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DBLIX vs. DHEAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBLIX vs. DHEAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Income Fund (DBLIX) and Diamond Hill Short Duration Securitized Bond Fund (DHEAX). The values are adjusted to include any dividend payments, if applicable.

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DBLIX vs. DHEAX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DBLIX
DoubleLine Income Fund
0.48%6.49%10.61%9.69%-13.31%5.72%-5.09%0.39%
DHEAX
Diamond Hill Short Duration Securitized Bond Fund
0.75%5.70%9.15%8.38%-3.57%2.42%2.87%0.51%

Returns By Period


DBLIX

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

DHEAX

1D
0.11%
1M
-0.29%
YTD
0.75%
6M
1.62%
1Y
4.87%
3Y*
7.37%
5Y*
4.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBLIX vs. DHEAX - Expense Ratio Comparison

DBLIX has a 0.65% expense ratio, which is lower than DHEAX's 0.83% expense ratio.


Return for Risk

DBLIX vs. DHEAX — Risk / Return Rank

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

DBLIX

DHEAX
DHEAX Risk / Return Rank: 9999
Overall Rank
DHEAX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
DHEAX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DHEAX Omega Ratio Rank: 9999
Omega Ratio Rank
DHEAX Calmar Ratio Rank: 9999
Calmar Ratio Rank
DHEAX Martin Ratio Rank: 9999
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.

DBLIX vs. DHEAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Income Fund (DBLIX) and Diamond Hill Short Duration Securitized Bond Fund (DHEAX). 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.

DBLIX vs. DHEAX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DBLIXDHEAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

4.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.77

Sharpe Ratio (All Time)

Calculated using the full available price history

1.73

Correlation

The correlation between DBLIX and DHEAX is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DBLIX vs. DHEAX - Dividend Comparison

DBLIX's dividend yield for the trailing twelve months is around 5.20%, less than DHEAX's 5.72% yield.


TTM202520242023202220212020201920182017
DBLIX
DoubleLine Income Fund
5.20%6.33%6.32%7.44%5.45%4.76%4.10%1.30%0.00%0.00%
DHEAX
Diamond Hill Short Duration Securitized Bond Fund
5.72%5.27%5.94%5.25%3.41%2.31%2.92%3.76%3.45%3.20%

Drawdowns

DBLIX vs. DHEAX - Drawdown Comparison


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Drawdown Indicators


DBLIXDHEAXDifference

Max Drawdown

Largest peak-to-trough decline

-12.34%

Max Drawdown (1Y)

Largest decline over 1 year

-0.50%

Max Drawdown (5Y)

Largest decline over 5 years

-5.06%

Current Drawdown

Current decline from peak

-0.29%

Average Drawdown

Average peak-to-trough decline

-0.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.13%

Volatility

DBLIX vs. DHEAX - Volatility Comparison


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Volatility by Period


DBLIXDHEAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.42%

Volatility (6M)

Calculated over the trailing 6-month period

0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

1.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.29%