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DBND vs. VOO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DBND vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Opportunistic Bond ETF (DBND) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

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DBND vs. VOO - Yearly Performance Comparison


2026 (YTD)2025202420232022
DBND
DoubleLine Opportunistic Bond ETF
-0.49%7.41%3.06%6.33%-5.93%
VOO
Vanguard S&P 500 ETF
-4.42%17.82%24.98%26.32%-14.14%

Returns By Period

In the year-to-date period, DBND achieves a -0.49% return, which is significantly higher than VOO's -4.42% return.


DBND

1D
0.33%
1M
-2.07%
YTD
-0.49%
6M
0.76%
1Y
4.02%
3Y*
4.30%
5Y*
10Y*

VOO

1D
2.86%
1M
-5.01%
YTD
-4.42%
6M
-1.84%
1Y
17.67%
3Y*
18.27%
5Y*
11.75%
10Y*
14.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DBND vs. VOO - Expense Ratio Comparison

DBND has a 0.50% expense ratio, which is higher than VOO's 0.03% expense ratio.


Return for Risk

DBND vs. VOO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DBND
DBND Risk / Return Rank: 5757
Overall Rank
DBND Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DBND Sortino Ratio Rank: 6060
Sortino Ratio Rank
DBND Omega Ratio Rank: 5454
Omega Ratio Rank
DBND Calmar Ratio Rank: 6161
Calmar Ratio Rank
DBND Martin Ratio Rank: 5050
Martin Ratio Rank

VOO
VOO Risk / Return Rank: 6565
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VOO Omega Ratio Rank: 6666
Omega Ratio Rank
VOO Calmar Ratio Rank: 6565
Calmar Ratio Rank
VOO Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DBND vs. VOO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Opportunistic Bond ETF (DBND) and Vanguard S&P 500 ETF (VOO). 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.


DBNDVOODifference

Sharpe ratio

Return per unit of total volatility

1.09

0.98

+0.11

Sortino ratio

Return per unit of downside risk

1.54

1.50

+0.04

Omega ratio

Gain probability vs. loss probability

1.20

1.23

-0.03

Calmar ratio

Return relative to maximum drawdown

1.52

1.53

-0.02

Martin ratio

Return relative to average drawdown

4.82

7.29

-2.48

DBND vs. VOO - Sharpe Ratio Comparison

The current DBND Sharpe Ratio is 1.09, which is comparable to the VOO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of DBND and VOO, 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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Sharpe Ratios by Period


DBNDVOODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

0.98

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.83

-0.35

Correlation

The correlation between DBND and VOO is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DBND vs. VOO - Dividend Comparison

DBND's dividend yield for the trailing twelve months is around 4.77%, more than VOO's 1.19% yield.


TTM20252024202320222021202020192018201720162015
DBND
DoubleLine Opportunistic Bond ETF
4.77%4.78%5.19%4.39%2.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.19%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Drawdowns

DBND vs. VOO - Drawdown Comparison

The maximum DBND drawdown since its inception was -9.39%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DBND and VOO.


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Drawdown Indicators


DBNDVOODifference

Max Drawdown

Largest peak-to-trough decline

-9.39%

-33.99%

+24.60%

Max Drawdown (1Y)

Largest decline over 1 year

-2.78%

-11.98%

+9.20%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

-2.07%

-6.29%

+4.22%

Average Drawdown

Average peak-to-trough decline

-2.29%

-3.72%

+1.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.88%

2.52%

-1.64%

Volatility

DBND vs. VOO - Volatility Comparison

The current volatility for DoubleLine Opportunistic Bond ETF (DBND) is 1.46%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.29%. This indicates that DBND experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBNDVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

5.29%

-3.83%

Volatility (6M)

Calculated over the trailing 6-month period

2.18%

9.44%

-7.26%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

18.10%

-14.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.15%

16.82%

-11.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.15%

17.99%

-12.84%