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

Correlation

The correlation between DBLTX and PTTRX is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.1

Performance

DBLTX vs. PTTRX - Performance Comparison

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

30.00%40.00%50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
77.49%
30.31%
DBLTX
PTTRX

Key characteristics

Sharpe Ratio

DBLTX:

1.60

PTTRX:

1.37

Sortino Ratio

DBLTX:

2.43

PTTRX:

2.03

Omega Ratio

DBLTX:

1.29

PTTRX:

1.25

Calmar Ratio

DBLTX:

0.75

PTTRX:

0.17

Martin Ratio

DBLTX:

4.21

PTTRX:

4.08

Ulcer Index

DBLTX:

2.01%

PTTRX:

1.94%

Daily Std Dev

DBLTX:

5.26%

PTTRX:

5.75%

Max Drawdown

DBLTX:

-16.49%

PTTRX:

-90.27%

Current Drawdown

DBLTX:

-3.15%

PTTRX:

-40.46%

Returns By Period

In the year-to-date period, DBLTX achieves a 2.95% return, which is significantly higher than PTTRX's 2.68% return. Over the past 10 years, DBLTX has outperformed PTTRX with an annualized return of 1.62%, while PTTRX has yielded a comparatively lower 1.15% annualized return.


DBLTX

YTD

2.95%

1M

0.53%

6M

2.61%

1Y

8.96%

5Y*

0.44%

10Y*

1.62%

PTTRX

YTD

2.68%

1M

0.41%

6M

2.36%

1Y

8.29%

5Y*

-0.63%

10Y*

1.15%

*Annualized

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DBLTX vs. PTTRX - Expense Ratio Comparison

DBLTX has a 0.50% expense ratio, which is higher than PTTRX's 0.47% 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 PTTRX: current value is 0.47%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PTTRX: 0.47%

Risk-Adjusted Performance

DBLTX vs. PTTRX — 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 8888
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 8181
Martin Ratio Rank

PTTRX
The Risk-Adjusted Performance Rank of PTTRX is 7474
Overall Rank
The Sharpe Ratio Rank of PTTRX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of PTTRX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of PTTRX is 8484
Omega Ratio Rank
The Calmar Ratio Rank of PTTRX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of PTTRX 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. PTTRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Total Return Bond Fund Class I (DBLTX) and PIMCO Total Return Fund Institutional Class (PTTRX). 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 1.60, compared to the broader market-1.000.001.002.003.00
DBLTX: 1.60
PTTRX: 1.37
The chart of Sortino ratio for DBLTX, currently valued at 2.43, compared to the broader market-2.000.002.004.006.008.00
DBLTX: 2.43
PTTRX: 2.03
The chart of Omega ratio for DBLTX, currently valued at 1.29, compared to the broader market0.501.001.502.002.503.00
DBLTX: 1.29
PTTRX: 1.25
The chart of Calmar ratio for DBLTX, currently valued at 0.75, compared to the broader market0.002.004.006.008.0010.00
DBLTX: 0.75
PTTRX: 0.53
The chart of Martin ratio for DBLTX, currently valued at 4.21, compared to the broader market0.0010.0020.0030.0040.0050.00
DBLTX: 4.21
PTTRX: 4.08

The current DBLTX Sharpe Ratio is 1.60, which is comparable to the PTTRX Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of DBLTX and PTTRX, 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
1.60
1.37
DBLTX
PTTRX

Dividends

DBLTX vs. PTTRX - Dividend Comparison

DBLTX's dividend yield for the trailing twelve months is around 4.98%, more than PTTRX's 4.63% yield.


TTM20242023202220212020201920182017201620152014
DBLTX
DoubleLine Total Return Bond Fund Class I
4.98%5.03%4.36%3.84%3.13%3.39%3.67%3.74%3.66%3.72%4.11%4.77%
PTTRX
PIMCO Total Return Fund Institutional Class
4.63%4.61%3.82%4.41%2.35%2.53%3.79%3.12%2.63%3.04%3.06%4.17%

Drawdowns

DBLTX vs. PTTRX - Drawdown Comparison

The maximum DBLTX drawdown since its inception was -16.49%, smaller than the maximum PTTRX drawdown of -90.27%. Use the drawdown chart below to compare losses from any high point for DBLTX and PTTRX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%NovemberDecember2025FebruaryMarchApril
-3.15%
-7.56%
DBLTX
PTTRX

Volatility

DBLTX vs. PTTRX - Volatility Comparison

The current volatility for DoubleLine Total Return Bond Fund Class I (DBLTX) is 1.96%, while PIMCO Total Return Fund Institutional Class (PTTRX) has a volatility of 2.77%. This indicates that DBLTX experiences smaller price fluctuations and is considered to be less risky than PTTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%NovemberDecember2025FebruaryMarchApril
1.96%
2.77%
DBLTX
PTTRX