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

Correlation

The correlation between DBLTX and TOTL is -0.01. 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: -0.0

Performance

DBLTX vs. TOTL - Performance Comparison

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

12.00%14.00%16.00%18.00%20.00%NovemberDecember2025FebruaryMarchApril
18.00%
16.14%
DBLTX
TOTL

Key characteristics

Sharpe Ratio

DBLTX:

1.60

TOTL:

1.59

Sortino Ratio

DBLTX:

2.43

TOTL:

2.34

Omega Ratio

DBLTX:

1.29

TOTL:

1.28

Calmar Ratio

DBLTX:

0.75

TOTL:

0.79

Martin Ratio

DBLTX:

4.21

TOTL:

3.91

Ulcer Index

DBLTX:

2.01%

TOTL:

2.00%

Daily Std Dev

DBLTX:

5.26%

TOTL:

4.94%

Max Drawdown

DBLTX:

-16.49%

TOTL:

-16.48%

Current Drawdown

DBLTX:

-3.15%

TOTL:

-2.43%

Returns By Period

The year-to-date returns for both stocks are quite close, with DBLTX having a 2.95% return and TOTL slightly lower at 2.90%. Over the past 10 years, DBLTX has outperformed TOTL with an annualized return of 1.62%, while TOTL has yielded a comparatively lower 1.48% annualized return.


DBLTX

YTD

2.95%

1M

0.53%

6M

2.61%

1Y

8.96%

5Y*

0.44%

10Y*

1.62%

TOTL

YTD

2.90%

1M

0.55%

6M

2.30%

1Y

8.22%

5Y*

0.30%

10Y*

1.48%

*Annualized

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DBLTX vs. TOTL - Expense Ratio Comparison

DBLTX has a 0.50% expense ratio, which is lower than TOTL's 0.55% expense ratio.


Expense ratio chart for TOTL: current value is 0.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TOTL: 0.55%
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%

Risk-Adjusted Performance

DBLTX vs. TOTL — 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

TOTL
The Risk-Adjusted Performance Rank of TOTL is 8686
Overall Rank
The Sharpe Ratio Rank of TOTL is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of TOTL is 9292
Sortino Ratio Rank
The Omega Ratio Rank of TOTL is 8989
Omega Ratio Rank
The Calmar Ratio Rank of TOTL is 7878
Calmar Ratio Rank
The Martin Ratio Rank of TOTL 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. TOTL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Total Return Bond Fund Class I (DBLTX) and SPDR DoubleLine Total Return Tactical ETF (TOTL). 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
TOTL: 1.59
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
TOTL: 2.34
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
TOTL: 1.28
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
TOTL: 0.79
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
TOTL: 3.91

The current DBLTX Sharpe Ratio is 1.60, which is comparable to the TOTL Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of DBLTX and TOTL, 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
1.59
DBLTX
TOTL

Dividends

DBLTX vs. TOTL - Dividend Comparison

DBLTX's dividend yield for the trailing twelve months is around 4.98%, less than TOTL's 5.27% 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%
TOTL
SPDR DoubleLine Total Return Tactical ETF
5.27%5.35%4.85%4.68%3.07%2.91%3.31%3.41%3.00%3.25%2.67%0.00%

Drawdowns

DBLTX vs. TOTL - Drawdown Comparison

The maximum DBLTX drawdown since its inception was -16.49%, roughly equal to the maximum TOTL drawdown of -16.48%. Use the drawdown chart below to compare losses from any high point for DBLTX and TOTL. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%NovemberDecember2025FebruaryMarchApril
-3.15%
-2.43%
DBLTX
TOTL

Volatility

DBLTX vs. TOTL - Volatility Comparison

DoubleLine Total Return Bond Fund Class I (DBLTX) has a higher volatility of 1.96% compared to SPDR DoubleLine Total Return Tactical ETF (TOTL) at 1.78%. This indicates that DBLTX's price experiences larger fluctuations and is considered to be riskier than TOTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.80%1.00%1.20%1.40%1.60%1.80%2.00%NovemberDecember2025FebruaryMarchApril
1.96%
1.78%
DBLTX
TOTL