DBLFX vs. SSASX
Compare and contrast key facts about DoubleLine Core Fixed Income Fund (DBLFX) and State Street Income Fund (SSASX).
DBLFX is managed by DoubleLine. It was launched on Jun 1, 2010. SSASX is managed by State Street. It was launched on Jan 2, 1980.
Performance
DBLFX vs. SSASX - Performance Comparison
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DBLFX vs. SSASX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DBLFX DoubleLine Core Fixed Income Fund | -0.74% | 7.54% | 3.04% | 6.44% | -12.76% | 0.55% |
SSASX State Street Income Fund | -0.61% | 7.49% | -0.95% | 4.83% | -13.74% | 0.59% |
Returns By Period
In the year-to-date period, DBLFX achieves a -0.74% return, which is significantly lower than SSASX's -0.61% 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%
SSASX
- 1D
- 0.51%
- 1M
- -2.48%
- YTD
- -0.61%
- 6M
- 0.37%
- 1Y
- 3.71%
- 3Y*
- 2.41%
- 5Y*
- —
- 10Y*
- —
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DBLFX vs. SSASX - Expense Ratio Comparison
DBLFX has a 0.47% expense ratio, which is higher than SSASX's 0.20% expense ratio.
Return for Risk
DBLFX vs. SSASX — Risk / Return Rank
DBLFX
SSASX
DBLFX vs. SSASX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Core Fixed Income Fund (DBLFX) and State Street Income Fund (SSASX). 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 | SSASX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.90 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.50 | 1.28 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.16 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.62 | 1.58 | +0.04 |
Martin ratioReturn relative to average drawdown | 5.47 | 4.37 | +1.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DBLFX | SSASX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.04 | 0.90 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | -0.12 | +0.98 |
Correlation
The correlation between DBLFX and SSASX is 0.95, 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. SSASX - Dividend Comparison
DBLFX's dividend yield for the trailing twelve months is around 4.39%, more than SSASX's 3.66% 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% |
SSASX State Street Income Fund | 3.66% | 4.01% | 2.76% | 2.86% | 2.48% | 3.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DBLFX vs. SSASX - Drawdown Comparison
The maximum DBLFX drawdown since its inception was -17.09%, smaller than the maximum SSASX drawdown of -19.65%. Use the drawdown chart below to compare losses from any high point for DBLFX and SSASX.
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Drawdown Indicators
| DBLFX | SSASX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.09% | -19.65% | +2.56% |
Max Drawdown (1Y)Largest decline over 1 year | -2.86% | -3.12% | +0.26% |
Max Drawdown (5Y)Largest decline over 5 years | -17.09% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -17.09% | — | — |
Current DrawdownCurrent decline from peak | -2.33% | -5.84% | +3.51% |
Average DrawdownAverage peak-to-trough decline | -2.58% | -9.83% | +7.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.85% | 1.13% | -0.28% |
Volatility
DBLFX vs. SSASX - Volatility Comparison
DoubleLine Core Fixed Income Fund (DBLFX) and State Street Income Fund (SSASX) have volatilities of 1.60% and 1.60%, 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
| DBLFX | SSASX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.60% | 1.60% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 2.42% | 2.76% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.96% | 4.82% | -0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.20% | 6.56% | -1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.27% | 6.56% | -2.29% |