DBLIX vs. DBLTX

Last updated Apr 1, 2026

Compare and contrast key facts about DoubleLine Income Fund (DBLIX) and DoubleLine Total Return Bond Fund Class I (DBLTX).

DBLIX is managed by DoubleLine. It was launched on Sep 2, 2019. DBLTX is managed by DoubleLine. It was launched on Apr 6, 2010.

Performance

DBLIX vs. DBLTX - Performance Comparison

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

DBLIX vs. DBLTX - 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%
DBLTX DoubleLine Total Return Bond Fund Class I	-0.20%	8.05%	3.08%	5.34%	-12.56%	0.24%	4.13%	-0.73%

Returns By Period

DBLIX

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

DBLTX

• 1D: 0.57%
• 1M: -2.21%
• YTD: -0.20%
• 6M: 1.11%
• 1Y: 4.50%
• 3Y*: 4.26%
• 5Y*: 0.83%
• 10Y*: 1.83%

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

DBLIX vs. DBLTX - Expense Ratio Comparison

DBLIX has a 0.65% expense ratio, which is higher than DBLTX's 0.50% expense ratio.

DBLIX

DoubleLine Income Fund

DBLTX

DoubleLine Total Return Bond Fund Class I

Return for Risk

DBLIX vs. DBLTX — Risk / Return Rank

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

DBLTX

DBLTX Risk / Return Rank: 63
DBLTX Sharpe Ratio Rank: 65
DBLTX Sortino Ratio Rank: 66
DBLTX Omega Ratio Rank: 49
DBLTX Calmar Ratio Rank: 78
DBLTX Martin Ratio Rank: 57

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. DBLTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Income Fund (DBLIX) and DoubleLine Total Return Bond Fund Class I (DBLTX). 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	DBLTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.12	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.15	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.42	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.92	—

Correlation

The correlation between DBLIX and DBLTX is 0.71, 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

DBLIX vs. DBLTX - Dividend Comparison

DBLIX's dividend yield for the trailing twelve months is around 5.20%, more than DBLTX's 4.43% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%	0.00%
DBLTX DoubleLine Total Return Bond Fund Class I	4.43%	4.86%	5.03%	4.35%	3.86%	3.12%	3.39%	3.66%	3.74%	3.65%	3.72%	4.11%

Drawdowns

Drawdown Indicators

	DBLIX	DBLTX	Difference
Max Drawdown Largest peak-to-trough decline	—	-16.49%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-2.88%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.49%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-16.49%	—
Current Drawdown Current decline from peak	—	-2.21%	—
Average Drawdown Average peak-to-trough decline	—	-2.38%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.97%	—

Volatility

Volatility by Period

	DBLIX	DBLTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.74%	—
Volatility (6M) Calculated over the trailing 6-month period	—	2.64%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	4.23%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	5.56%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	4.38%	—