DBLTX vs. WOBDX

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.

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

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.

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

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.

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.