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DBLFX vs. DLFNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBLFX vs. DLFNX - Performance Comparison

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

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DBLFX vs. DLFNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DBLFX
DoubleLine Core Fixed Income Fund
-0.95%7.54%3.04%6.44%-12.76%-0.34%5.61%7.99%-0.01%4.66%
DLFNX
DoubleLine Core Fixed Income Fund
-0.99%7.28%2.77%6.18%-13.08%-0.50%5.25%7.82%-0.27%4.41%

Returns By Period

The year-to-date returns for both stocks are quite close, with DBLFX having a -0.95% return and DLFNX slightly lower at -0.99%. Over the past 10 years, DBLFX has outperformed DLFNX with an annualized return of 2.09%, while DLFNX has yielded a comparatively lower 1.83% annualized return.


DBLFX

1D
-0.22%
1M
-2.02%
YTD
-0.95%
6M
-0.07%
1Y
3.42%
3Y*
4.10%
5Y*
0.68%
10Y*
2.09%

DLFNX

1D
-0.11%
1M
-2.03%
YTD
-0.99%
6M
-0.18%
1Y
3.19%
3Y*
3.85%
5Y*
0.43%
10Y*
1.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBLFX vs. DLFNX - Expense Ratio Comparison

DBLFX has a 0.47% expense ratio, which is lower than DLFNX's 0.73% expense ratio.


Return for Risk

DBLFX vs. DLFNX — Risk / Return Rank

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

DBLFX
DBLFX Risk / Return Rank: 4242
Overall Rank
DBLFX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
DBLFX Sortino Ratio Rank: 4343
Sortino Ratio Rank
DBLFX Omega Ratio Rank: 3131
Omega Ratio Rank
DBLFX Calmar Ratio Rank: 5151
Calmar Ratio Rank
DBLFX Martin Ratio Rank: 4040
Martin Ratio Rank

DLFNX
DLFNX Risk / Return Rank: 3131
Overall Rank
DLFNX Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
DLFNX Sortino Ratio Rank: 3030
Sortino Ratio Rank
DLFNX Omega Ratio Rank: 2323
Omega Ratio Rank
DLFNX Calmar Ratio Rank: 3737
Calmar Ratio Rank
DLFNX Martin Ratio Rank: 3030
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.

DBLFX vs. DLFNX - Risk-Adjusted Trends Comparison

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


DBLFXDLFNXDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.87

+0.08

Sortino ratio

Return per unit of downside risk

1.38

1.25

+0.13

Omega ratio

Gain probability vs. loss probability

1.17

1.15

+0.02

Calmar ratio

Return relative to maximum drawdown

1.35

1.26

+0.09

Martin ratio

Return relative to average drawdown

4.46

4.13

+0.33

DBLFX vs. DLFNX - Sharpe Ratio Comparison

The current DBLFX Sharpe Ratio is 0.95, which is comparable to the DLFNX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of DBLFX and DLFNX, 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


DBLFXDLFNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.87

+0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.08

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.43

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.80

+0.06

Correlation

The correlation between DBLFX and DLFNX is 0.97, 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

DBLFX vs. DLFNX - Dividend Comparison

DBLFX's dividend yield for the trailing twelve months is around 4.40%, more than DLFNX's 4.17% yield.


TTM20252024202320222021202020192018201720162015
DBLFX
DoubleLine Core Fixed Income Fund
4.40%4.87%5.22%4.66%3.99%3.12%3.17%3.42%3.35%2.90%2.95%3.59%
DLFNX
DoubleLine Core Fixed Income Fund
4.17%4.62%4.96%4.41%3.72%2.87%2.92%3.17%3.10%2.65%2.71%3.34%

Drawdowns

DBLFX vs. DLFNX - Drawdown Comparison

The maximum DBLFX drawdown since its inception was -17.09%, roughly equal to the maximum DLFNX drawdown of -17.33%. Use the drawdown chart below to compare losses from any high point for DBLFX and DLFNX.


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Drawdown Indicators


DBLFXDLFNXDifference

Max Drawdown

Largest peak-to-trough decline

-17.09%

-17.33%

+0.24%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-2.86%

0.00%

Max Drawdown (5Y)

Largest decline over 5 years

-17.09%

-17.33%

+0.24%

Max Drawdown (10Y)

Largest decline over 10 years

-17.09%

-17.33%

+0.24%

Current Drawdown

Current decline from peak

-2.54%

-2.55%

+0.01%

Average Drawdown

Average peak-to-trough decline

-2.58%

-2.74%

+0.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

0.87%

-0.01%

Volatility

DBLFX vs. DLFNX - Volatility Comparison

DoubleLine Core Fixed Income Fund (DBLFX) and DoubleLine Core Fixed Income Fund (DLFNX) have volatilities of 1.54% and 1.50%, 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


DBLFXDLFNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

1.50%

+0.04%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

2.36%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

3.96%

3.93%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.20%

5.20%

0.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.27%

4.27%

0.00%