DBLTX vs. FXNAX
Compare and contrast key facts about DoubleLine Total Return Bond Fund Class I (DBLTX) and Fidelity U.S. Bond Index Fund (FXNAX).
DBLTX is managed by DoubleLine. It was launched on Apr 6, 2010. FXNAX is managed by Fidelity.
Performance
DBLTX vs. FXNAX - Performance Comparison
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DBLTX vs. FXNAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBLTX DoubleLine Total Return Bond Fund Class I | -0.54% | 8.05% | 3.08% | 5.34% | -12.56% | 0.24% | 4.13% | 5.81% | 1.76% | 3.80% |
FXNAX Fidelity U.S. Bond Index Fund | -0.26% | 7.14% | 1.35% | 5.82% | -13.55% | -2.10% | 7.63% | 8.50% | 0.04% | 3.50% |
Returns By Period
In the year-to-date period, DBLTX achieves a -0.54% return, which is significantly lower than FXNAX's -0.26% return. Over the past 10 years, DBLTX has outperformed FXNAX with an annualized return of 1.80%, while FXNAX has yielded a comparatively lower 1.54% annualized return.
DBLTX
- 1D
- -0.34%
- 1M
- -2.00%
- YTD
- -0.54%
- 6M
- 0.55%
- 1Y
- 3.79%
- 3Y*
- 4.14%
- 5Y*
- 0.70%
- 10Y*
- 1.80%
FXNAX
- 1D
- 0.19%
- 1M
- -1.60%
- YTD
- -0.26%
- 6M
- 0.47%
- 1Y
- 3.69%
- 3Y*
- 3.52%
- 5Y*
- 0.10%
- 10Y*
- 1.54%
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DBLTX vs. FXNAX - Expense Ratio Comparison
DBLTX has a 0.50% expense ratio, which is higher than FXNAX's 0.03% expense ratio.
Return for Risk
DBLTX vs. FXNAX — Risk / Return Rank
DBLTX
FXNAX
DBLTX vs. FXNAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Total Return Bond Fund Class I (DBLTX) and Fidelity U.S. Bond Index Fund (FXNAX). 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.
| DBLTX | FXNAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.93 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.43 | 1.33 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.16 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.66 | -0.15 |
Martin ratioReturn relative to average drawdown | 4.43 | 4.68 | -0.25 |
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
| DBLTX | FXNAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.98 | 0.93 | +0.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.13 | 0.02 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.31 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.91 | 0.45 | +0.46 |
Correlation
The correlation between DBLTX and FXNAX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DBLTX vs. FXNAX - Dividend Comparison
DBLTX's dividend yield for the trailing twelve months is around 4.44%, more than FXNAX's 3.34% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBLTX DoubleLine Total Return Bond Fund Class I | 4.44% | 4.86% | 5.03% | 4.35% | 3.86% | 3.12% | 3.39% | 3.66% | 3.74% | 3.65% | 3.72% | 4.11% |
FXNAX Fidelity U.S. Bond Index Fund | 3.34% | 3.58% | 3.40% | 3.15% | 1.81% | 1.74% | 2.92% | 2.68% | 2.74% | 2.57% | 2.76% | 2.52% |
Drawdowns
DBLTX vs. FXNAX - Drawdown Comparison
The maximum DBLTX drawdown since its inception was -16.49%, smaller than the maximum FXNAX drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for DBLTX and FXNAX.
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Drawdown Indicators
| DBLTX | FXNAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.49% | -19.51% | +3.02% |
Max Drawdown (1Y)Largest decline over 1 year | -2.88% | -2.71% | -0.17% |
Max Drawdown (5Y)Largest decline over 5 years | -16.49% | -18.54% | +2.05% |
Max Drawdown (10Y)Largest decline over 10 years | -16.49% | -19.51% | +3.02% |
Current DrawdownCurrent decline from peak | -2.54% | -3.53% | +0.99% |
Average DrawdownAverage peak-to-trough decline | -2.38% | -3.87% | +1.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 0.96% | +0.02% |
Volatility
DBLTX vs. FXNAX - Volatility Comparison
DoubleLine Total Return Bond Fund Class I (DBLTX) has a higher volatility of 1.70% compared to Fidelity U.S. Bond Index Fund (FXNAX) at 1.55%. This indicates that DBLTX's price experiences larger fluctuations and is considered to be riskier than FXNAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBLTX | FXNAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.70% | 1.55% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 2.64% | 2.58% | +0.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.23% | 4.35% | -0.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.56% | 6.04% | -0.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.38% | 4.99% | -0.61% |