DBLLX vs. DFLEX
Compare and contrast key facts about DoubleLine Low Duration Emerging Markets Fixed Income Fund (DBLLX) and DoubleLine Flexible Income Fund (DFLEX).
DBLLX is managed by DoubleLine. It was launched on Apr 6, 2014. DFLEX is managed by DoubleLine. It was launched on Apr 6, 2014.
Performance
DBLLX vs. DFLEX - Performance Comparison
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DBLLX vs. DFLEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBLLX DoubleLine Low Duration Emerging Markets Fixed Income Fund | 0.02% | 7.86% | 7.20% | 7.00% | -5.05% | -0.21% | 3.53% | 8.57% | -0.04% | 4.20% |
DFLEX DoubleLine Flexible Income Fund | 0.22% | 6.58% | 8.65% | 7.84% | -8.48% | 3.79% | 2.93% | 7.21% | 0.10% | 5.27% |
Returns By Period
In the year-to-date period, DBLLX achieves a 0.02% return, which is significantly lower than DFLEX's 0.22% return. Both investments have delivered pretty close results over the past 10 years, with DBLLX having a 3.62% annualized return and DFLEX not far ahead at 3.79%.
DBLLX
- 1D
- 0.00%
- 1M
- -0.92%
- YTD
- 0.02%
- 6M
- 1.20%
- 1Y
- 5.32%
- 3Y*
- 6.95%
- 5Y*
- 3.30%
- 10Y*
- 3.62%
DFLEX
- 1D
- 0.11%
- 1M
- -0.80%
- YTD
- 0.22%
- 6M
- 1.54%
- 1Y
- 5.12%
- 3Y*
- 7.13%
- 5Y*
- 3.19%
- 10Y*
- 3.79%
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DBLLX vs. DFLEX - Expense Ratio Comparison
DBLLX has a 0.59% expense ratio, which is lower than DFLEX's 0.74% expense ratio.
Return for Risk
DBLLX vs. DFLEX — Risk / Return Rank
DBLLX
DFLEX
DBLLX vs. DFLEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Low Duration Emerging Markets Fixed Income Fund (DBLLX) and DoubleLine Flexible Income Fund (DFLEX). 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.
| DBLLX | DFLEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.75 | 3.69 | +0.06 |
Sortino ratioReturn per unit of downside risk | 5.19 | 6.09 | -0.90 |
Omega ratioGain probability vs. loss probability | 2.29 | 2.08 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 4.05 | 4.58 | -0.53 |
Martin ratioReturn relative to average drawdown | 21.50 | 20.46 | +1.04 |
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
| DBLLX | DFLEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.75 | 3.69 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.72 | 1.67 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.91 | 1.39 | +0.52 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.68 | 1.35 | +0.32 |
Correlation
The correlation between DBLLX and DFLEX is 0.52, 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
DBLLX vs. DFLEX - Dividend Comparison
DBLLX's dividend yield for the trailing twelve months is around 5.01%, less than DFLEX's 5.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBLLX DoubleLine Low Duration Emerging Markets Fixed Income Fund | 5.01% | 5.27% | 4.70% | 3.74% | 2.41% | 2.15% | 2.61% | 4.93% | 2.87% | 3.00% | 3.19% | 3.77% |
DFLEX DoubleLine Flexible Income Fund | 5.14% | 5.68% | 6.05% | 5.95% | 4.72% | 3.86% | 3.96% | 4.46% | 4.46% | 3.82% | 3.75% | 4.32% |
Drawdowns
DBLLX vs. DFLEX - Drawdown Comparison
The maximum DBLLX drawdown since its inception was -10.13%, smaller than the maximum DFLEX drawdown of -17.29%. Use the drawdown chart below to compare losses from any high point for DBLLX and DFLEX.
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Drawdown Indicators
| DBLLX | DFLEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.13% | -17.29% | +7.16% |
Max Drawdown (1Y)Largest decline over 1 year | -1.35% | -1.15% | -0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -10.13% | -11.00% | +0.87% |
Max Drawdown (10Y)Largest decline over 10 years | -10.13% | -17.29% | +7.16% |
Current DrawdownCurrent decline from peak | -0.92% | -0.80% | -0.12% |
Average DrawdownAverage peak-to-trough decline | -1.31% | -1.58% | +0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.25% | 0.26% | -0.01% |
Volatility
DBLLX vs. DFLEX - Volatility Comparison
The current volatility for DoubleLine Low Duration Emerging Markets Fixed Income Fund (DBLLX) is 0.35%, while DoubleLine Flexible Income Fund (DFLEX) has a volatility of 0.56%. This indicates that DBLLX experiences smaller price fluctuations and is considered to be less risky than DFLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBLLX | DFLEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.35% | 0.56% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 0.75% | 0.91% | -0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.43% | 1.40% | +0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.93% | 1.92% | +0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.90% | 2.73% | -0.83% |