DBLTX vs. TOTL
Compare and contrast key facts about DoubleLine Total Return Bond Fund Class I (DBLTX) and SPDR DoubleLine Total Return Tactical ETF (TOTL).
DBLTX is managed by DoubleLine. It was launched on Apr 6, 2010. TOTL is an actively managed fund by State Street. It was launched on Feb 23, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DBLTX or TOTL.
Key characteristics
| DBLTX | TOTL | |
|---|---|---|
| YTD Return | 3.51% | 3.94% |
| 1Y Return | 10.24% | 10.78% |
| 3Y Return (Ann) | -1.75% | -1.17% |
| 5Y Return (Ann) | -0.03% | 0.12% |
| Sharpe Ratio | 1.56 | 1.53 |
| Sortino Ratio | 2.29 | 2.23 |
| Omega Ratio | 1.28 | 1.30 |
| Calmar Ratio | 0.65 | 0.72 |
| Martin Ratio | 6.10 | 7.55 |
| Ulcer Index | 1.53% | 1.31% |
| Daily Std Dev | 5.98% | 6.48% |
| Max Drawdown | -16.49% | -16.48% |
| Current Drawdown | -5.53% | -4.45% |
Correlation
The correlation between DBLTX and TOTL is 0.80, 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.
Performance
DBLTX vs. TOTL - Performance Comparison
In the year-to-date period, DBLTX achieves a 3.51% return, which is significantly lower than TOTL's 3.94% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
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.
Dividends
DBLTX vs. TOTL - Dividend Comparison
DBLTX's dividend yield for the trailing twelve months is around 4.95%, less than TOTL's 5.18% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBLTX DoubleLine Total Return Bond Fund Class I | 4.95% | 4.36% | 3.84% | 3.13% | 3.39% | 3.67% | 3.74% | 3.66% | 3.72% | 4.11% | 4.77% | 5.16% |
TOTL SPDR DoubleLine Total Return Tactical ETF | 5.18% | 4.85% | 4.68% | 3.07% | 2.91% | 3.31% | 3.41% | 2.99% | 3.25% | 2.67% | 0.00% | 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.
Volatility
DBLTX vs. TOTL - Volatility Comparison
The current volatility for DoubleLine Total Return Bond Fund Class I (DBLTX) is 1.43%, while SPDR DoubleLine Total Return Tactical ETF (TOTL) has a volatility of 1.61%. This indicates that DBLTX experiences smaller price fluctuations and is considered to be less risky than TOTL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.