DBLIX vs. DBCMX

Last updated Apr 1, 2026

Compare and contrast key facts about DoubleLine Income Fund (DBLIX) and DoubleLine Strategic Commodity Fund (DBCMX).

DBLIX is managed by DoubleLine. It was launched on Sep 2, 2019. DBCMX is managed by DoubleLine. It was launched on May 17, 2015.

Performance

DBLIX vs. DBCMX - Performance Comparison

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

DBLIX vs. DBCMX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
DBLIX DoubleLine Income Fund	0.48%	6.49%	10.61%	9.69%	-13.31%	5.72%	-5.09%	0.39%
DBCMX DoubleLine Strategic Commodity Fund	23.68%	6.10%	0.45%	-3.96%	13.40%	31.24%	-6.07%	0.70%

Returns By Period

DBLIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DBCMX

• 1D: 0.45%
• 1M: 13.32%
• YTD: 23.68%
• 6M: 26.71%
• 1Y: 28.84%
• 3Y*: 9.03%
• 5Y*: 11.17%
• 10Y*: 7.37%

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

DBLIX vs. DBCMX - Expense Ratio Comparison

DBLIX has a 0.65% expense ratio, which is lower than DBCMX's 1.02% expense ratio.

DBCMX

DoubleLine Strategic Commodity Fund

DBLIX

DoubleLine Income Fund

Return for Risk

DBLIX vs. DBCMX — Risk / Return Rank

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

DBCMX

DBCMX Risk / Return Rank: 94
DBCMX Sharpe Ratio Rank: 95
DBCMX Sortino Ratio Rank: 94
DBCMX Omega Ratio Rank: 91
DBCMX Calmar Ratio Rank: 96
DBCMX Martin Ratio Rank: 96

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.

DBLIX vs. DBCMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Income Fund (DBLIX) and DoubleLine Strategic Commodity Fund (DBCMX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	DBLIX	DBCMX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.29	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.69	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.51	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.51	—

Correlation

The correlation between DBLIX and DBCMX is -0.02. 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

DBLIX vs. DBCMX - Dividend Comparison

DBLIX's dividend yield for the trailing twelve months is around 5.20%, more than DBCMX's 2.45% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
DBLIX DoubleLine Income Fund	5.20%	6.33%	6.32%	7.44%	5.45%	4.76%	4.10%	1.30%	0.00%	0.00%	0.00%
DBCMX DoubleLine Strategic Commodity Fund	2.45%	3.04%	2.89%	3.30%	46.88%	13.53%	0.00%	1.04%	1.21%	5.23%	0.51%

Drawdowns

Drawdown Indicators

	DBLIX	DBCMX	Difference
Max Drawdown Largest peak-to-trough decline	—	-37.62%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-7.93%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.60%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.62%	—
Current Drawdown Current decline from peak	—	0.00%	—
Average Drawdown Average peak-to-trough decline	—	-13.47%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.10%	—

Volatility

Volatility by Period

	DBLIX	DBCMX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.16%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.94%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	12.77%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	16.16%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	14.50%	—