DBLTX vs. VTBNX
Compare and contrast key facts about DoubleLine Total Return Bond Fund Class I (DBLTX) and Vanguard Total Bond Market II Index Fund (VTBNX).
DBLTX is managed by DoubleLine. It was launched on Apr 6, 2010. VTBNX is managed by Vanguard.
Performance
DBLTX vs. VTBNX - Performance Comparison
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DBLTX vs. VTBNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBLTX DoubleLine Total Return Bond Fund Class I | -0.20% | 8.05% | 3.08% | 5.34% | -12.56% | 0.24% | 4.13% | 5.81% | 1.76% | 3.80% |
VTBNX Vanguard Total Bond Market II Index Fund | -0.60% | 7.18% | 1.32% | 5.68% | -13.12% | -1.82% | 7.39% | 8.71% | -0.27% | 3.62% |
Returns By Period
In the year-to-date period, DBLTX achieves a -0.20% return, which is significantly higher than VTBNX's -0.60% return. Over the past 10 years, DBLTX has outperformed VTBNX with an annualized return of 1.83%, while VTBNX has yielded a comparatively lower 1.56% annualized return.
DBLTX
- 1D
- 0.57%
- 1M
- -2.21%
- YTD
- -0.20%
- 6M
- 1.11%
- 1Y
- 4.50%
- 3Y*
- 4.26%
- 5Y*
- 0.83%
- 10Y*
- 1.83%
VTBNX
- 1D
- 0.42%
- 1M
- -2.26%
- YTD
- -0.60%
- 6M
- 0.40%
- 1Y
- 3.62%
- 3Y*
- 3.40%
- 5Y*
- 0.22%
- 10Y*
- 1.56%
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DBLTX vs. VTBNX - Expense Ratio Comparison
DBLTX has a 0.50% expense ratio, which is higher than VTBNX's 0.02% expense ratio.
Return for Risk
DBLTX vs. VTBNX — Risk / Return Rank
DBLTX
VTBNX
DBLTX vs. VTBNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Total Return Bond Fund Class I (DBLTX) and Vanguard Total Bond Market II Index Fund (VTBNX). 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 | VTBNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.98 | +0.14 |
Sortino ratioReturn per unit of downside risk | 1.62 | 1.41 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.17 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.84 | 1.77 | +0.07 |
Martin ratioReturn relative to average drawdown | 5.47 | 5.02 | +0.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DBLTX | VTBNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.12 | 0.98 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.04 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.32 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.36 | +0.55 |
Correlation
The correlation between DBLTX and VTBNX is 0.90, 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.
Dividends
DBLTX vs. VTBNX - Dividend Comparison
DBLTX's dividend yield for the trailing twelve months is around 4.43%, more than VTBNX's 3.68% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBLTX DoubleLine Total Return Bond Fund Class I | 4.43% | 4.86% | 5.03% | 4.35% | 3.86% | 3.12% | 3.39% | 3.66% | 3.74% | 3.65% | 3.72% | 4.11% |
VTBNX Vanguard Total Bond Market II Index Fund | 3.68% | 3.95% | 3.77% | 3.13% | 2.54% | 1.82% | 3.12% | 2.79% | 2.56% | 2.52% | 2.55% | 0.00% |
Drawdowns
DBLTX vs. VTBNX - Drawdown Comparison
The maximum DBLTX drawdown since its inception was -16.49%, smaller than the maximum VTBNX drawdown of -18.71%. Use the drawdown chart below to compare losses from any high point for DBLTX and VTBNX.
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Drawdown Indicators
| DBLTX | VTBNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.49% | -18.71% | +2.22% |
Max Drawdown (1Y)Largest decline over 1 year | -2.88% | -2.67% | -0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -16.49% | -18.05% | +1.56% |
Max Drawdown (10Y)Largest decline over 10 years | -16.49% | -18.71% | +2.22% |
Current DrawdownCurrent decline from peak | -2.21% | -3.11% | +0.90% |
Average DrawdownAverage peak-to-trough decline | -2.38% | -4.91% | +2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 0.94% | +0.03% |
Volatility
DBLTX vs. VTBNX - Volatility Comparison
DoubleLine Total Return Bond Fund Class I (DBLTX) has a higher volatility of 1.74% compared to Vanguard Total Bond Market II Index Fund (VTBNX) at 1.52%. This indicates that DBLTX's price experiences larger fluctuations and is considered to be riskier than VTBNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBLTX | VTBNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.74% | 1.52% | +0.22% |
Volatility (6M)Calculated over the trailing 6-month period | 2.64% | 2.54% | +0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.23% | 4.32% | -0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.56% | 5.92% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.38% | 4.91% | -0.53% |