DBLTX vs. RISR

Last updated Apr 2, 2026

Compare and contrast key facts about DoubleLine Total Return Bond Fund Class I (DBLTX) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR).

DBLTX is managed by DoubleLine. It was launched on Apr 6, 2010. RISR is an actively managed fund by FolioBeyond. It was launched on Sep 30, 2021.

Performance

DBLTX vs. RISR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Total Return Bond Fund Class I (DBLTX) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). The values are adjusted to include any dividend payments, if applicable.

DBLTX vs. RISR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DBLTX DoubleLine Total Return Bond Fund Class I	-0.54%	8.05%	3.08%	5.34%	-12.56%	-0.37%
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF	1.80%	4.63%	24.20%	7.02%	31.98%	0.02%

Returns By Period

In the year-to-date period, DBLTX achieves a -0.54% return, which is significantly lower than RISR's 1.80% 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%

RISR

• 1D: -0.03%
• 1M: 1.76%
• YTD: 1.80%
• 6M: 4.05%
• 1Y: 6.34%
• 3Y*: 12.12%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DBLTX vs. RISR - Expense Ratio Comparison

DBLTX has a 0.50% expense ratio, which is lower than RISR's 1.13% expense ratio.

RISR

FolioBeyond Alternative Income and Interest Rate Hedge ETF

DBLTX

DoubleLine Total Return Bond Fund Class I

Return for Risk

DBLTX vs. RISR — Risk / Return Rank

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

DBLTX

DBLTX Risk / Return Rank: 47
DBLTX Sharpe Ratio Rank: 48
DBLTX Sortino Ratio Rank: 49
DBLTX Omega Ratio Rank: 34
DBLTX Calmar Ratio Rank: 62
DBLTX Martin Ratio Rank: 42

RISR

RISR Risk / Return Rank: 55
RISR Sharpe Ratio Rank: 53
RISR Sortino Ratio Rank: 52
RISR Omega Ratio Rank: 46
RISR Calmar Ratio Rank: 78
RISR Martin Ratio Rank: 47

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DBLTX vs. RISR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Total Return Bond Fund Class I (DBLTX) and FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR). 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	RISR	Difference
Sharpe ratio Return per unit of total volatility	0.98	0.99	-0.01
Sortino ratio Return per unit of downside risk	1.43	1.44	-0.01
Omega ratio Gain probability vs. loss probability	1.17	1.19	-0.02
Calmar ratio Return relative to maximum drawdown	1.51	2.20	-0.69
Martin ratio Return relative to average drawdown	4.43	4.70	-0.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DBLTX vs. RISR - Sharpe Ratio Comparison

The current DBLTX Sharpe Ratio is 0.98, which is comparable to the RISR Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of DBLTX and RISR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DBLTX	RISR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.98	0.99	-0.01
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.13	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.41	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.91	1.25	-0.34

Correlation

The correlation between DBLTX and RISR is -0.51. 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.

Dividends

DBLTX vs. RISR - Dividend Comparison

DBLTX's dividend yield for the trailing twelve months is around 4.44%, less than RISR's 5.93% 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%
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF	5.93%	5.95%	5.67%	7.96%	4.26%	0.30%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

DBLTX vs. RISR - Drawdown Comparison

The maximum DBLTX drawdown since its inception was -16.49%, which is greater than RISR's maximum drawdown of -14.31%. Use the drawdown chart below to compare losses from any high point for DBLTX and RISR.

Drawdown Indicators

	DBLTX	RISR	Difference
Max Drawdown Largest peak-to-trough decline	-16.49%	-14.31%	-2.18%
Max Drawdown (1Y) Largest decline over 1 year	-2.88%	-2.61%	-0.27%
Max Drawdown (5Y) Largest decline over 5 years	-16.49%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-16.49%	—	—
Current Drawdown Current decline from peak	-2.54%	-0.36%	-2.18%
Average Drawdown Average peak-to-trough decline	-2.38%	-2.25%	-0.13%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.98%	1.22%	-0.24%

Volatility

DBLTX vs. RISR - Volatility Comparison

The current volatility for DoubleLine Total Return Bond Fund Class I (DBLTX) is 1.70%, while FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) has a volatility of 2.03%. This indicates that DBLTX experiences smaller price fluctuations and is considered to be less risky than RISR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DBLTX	RISR	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.70%	2.03%	-0.33%
Volatility (6M) Calculated over the trailing 6-month period	2.64%	4.02%	-1.38%
Volatility (1Y) Calculated over the trailing 1-year period	4.23%	6.45%	-2.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.56%	12.04%	-6.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.38%	12.04%	-7.66%