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DBLLX vs. VEMBX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DBLLX and VEMBX is 0.55, 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.


-0.50.00.51.00.6

Performance

DBLLX vs. VEMBX - 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 Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX). The values are adjusted to include any dividend payments, if applicable.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%AugustSeptemberOctoberNovemberDecember2025
2.79%
1.80%
DBLLX
VEMBX

Key characteristics

Sharpe Ratio

DBLLX:

5.45

VEMBX:

1.58

Sortino Ratio

DBLLX:

10.04

VEMBX:

2.29

Omega Ratio

DBLLX:

2.72

VEMBX:

1.29

Calmar Ratio

DBLLX:

12.57

VEMBX:

1.07

Martin Ratio

DBLLX:

42.63

VEMBX:

7.06

Ulcer Index

DBLLX:

0.17%

VEMBX:

1.07%

Daily Std Dev

DBLLX:

1.31%

VEMBX:

4.76%

Max Drawdown

DBLLX:

-10.51%

VEMBX:

-25.61%

Current Drawdown

DBLLX:

-0.07%

VEMBX:

-2.59%

Returns By Period

In the year-to-date period, DBLLX achieves a 0.21% return, which is significantly higher than VEMBX's -0.40% return.


DBLLX

YTD

0.21%

1M

0.03%

6M

2.79%

1Y

6.98%

5Y*

2.29%

10Y*

2.90%

VEMBX

YTD

-0.40%

1M

-1.73%

6M

1.80%

1Y

6.98%

5Y*

2.78%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DBLLX vs. VEMBX - Expense Ratio Comparison

DBLLX has a 0.59% expense ratio, which is higher than VEMBX's 0.55% expense ratio.


DBLLX
DoubleLine Low Duration Emerging Markets Fixed Income Fund
Expense ratio chart for DBLLX: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for VEMBX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

DBLLX vs. VEMBX — Risk-Adjusted Performance Rank

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

DBLLX
The Risk-Adjusted Performance Rank of DBLLX is 9999
Overall Rank
The Sharpe Ratio Rank of DBLLX is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of DBLLX is 9999
Sortino Ratio Rank
The Omega Ratio Rank of DBLLX is 9898
Omega Ratio Rank
The Calmar Ratio Rank of DBLLX is 9999
Calmar Ratio Rank
The Martin Ratio Rank of DBLLX is 9898
Martin Ratio Rank

VEMBX
The Risk-Adjusted Performance Rank of VEMBX is 8383
Overall Rank
The Sharpe Ratio Rank of VEMBX is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of VEMBX is 8787
Sortino Ratio Rank
The Omega Ratio Rank of VEMBX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of VEMBX is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VEMBX is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DBLLX vs. VEMBX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Low Duration Emerging Markets Fixed Income Fund (DBLLX) and Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX). 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.


Sharpe ratio
The chart of Sharpe ratio for DBLLX, currently valued at 5.45, compared to the broader market-1.000.001.002.003.004.005.451.58
The chart of Sortino ratio for DBLLX, currently valued at 10.04, compared to the broader market0.002.004.006.008.0010.0010.042.29
The chart of Omega ratio for DBLLX, currently valued at 2.72, compared to the broader market1.002.003.002.721.29
The chart of Calmar ratio for DBLLX, currently valued at 12.57, compared to the broader market0.005.0010.0015.0012.571.07
The chart of Martin ratio for DBLLX, currently valued at 42.63, compared to the broader market0.0020.0040.0060.0042.637.06
DBLLX
VEMBX

The current DBLLX Sharpe Ratio is 5.45, which is higher than the VEMBX Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of DBLLX and VEMBX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.007.008.00AugustSeptemberOctoberNovemberDecember2025
5.45
1.58
DBLLX
VEMBX

Dividends

DBLLX vs. VEMBX - Dividend Comparison

DBLLX's dividend yield for the trailing twelve months is around 4.71%, less than VEMBX's 6.40% yield.


TTM20242023202220212020201920182017201620152014
DBLLX
DoubleLine Low Duration Emerging Markets Fixed Income Fund
4.71%4.72%3.73%2.41%1.71%2.62%3.40%2.71%2.78%3.14%3.77%2.67%
VEMBX
Vanguard Emerging Markets Bond Fund Investor Shares
6.40%6.38%7.06%5.45%3.52%3.27%4.40%4.80%4.52%4.03%0.00%0.00%

Drawdowns

DBLLX vs. VEMBX - Drawdown Comparison

The maximum DBLLX drawdown since its inception was -10.51%, smaller than the maximum VEMBX drawdown of -25.61%. Use the drawdown chart below to compare losses from any high point for DBLLX and VEMBX. For additional features, visit the drawdowns tool.


-2.50%-2.00%-1.50%-1.00%-0.50%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.07%
-2.59%
DBLLX
VEMBX

Volatility

DBLLX vs. VEMBX - Volatility Comparison

The current volatility for DoubleLine Low Duration Emerging Markets Fixed Income Fund (DBLLX) is 0.32%, while Vanguard Emerging Markets Bond Fund Investor Shares (VEMBX) has a volatility of 1.15%. This indicates that DBLLX experiences smaller price fluctuations and is considered to be less risky than VEMBX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%AugustSeptemberOctoberNovemberDecember2025
0.32%
1.15%
DBLLX
VEMBX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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