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DBLFX vs. DLTNX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBLFX vs. DLTNX - Performance Comparison

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

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DBLFX vs. DLTNX - 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%
DLTNX
DoubleLine Total Return Bond Fund Class N
-0.47%7.66%2.94%4.96%-12.77%-0.01%3.87%5.74%1.50%3.44%

Returns By Period

In the year-to-date period, DBLFX achieves a -0.95% return, which is significantly lower than DLTNX's -0.47% return. Over the past 10 years, DBLFX has outperformed DLTNX with an annualized return of 2.09%, while DLTNX has yielded a comparatively lower 1.55% 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%

DLTNX

1D
-0.23%
1M
-2.00%
YTD
-0.47%
6M
0.44%
1Y
3.67%
3Y*
3.89%
5Y*
0.47%
10Y*
1.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBLFX vs. DLTNX - Expense Ratio Comparison

DBLFX has a 0.47% expense ratio, which is lower than DLTNX's 0.75% expense ratio.


Return for Risk

DBLFX vs. DLTNX — 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

DLTNX
DLTNX Risk / Return Rank: 4242
Overall Rank
DLTNX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
DLTNX Sortino Ratio Rank: 4343
Sortino Ratio Rank
DLTNX Omega Ratio Rank: 3131
Omega Ratio Rank
DLTNX Calmar Ratio Rank: 5858
Calmar Ratio Rank
DLTNX Martin Ratio Rank: 3535
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. DLTNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Core Fixed Income Fund (DBLFX) and DoubleLine Total Return Bond Fund Class N (DLTNX). 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.


DBLFXDLTNXDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.97

-0.01

Sortino ratio

Return per unit of downside risk

1.38

1.42

-0.04

Omega ratio

Gain probability vs. loss probability

1.17

1.17

0.00

Calmar ratio

Return relative to maximum drawdown

1.35

1.52

-0.17

Martin ratio

Return relative to average drawdown

4.46

4.19

+0.27

DBLFX vs. DLTNX - Sharpe Ratio Comparison

The current DBLFX Sharpe Ratio is 0.95, which is comparable to the DLTNX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of DBLFX and DLTNX, 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


DBLFXDLTNXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.97

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.09

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.36

+0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.86

0.00

Correlation

The correlation between DBLFX and DLTNX is 0.90, 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. DLTNX - Dividend Comparison

DBLFX's dividend yield for the trailing twelve months is around 4.40%, more than DLTNX's 4.21% 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%
DLTNX
DoubleLine Total Return Bond Fund Class N
4.21%4.62%4.77%4.11%3.59%2.87%3.13%3.49%3.48%3.40%3.47%3.85%

Drawdowns

DBLFX vs. DLTNX - Drawdown Comparison

The maximum DBLFX drawdown since its inception was -17.09%, roughly equal to the maximum DLTNX drawdown of -16.94%. Use the drawdown chart below to compare losses from any high point for DBLFX and DLTNX.


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Drawdown Indicators


DBLFXDLTNXDifference

Max Drawdown

Largest peak-to-trough decline

-17.09%

-16.94%

-0.15%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-2.77%

-0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-17.09%

-16.94%

-0.15%

Max Drawdown (10Y)

Largest decline over 10 years

-17.09%

-16.94%

-0.15%

Current Drawdown

Current decline from peak

-2.54%

-2.44%

-0.10%

Average Drawdown

Average peak-to-trough decline

-2.58%

-2.55%

-0.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

1.00%

-0.14%

Volatility

DBLFX vs. DLTNX - Volatility Comparison

DoubleLine Core Fixed Income Fund (DBLFX) and DoubleLine Total Return Bond Fund Class N (DLTNX) have volatilities of 1.54% and 1.49%, 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


DBLFXDLTNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

1.49%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

2.42%

0.00%

Volatility (1Y)

Calculated over the trailing 1-year period

3.96%

4.18%

-0.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.20%

5.48%

-0.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.27%

4.33%

-0.06%