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

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.

0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
4.13%
3.45%
DBLTX
PTTRX

Returns By Period

In the year-to-date period, DBLTX achieves a 3.04% return, which is significantly higher than PTTRX's 2.53% return. Over the past 10 years, DBLTX has outperformed PTTRX with an annualized return of 1.53%, while PTTRX has yielded a comparatively lower 0.95% annualized return.


DBLTX

YTD

3.04%

1M

-0.72%

6M

3.77%

1Y

8.06%

5Y (annualized)

-0.25%

10Y (annualized)

1.53%

PTTRX

YTD

2.53%

1M

-0.87%

6M

3.09%

1Y

7.65%

5Y (annualized)

-0.51%

10Y (annualized)

0.95%

Key characteristics


DBLTXPTTRX
Sharpe Ratio1.401.33
Sortino Ratio2.041.95
Omega Ratio1.251.24
Calmar Ratio0.610.16
Martin Ratio4.864.77
Ulcer Index1.66%1.60%
Daily Std Dev5.77%5.76%
Max Drawdown-16.49%-90.27%
Current Drawdown-5.96%-42.21%

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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.


DBLTX
DoubleLine Total Return Bond Fund Class I
Expense ratio chart for DBLTX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for PTTRX: current value at 0.47% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.47%

Correlation

-0.50.00.51.00.8

The correlation between DBLTX and PTTRX is 0.82, 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.

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for DBLTX, currently valued at 1.40, compared to the broader market-1.000.001.002.003.004.005.001.401.33
The chart of Sortino ratio for DBLTX, currently valued at 2.04, compared to the broader market0.005.0010.002.041.95
The chart of Omega ratio for DBLTX, currently valued at 1.25, compared to the broader market1.002.003.004.001.251.24
The chart of Calmar ratio for DBLTX, currently valued at 0.61, compared to the broader market0.005.0010.0015.0020.0025.000.610.45
The chart of Martin ratio for DBLTX, currently valued at 4.86, compared to the broader market0.0020.0040.0060.0080.00100.004.864.77
DBLTX
PTTRX

The current DBLTX Sharpe Ratio is 1.40, which is comparable to the PTTRX Sharpe Ratio of 1.33. 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.40
1.33
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 4.40% yield.


TTM20232022202120202019201820172016201520142013
DBLTX
DoubleLine Total Return Bond Fund Class I
4.98%4.36%3.84%3.13%3.39%3.67%3.74%3.66%3.72%4.11%4.77%5.16%
PTTRX
PIMCO Total Return Fund Institutional Class
4.40%3.82%4.41%2.35%2.53%3.79%3.12%2.63%3.04%3.06%4.17%2.50%

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%JuneJulyAugustSeptemberOctoberNovember
-5.96%
-10.06%
DBLTX
PTTRX

Volatility

DBLTX vs. PTTRX - Volatility Comparison

The current volatility for DoubleLine Total Return Bond Fund Class I (DBLTX) is 1.26%, while PIMCO Total Return Fund Institutional Class (PTTRX) has a volatility of 1.48%. 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%1.20%1.40%1.60%1.80%2.00%JuneJulyAugustSeptemberOctoberNovember
1.26%
1.48%
DBLTX
PTTRX