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DBLLX vs. IHIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBLLX vs. IHIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Low Duration Emerging Markets Fixed Income Fund (DBLLX) and Federated Hermes Emerging Market Debt Fund (IHIAX). The values are adjusted to include any dividend payments, if applicable.

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DBLLX vs. IHIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
IHIAX
Federated Hermes Emerging Market Debt Fund
-3.01%17.06%6.06%14.41%-16.21%-3.26%5.79%12.89%-5.18%10.36%

Returns By Period

In the year-to-date period, DBLLX achieves a 0.02% return, which is significantly higher than IHIAX's -3.01% return. Both investments have delivered pretty close results over the past 10 years, with DBLLX having a 3.62% annualized return and IHIAX not far behind at 3.57%.


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%

IHIAX

1D
-1.03%
1M
-5.35%
YTD
-3.01%
6M
0.45%
1Y
11.03%
3Y*
10.61%
5Y*
3.06%
10Y*
3.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBLLX vs. IHIAX - Expense Ratio Comparison

DBLLX has a 0.59% expense ratio, which is lower than IHIAX's 1.18% expense ratio.


Return for Risk

DBLLX vs. IHIAX — Risk / Return Rank

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

DBLLX
DBLLX Risk / Return Rank: 9898
Overall Rank
DBLLX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DBLLX Sortino Ratio Rank: 9898
Sortino Ratio Rank
DBLLX Omega Ratio Rank: 9999
Omega Ratio Rank
DBLLX Calmar Ratio Rank: 9797
Calmar Ratio Rank
DBLLX Martin Ratio Rank: 9898
Martin Ratio Rank

IHIAX
IHIAX Risk / Return Rank: 9191
Overall Rank
IHIAX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IHIAX Sortino Ratio Rank: 9292
Sortino Ratio Rank
IHIAX Omega Ratio Rank: 9494
Omega Ratio Rank
IHIAX Calmar Ratio Rank: 8383
Calmar Ratio Rank
IHIAX Martin Ratio Rank: 8888
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.

DBLLX vs. IHIAX - 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 Federated Hermes Emerging Market Debt Fund (IHIAX). 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.


DBLLXIHIAXDifference

Sharpe ratio

Return per unit of total volatility

3.75

2.21

+1.54

Sortino ratio

Return per unit of downside risk

5.19

2.77

+2.42

Omega ratio

Gain probability vs. loss probability

2.29

1.50

+0.79

Calmar ratio

Return relative to maximum drawdown

4.05

2.07

+1.98

Martin ratio

Return relative to average drawdown

21.50

9.66

+11.84

DBLLX vs. IHIAX - Sharpe Ratio Comparison

The current DBLLX Sharpe Ratio is 3.75, which is higher than the IHIAX Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of DBLLX and IHIAX, 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


DBLLXIHIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.75

2.21

+1.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.72

0.51

+1.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.91

0.56

+1.34

Sharpe Ratio (All Time)

Calculated using the full available price history

1.68

0.92

+0.76

Correlation

The correlation between DBLLX and IHIAX is 0.49, 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. IHIAX - Dividend Comparison

DBLLX's dividend yield for the trailing twelve months is around 5.01%, more than IHIAX's 0.82% yield.


TTM20252024202320222021202020192018201720162015
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%
IHIAX
Federated Hermes Emerging Market Debt Fund
0.82%0.28%2.60%2.92%5.36%1.91%3.48%1.85%3.99%3.78%3.13%3.91%

Drawdowns

DBLLX vs. IHIAX - Drawdown Comparison

The maximum DBLLX drawdown since its inception was -10.13%, smaller than the maximum IHIAX drawdown of -36.42%. Use the drawdown chart below to compare losses from any high point for DBLLX and IHIAX.


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Drawdown Indicators


DBLLXIHIAXDifference

Max Drawdown

Largest peak-to-trough decline

-10.13%

-36.42%

+26.29%

Max Drawdown (1Y)

Largest decline over 1 year

-1.35%

-5.76%

+4.41%

Max Drawdown (5Y)

Largest decline over 5 years

-10.13%

-27.24%

+17.11%

Max Drawdown (10Y)

Largest decline over 10 years

-10.13%

-27.24%

+17.11%

Current Drawdown

Current decline from peak

-0.92%

-5.76%

+4.84%

Average Drawdown

Average peak-to-trough decline

-1.31%

-4.69%

+3.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

1.24%

-0.99%

Volatility

DBLLX vs. IHIAX - Volatility Comparison

The current volatility for DoubleLine Low Duration Emerging Markets Fixed Income Fund (DBLLX) is 0.35%, while Federated Hermes Emerging Market Debt Fund (IHIAX) has a volatility of 2.53%. This indicates that DBLLX experiences smaller price fluctuations and is considered to be less risky than IHIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBLLXIHIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.35%

2.53%

-2.18%

Volatility (6M)

Calculated over the trailing 6-month period

0.75%

3.79%

-3.04%

Volatility (1Y)

Calculated over the trailing 1-year period

1.43%

6.24%

-4.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.93%

6.27%

-4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.90%

6.49%

-4.59%