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DBLSX vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DBLSX and BND is 0.47, 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.


-0.50.00.51.00.5

Performance

DBLSX vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Low Duration Bond Fund (DBLSX) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

20.00%25.00%30.00%35.00%JulyAugustSeptemberOctoberNovemberDecember
36.77%
24.15%
DBLSX
BND

Key characteristics

Sharpe Ratio

DBLSX:

3.96

BND:

0.31

Sortino Ratio

DBLSX:

6.34

BND:

0.46

Omega Ratio

DBLSX:

2.14

BND:

1.05

Calmar Ratio

DBLSX:

11.94

BND:

0.12

Martin Ratio

DBLSX:

32.41

BND:

0.87

Ulcer Index

DBLSX:

0.15%

BND:

1.91%

Daily Std Dev

DBLSX:

1.26%

BND:

5.43%

Max Drawdown

DBLSX:

-7.45%

BND:

-18.84%

Current Drawdown

DBLSX:

-0.31%

BND:

-9.27%

Returns By Period

In the year-to-date period, DBLSX achieves a 4.66% return, which is significantly higher than BND's 1.48% return. Over the past 10 years, DBLSX has outperformed BND with an annualized return of 2.39%, while BND has yielded a comparatively lower 1.36% annualized return.


DBLSX

YTD

4.66%

1M

-0.10%

6M

2.12%

1Y

4.98%

5Y*

2.28%

10Y*

2.39%

BND

YTD

1.48%

1M

-0.24%

6M

1.41%

1Y

1.67%

5Y*

-0.34%

10Y*

1.36%

Compare stocks, funds, or ETFs

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


DBLSX vs. BND - Expense Ratio Comparison

DBLSX has a 0.41% expense ratio, which is higher than BND's 0.03% expense ratio.


DBLSX
DoubleLine Low Duration Bond Fund
Expense ratio chart for DBLSX: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

DBLSX vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Low Duration Bond Fund (DBLSX) and Vanguard Total Bond Market ETF (BND). 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 DBLSX, currently valued at 3.96, compared to the broader market-1.000.001.002.003.004.003.960.31
The chart of Sortino ratio for DBLSX, currently valued at 6.34, compared to the broader market-2.000.002.004.006.008.0010.006.340.46
The chart of Omega ratio for DBLSX, currently valued at 2.14, compared to the broader market0.501.001.502.002.503.003.502.141.05
The chart of Calmar ratio for DBLSX, currently valued at 11.94, compared to the broader market0.002.004.006.008.0010.0012.0014.0011.940.12
The chart of Martin ratio for DBLSX, currently valued at 32.41, compared to the broader market0.0020.0040.0060.0032.410.87
DBLSX
BND

The current DBLSX Sharpe Ratio is 3.96, which is higher than the BND Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of DBLSX and BND, 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 Ratio0.001.002.003.004.005.006.00JulyAugustSeptemberOctoberNovemberDecember
3.96
0.31
DBLSX
BND

Dividends

DBLSX vs. BND - Dividend Comparison

DBLSX's dividend yield for the trailing twelve months is around 4.66%, more than BND's 3.62% yield.


TTM20232022202120202019201820172016201520142013
DBLSX
DoubleLine Low Duration Bond Fund
4.66%4.48%2.49%1.74%2.39%3.19%2.91%2.43%2.54%2.47%2.09%1.74%
BND
Vanguard Total Bond Market ETF
3.33%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Drawdowns

DBLSX vs. BND - Drawdown Comparison

The maximum DBLSX drawdown since its inception was -7.45%, smaller than the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for DBLSX and BND. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.31%
-9.27%
DBLSX
BND

Volatility

DBLSX vs. BND - Volatility Comparison

The current volatility for DoubleLine Low Duration Bond Fund (DBLSX) is 0.41%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.65%. This indicates that DBLSX experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.50%1.00%1.50%2.00%JulyAugustSeptemberOctoberNovemberDecember
0.41%
1.65%
DBLSX
BND
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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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