the year-to-date period, DBLFX achieves a -0.74% return, which is significantly lower than COP's 42.11% return. Over the past 10 years, DBLFX has underperformed COP with an annualized return of 2.11%, while COP has yielded a comparatively higher 16.28% annualized return.

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%

COP

• 1D: -0.67%
• 1M: 16.34%
• YTD: 42.11%
• 6M: 41.94%
• 1Y: 30.00%
• 3Y*: 13.58%
• 5Y*: 23.95%
• 10Y*: 16.28%

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

Return for Risk

DBLFX vs. COP — 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

COP

COP Risk / Return Rank: 68
COP Sharpe Ratio Rank: 72
COP Sortino Ratio Rank: 65
COP Omega Ratio Rank: 65
COP Calmar Ratio Rank: 72
COP Martin Ratio Rank: 68

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.

DBLFX vs. COP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Core Fixed Income Fund (DBLFX) and ConocoPhillips Company (COP). 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.

	DBLFX	COP	Difference
Sharpe ratio Return per unit of total volatility	1.04	0.88	+0.16
Sortino ratio Return per unit of downside risk	1.50	1.32	+0.18
Omega ratio Gain probability vs. loss probability	1.19	1.18	+0.01
Calmar ratio Return relative to maximum drawdown	1.62	1.51	+0.11
Martin ratio Return relative to average drawdown	5.47	2.91	+2.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DBLFX vs. COP - Sharpe Ratio Comparison

The current DBLFX Sharpe Ratio is 1.04, which is comparable to the COP Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of DBLFX and COP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DBLFX	COP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.04	0.88	+0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.15	0.74	-0.58
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	0.43	+0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	0.23	+0.63

Correlation

The correlation between DBLFX and COP is -0.18. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

DBLFX vs. COP - Dividend Comparison

DBLFX's dividend yield for the trailing twelve months is around 4.39%, more than COP's 2.45% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
COP ConocoPhillips Company	2.45%	3.40%	3.35%	3.37%	4.23%	2.70%	4.23%	2.05%	1.86%	1.93%	1.99%	6.30%

Drawdowns

DBLFX vs. COP - Drawdown Comparison

The maximum DBLFX drawdown since its inception was -17.09%, smaller than the maximum COP drawdown of -84.55%. Use the drawdown chart below to compare losses from any high point for DBLFX and COP.

Drawdown Indicators

	DBLFX	COP	Difference
Max Drawdown Largest peak-to-trough decline	-17.09%	-84.55%	+67.46%
Max Drawdown (1Y) Largest decline over 1 year	-2.86%	-22.09%	+19.23%
Max Drawdown (5Y) Largest decline over 5 years	-17.09%	-36.19%	+19.10%
Max Drawdown (10Y) Largest decline over 10 years	-17.09%	-70.66%	+53.57%
Current Drawdown Current decline from peak	-2.33%	-1.35%	-0.98%
Average Drawdown Average peak-to-trough decline	-2.58%	-25.55%	+22.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.85%	11.45%	-10.60%

Volatility

DBLFX vs. COP - Volatility Comparison

The current volatility for DoubleLine Core Fixed Income Fund (DBLFX) is 1.60%, while ConocoPhillips Company (COP) has a volatility of 6.82%. This indicates that DBLFX experiences smaller price fluctuations and is considered to be less risky than COP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DBLFX	COP	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.60%	6.82%	-5.22%
Volatility (6M) Calculated over the trailing 6-month period	2.42%	20.55%	-18.13%
Volatility (1Y) Calculated over the trailing 1-year period	3.96%	34.39%	-30.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.20%	32.78%	-27.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.27%	37.68%	-33.41%