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DBLTX vs. IUSB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DBLTX and IUSB is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.0

Performance

DBLTX vs. IUSB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Total Return Bond Fund Class I (DBLTX) and iShares Core Total USD Bond Market ETF (IUSB). The values are adjusted to include any dividend payments, if applicable.

18.00%19.00%20.00%21.00%22.00%23.00%24.00%NovemberDecember2025FebruaryMarchApril
21.86%
22.85%
DBLTX
IUSB

Key characteristics

Sharpe Ratio

DBLTX:

1.56

IUSB:

1.39

Sortino Ratio

DBLTX:

2.36

IUSB:

2.04

Omega Ratio

DBLTX:

1.28

IUSB:

1.24

Calmar Ratio

DBLTX:

0.73

IUSB:

0.61

Martin Ratio

DBLTX:

4.09

IUSB:

3.79

Ulcer Index

DBLTX:

2.01%

IUSB:

1.86%

Daily Std Dev

DBLTX:

5.27%

IUSB:

5.06%

Max Drawdown

DBLTX:

-16.49%

IUSB:

-17.98%

Current Drawdown

DBLTX:

-3.48%

IUSB:

-4.96%

Returns By Period

In the year-to-date period, DBLTX achieves a 2.60% return, which is significantly higher than IUSB's 2.22% return. Over the past 10 years, DBLTX has underperformed IUSB with an annualized return of 1.54%, while IUSB has yielded a comparatively higher 1.64% annualized return.


DBLTX

YTD

2.60%

1M

-0.04%

6M

2.03%

1Y

8.46%

5Y*

0.35%

10Y*

1.54%

IUSB

YTD

2.22%

1M

0.02%

6M

1.45%

1Y

7.14%

5Y*

-0.28%

10Y*

1.64%

*Annualized

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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.


Expense ratio chart for DBLTX: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DBLTX: 0.50%
Expense ratio chart for IUSB: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IUSB: 0.06%

Risk-Adjusted Performance

DBLTX vs. IUSB — Risk-Adjusted Performance Rank

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

DBLTX
The Risk-Adjusted Performance Rank of DBLTX is 8585
Overall Rank
The Sharpe Ratio Rank of DBLTX is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of DBLTX is 8989
Sortino Ratio Rank
The Omega Ratio Rank of DBLTX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of DBLTX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of DBLTX is 8282
Martin Ratio Rank

IUSB
The Risk-Adjusted Performance Rank of IUSB is 8383
Overall Rank
The Sharpe Ratio Rank of IUSB is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of IUSB is 8989
Sortino Ratio Rank
The Omega Ratio Rank of IUSB is 8686
Omega Ratio Rank
The Calmar Ratio Rank of IUSB is 7171
Calmar Ratio Rank
The Martin Ratio Rank of IUSB is 8080
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.

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.


The chart of Sharpe ratio for DBLTX, currently valued at 1.56, compared to the broader market-1.000.001.002.003.00
DBLTX: 1.56
IUSB: 1.39
The chart of Sortino ratio for DBLTX, currently valued at 2.36, compared to the broader market-2.000.002.004.006.008.00
DBLTX: 2.36
IUSB: 2.04
The chart of Omega ratio for DBLTX, currently valued at 1.28, compared to the broader market0.501.001.502.002.503.00
DBLTX: 1.28
IUSB: 1.24
The chart of Calmar ratio for DBLTX, currently valued at 0.73, compared to the broader market0.002.004.006.008.0010.00
DBLTX: 0.73
IUSB: 0.61
The chart of Martin ratio for DBLTX, currently valued at 4.09, compared to the broader market0.0010.0020.0030.0040.0050.00
DBLTX: 4.09
IUSB: 3.79

The current DBLTX Sharpe Ratio is 1.56, which is comparable to the IUSB Sharpe Ratio of 1.39. The chart below compares the historical Sharpe Ratios of DBLTX and IUSB, 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 Ratio0.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.56
1.39
DBLTX
IUSB

Dividends

DBLTX vs. IUSB - Dividend Comparison

DBLTX's dividend yield for the trailing twelve months is around 4.99%, more than IUSB's 4.09% yield.


TTM20242023202220212020201920182017201620152014
DBLTX
DoubleLine Total Return Bond Fund Class I
4.99%5.03%4.36%3.84%3.13%3.39%3.67%3.74%3.66%3.72%4.11%4.77%
IUSB
iShares Core Total USD Bond Market ETF
4.09%4.04%3.46%2.53%1.74%2.45%3.04%2.98%2.56%2.60%1.95%1.39%

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.


-8.00%-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%NovemberDecember2025FebruaryMarchApril
-3.48%
-4.96%
DBLTX
IUSB

Volatility

DBLTX vs. IUSB - Volatility Comparison

The current volatility for DoubleLine Total Return Bond Fund Class I (DBLTX) is 1.94%, while iShares Core Total USD Bond Market ETF (IUSB) has a volatility of 2.18%. 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.


1.20%1.40%1.60%1.80%2.00%2.20%NovemberDecember2025FebruaryMarchApril
1.94%
2.18%
DBLTX
IUSB