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

Correlation

The correlation between DBLTX and WOBDX is -0.16. 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.


Performance

DBLTX vs. WOBDX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

DBLTX:

1.17

WOBDX:

0.97

Sortino Ratio

DBLTX:

1.90

WOBDX:

1.33

Omega Ratio

DBLTX:

1.22

WOBDX:

1.15

Calmar Ratio

DBLTX:

0.64

WOBDX:

0.39

Martin Ratio

DBLTX:

3.21

WOBDX:

2.20

Ulcer Index

DBLTX:

2.04%

WOBDX:

2.08%

Daily Std Dev

DBLTX:

5.21%

WOBDX:

5.18%

Max Drawdown

DBLTX:

-16.49%

WOBDX:

-18.24%

Current Drawdown

DBLTX:

-3.66%

WOBDX:

-6.54%

Returns By Period

In the year-to-date period, DBLTX achieves a 2.41% return, which is significantly higher than WOBDX's 2.15% return. Over the past 10 years, DBLTX has outperformed WOBDX with an annualized return of 1.61%, while WOBDX has yielded a comparatively lower 1.39% annualized return.


DBLTX

YTD

2.41%

1M

0.04%

6M

2.45%

1Y

6.32%

3Y*

1.85%

5Y*

0.14%

10Y*

1.61%

WOBDX

YTD

2.15%

1M

0.00%

6M

1.92%

1Y

4.99%

3Y*

1.73%

5Y*

-0.67%

10Y*

1.39%

*Annualized

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JPMorgan Core Bond Fund

DBLTX vs. WOBDX - Expense Ratio Comparison

Both DBLTX and WOBDX have an expense ratio of 0.50%.


Risk-Adjusted Performance

DBLTX vs. WOBDX — 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 7979
Overall Rank
The Sharpe Ratio Rank of DBLTX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of DBLTX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of DBLTX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of DBLTX is 6767
Calmar Ratio Rank
The Martin Ratio Rank of DBLTX is 7474
Martin Ratio Rank

WOBDX
The Risk-Adjusted Performance Rank of WOBDX is 6666
Overall Rank
The Sharpe Ratio Rank of WOBDX is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of WOBDX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of WOBDX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of WOBDX is 4949
Calmar Ratio Rank
The Martin Ratio Rank of WOBDX is 5858
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. WOBDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Total Return Bond Fund Class I (DBLTX) and JPMorgan Core Bond Fund (WOBDX). 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 current DBLTX Sharpe Ratio is 1.17, which is comparable to the WOBDX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of DBLTX and WOBDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

DBLTX vs. WOBDX - Dividend Comparison

DBLTX's dividend yield for the trailing twelve months is around 5.02%, more than WOBDX's 4.01% yield.


TTM20242023202220212020201920182017201620152014
DBLTX
DoubleLine Total Return Bond Fund Class I
5.02%5.03%4.35%3.86%3.12%3.39%3.66%3.73%3.65%3.72%4.11%4.78%
WOBDX
JPMorgan Core Bond Fund
4.01%3.96%3.49%2.68%2.07%2.36%2.77%2.80%2.66%2.47%2.34%2.53%

Drawdowns

DBLTX vs. WOBDX - Drawdown Comparison

The maximum DBLTX drawdown since its inception was -16.49%, smaller than the maximum WOBDX drawdown of -18.24%. Use the drawdown chart below to compare losses from any high point for DBLTX and WOBDX. For additional features, visit the drawdowns tool.


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Volatility

DBLTX vs. WOBDX - Volatility Comparison

The current volatility for DoubleLine Total Return Bond Fund Class I (DBLTX) is 1.31%, while JPMorgan Core Bond Fund (WOBDX) has a volatility of 1.44%. This indicates that DBLTX experiences smaller price fluctuations and is considered to be less risky than WOBDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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