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DLENX vs. IHIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DLENX vs. IHIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Emerging Markets Fixed Income Fund Class N (DLENX) and Federated Hermes Emerging Market Debt Fund (IHIAX). The values are adjusted to include any dividend payments, if applicable.

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DLENX vs. IHIAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DLENX
DoubleLine Emerging Markets Fixed Income Fund Class N
-1.36%8.11%7.92%9.36%-15.50%1.71%4.66%11.71%-3.54%8.31%
IHIAX
Federated Hermes Emerging Market Debt Fund
-2.34%17.06%6.06%14.41%-16.21%-3.26%5.79%12.89%-5.18%10.36%

Returns By Period

In the year-to-date period, DLENX achieves a -1.36% return, which is significantly higher than IHIAX's -2.34% return. Both investments have delivered pretty close results over the past 10 years, with DLENX having a 3.75% annualized return and IHIAX not far behind at 3.65%.


DLENX

1D
-0.33%
1M
-1.87%
YTD
-1.36%
6M
-1.25%
1Y
3.77%
3Y*
7.42%
5Y*
1.50%
10Y*
3.75%

IHIAX

1D
0.69%
1M
-3.86%
YTD
-2.34%
6M
1.02%
1Y
11.65%
3Y*
10.87%
5Y*
3.18%
10Y*
3.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DLENX vs. IHIAX - Expense Ratio Comparison

Both DLENX and IHIAX have an expense ratio of 1.18%.


Return for Risk

DLENX vs. IHIAX — Risk / Return Rank

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

DLENX
DLENX Risk / Return Rank: 6666
Overall Rank
DLENX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DLENX Sortino Ratio Rank: 7070
Sortino Ratio Rank
DLENX Omega Ratio Rank: 8585
Omega Ratio Rank
DLENX Calmar Ratio Rank: 4444
Calmar Ratio Rank
DLENX Martin Ratio Rank: 5050
Martin Ratio Rank

IHIAX
IHIAX Risk / Return Rank: 9090
Overall Rank
IHIAX Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IHIAX Sortino Ratio Rank: 9393
Sortino Ratio Rank
IHIAX Omega Ratio Rank: 9595
Omega Ratio Rank
IHIAX Calmar Ratio Rank: 8181
Calmar Ratio Rank
IHIAX Martin Ratio Rank: 8686
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.

DLENX vs. IHIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Emerging Markets Fixed Income Fund Class N (DLENX) and Federated Hermes Emerging Market Debt Fund (IHIAX). 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.


DLENXIHIAXDifference

Sharpe ratio

Return per unit of total volatility

1.54

2.32

-0.78

Sortino ratio

Return per unit of downside risk

1.94

2.91

-0.98

Omega ratio

Gain probability vs. loss probability

1.37

1.53

-0.16

Calmar ratio

Return relative to maximum drawdown

1.40

2.21

-0.80

Martin ratio

Return relative to average drawdown

5.96

9.95

-3.99

DLENX vs. IHIAX - Sharpe Ratio Comparison

The current DLENX Sharpe Ratio is 1.54, which is lower than the IHIAX Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of DLENX and IHIAX, 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


DLENXIHIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

2.32

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

0.53

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.57

+0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.92

0.00

Correlation

The correlation between DLENX and IHIAX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

DLENX vs. IHIAX - Dividend Comparison

DLENX's dividend yield for the trailing twelve months is around 4.90%, more than IHIAX's 0.81% yield.


TTM20252024202320222021202020192018201720162015
DLENX
DoubleLine Emerging Markets Fixed Income Fund Class N
4.90%5.33%5.71%5.29%4.49%3.74%4.11%4.49%3.57%4.07%4.29%4.94%
IHIAX
Federated Hermes Emerging Market Debt Fund
0.81%0.28%2.60%2.92%5.36%1.91%3.48%1.85%3.99%3.78%3.13%3.91%

Drawdowns

DLENX vs. IHIAX - Drawdown Comparison

The maximum DLENX drawdown since its inception was -25.64%, smaller than the maximum IHIAX drawdown of -36.42%. Use the drawdown chart below to compare losses from any high point for DLENX and IHIAX.


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Drawdown Indicators


DLENXIHIAXDifference

Max Drawdown

Largest peak-to-trough decline

-25.64%

-36.42%

+10.78%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

-5.76%

+2.99%

Max Drawdown (5Y)

Largest decline over 5 years

-25.64%

-27.24%

+1.60%

Max Drawdown (10Y)

Largest decline over 10 years

-25.64%

-27.24%

+1.60%

Current Drawdown

Current decline from peak

-2.16%

-5.11%

+2.95%

Average Drawdown

Average peak-to-trough decline

-3.65%

-4.69%

+1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

1.28%

-0.63%

Volatility

DLENX vs. IHIAX - Volatility Comparison

The current volatility for DoubleLine Emerging Markets Fixed Income Fund Class N (DLENX) is 0.67%, while Federated Hermes Emerging Market Debt Fund (IHIAX) has a volatility of 2.68%. This indicates that DLENX experiences smaller price fluctuations and is considered to be less risky than IHIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DLENXIHIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.67%

2.68%

-2.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.39%

3.84%

-2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

2.61%

6.26%

-3.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.57%

6.27%

-1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.66%

6.49%

-1.83%