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DBLFX vs. VFIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBLFX vs. VFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Core Fixed Income Fund (DBLFX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). The values are adjusted to include any dividend payments, if applicable.

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DBLFX vs. VFIAX - 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%
VFIAX
Vanguard 500 Index Fund Admiral Shares
-4.35%17.83%24.97%26.24%-18.16%28.65%18.32%31.46%-4.45%21.78%

Returns By Period

In the year-to-date period, DBLFX achieves a -0.95% return, which is significantly higher than VFIAX's -4.35% return. Over the past 10 years, DBLFX has underperformed VFIAX with an annualized return of 2.09%, while VFIAX has yielded a comparatively higher 14.04% 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%

VFIAX

1D
2.92%
1M
-5.03%
YTD
-4.35%
6M
-2.16%
1Y
17.30%
3Y*
18.27%
5Y*
11.75%
10Y*
14.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBLFX vs. VFIAX - Expense Ratio Comparison

DBLFX has a 0.47% expense ratio, which is higher than VFIAX's 0.04% expense ratio.


Return for Risk

DBLFX vs. VFIAX — 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

VFIAX
VFIAX Risk / Return Rank: 5959
Overall Rank
VFIAX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VFIAX Sortino Ratio Rank: 5353
Sortino Ratio Rank
VFIAX Omega Ratio Rank: 5656
Omega Ratio Rank
VFIAX Calmar Ratio Rank: 6464
Calmar Ratio Rank
VFIAX Martin Ratio Rank: 7676
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. VFIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Core Fixed Income Fund (DBLFX) and Vanguard 500 Index Fund Admiral Shares (VFIAX). 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.


DBLFXVFIAXDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.97

-0.02

Sortino ratio

Return per unit of downside risk

1.38

1.49

-0.11

Omega ratio

Gain probability vs. loss probability

1.17

1.23

-0.06

Calmar ratio

Return relative to maximum drawdown

1.35

1.52

-0.17

Martin ratio

Return relative to average drawdown

4.46

7.29

-2.83

DBLFX vs. VFIAX - Sharpe Ratio Comparison

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


DBLFXVFIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.97

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.70

-0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.78

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.44

+0.42

Correlation

The correlation between DBLFX and VFIAX is -0.11. 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. VFIAX - Dividend Comparison

DBLFX's dividend yield for the trailing twelve months is around 4.40%, more than VFIAX's 1.18% 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%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.18%1.12%1.24%1.45%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%

Drawdowns

DBLFX vs. VFIAX - Drawdown Comparison

The maximum DBLFX drawdown since its inception was -17.09%, smaller than the maximum VFIAX drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for DBLFX and VFIAX.


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Drawdown Indicators


DBLFXVFIAXDifference

Max Drawdown

Largest peak-to-trough decline

-17.09%

-55.20%

+38.11%

Max Drawdown (1Y)

Largest decline over 1 year

-2.86%

-12.12%

+9.26%

Max Drawdown (5Y)

Largest decline over 5 years

-17.09%

-24.53%

+7.44%

Max Drawdown (10Y)

Largest decline over 10 years

-17.09%

-33.83%

+16.74%

Current Drawdown

Current decline from peak

-2.54%

-6.24%

+3.70%

Average Drawdown

Average peak-to-trough decline

-2.58%

-9.46%

+6.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

2.52%

-1.66%

Volatility

DBLFX vs. VFIAX - Volatility Comparison

The current volatility for DoubleLine Core Fixed Income Fund (DBLFX) is 1.54%, while Vanguard 500 Index Fund Admiral Shares (VFIAX) has a volatility of 5.35%. This indicates that DBLFX experiences smaller price fluctuations and is considered to be less risky than VFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBLFXVFIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

5.35%

-3.81%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

9.53%

-7.11%

Volatility (1Y)

Calculated over the trailing 1-year period

3.96%

18.32%

-14.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.20%

16.91%

-11.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.27%

18.05%

-13.78%