DBLTX vs. IUSB
Compare and contrast key facts about DoubleLine Total Return Bond Fund Class I (DBLTX) and iShares Core Total USD Bond Market ETF (IUSB).
DBLTX is managed by DoubleLine. It was launched on Apr 6, 2010. IUSB is a passively managed fund by iShares that tracks the performance of the Barclays U.S. Universal Index. It was launched on Jun 10, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DBLTX or IUSB.
Key characteristics
| DBLTX | IUSB | |
|---|---|---|
| YTD Return | 3.39% | 2.81% |
| 1Y Return | 9.98% | 9.21% |
| 3Y Return (Ann) | -1.61% | -1.68% |
| 5Y Return (Ann) | -0.09% | 0.29% |
| 10Y Return (Ann) | 1.56% | 1.79% |
| Sharpe Ratio | 1.71 | 1.70 |
| Sortino Ratio | 2.52 | 2.54 |
| Omega Ratio | 1.31 | 1.31 |
| Calmar Ratio | 0.71 | 0.66 |
| Martin Ratio | 6.55 | 6.52 |
| Ulcer Index | 1.54% | 1.44% |
| Daily Std Dev | 5.93% | 5.55% |
| Max Drawdown | -16.49% | -17.98% |
| Current Drawdown | -5.64% | -6.38% |
Correlation
The correlation between DBLTX and IUSB is 0.84, 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.
Performance
DBLTX vs. IUSB - Performance Comparison
In the year-to-date period, DBLTX achieves a 3.39% return, which is significantly higher than IUSB's 2.81% return. Over the past 10 years, DBLTX has underperformed IUSB with an annualized return of 1.56%, while IUSB has yielded a comparatively higher 1.79% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DBLTX vs. IUSB - Expense Ratio Comparison
DBLTX has a 0.50% expense ratio, which is higher than IUSB's 0.06% expense ratio.
Risk-Adjusted Performance
DBLTX vs. IUSB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Total Return Bond Fund Class I (DBLTX) and iShares Core Total USD Bond Market ETF (IUSB). 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.
Dividends
DBLTX vs. IUSB - Dividend Comparison
DBLTX's dividend yield for the trailing twelve months is around 4.96%, more than IUSB's 3.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBLTX DoubleLine Total Return Bond Fund Class I | 4.96% | 4.36% | 3.84% | 3.13% | 3.39% | 3.67% | 3.74% | 3.66% | 3.72% | 4.11% | 4.77% | 5.16% |
IUSB iShares Core Total USD Bond Market ETF | 3.91% | 3.46% | 2.53% | 1.74% | 2.45% | 3.04% | 2.98% | 2.56% | 2.60% | 1.95% | 1.39% | 0.00% |
Drawdowns
DBLTX vs. IUSB - Drawdown Comparison
The maximum DBLTX drawdown since its inception was -16.49%, smaller than the maximum IUSB drawdown of -17.98%. Use the drawdown chart below to compare losses from any high point for DBLTX and IUSB. For additional features, visit the drawdowns tool.
Volatility
DBLTX vs. IUSB - Volatility Comparison
The current volatility for DoubleLine Total Return Bond Fund Class I (DBLTX) is 1.42%, while iShares Core Total USD Bond Market ETF (IUSB) has a volatility of 1.56%. This indicates that DBLTX experiences smaller price fluctuations and is considered to be less risky than IUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.