DLENX vs. WEDIX
Compare and contrast key facts about DoubleLine Emerging Markets Fixed Income Fund Class N (DLENX) and William Blair Emerging Markets Debt Fund (WEDIX).
DLENX is an actively managed fund by DoubleLine. It was launched on Apr 6, 2010. WEDIX is managed by William Blair. It was launched on May 24, 2021.
Performance
DLENX vs. WEDIX - Performance Comparison
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DLENX vs. WEDIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DLENX DoubleLine Emerging Markets Fixed Income Fund Class N | -1.03% | 8.11% | 7.92% | 9.36% | -15.50% | 0.91% |
WEDIX William Blair Emerging Markets Debt Fund | -1.16% | 16.13% | 9.09% | 12.18% | -18.02% | -1.05% |
Returns By Period
In the year-to-date period, DLENX achieves a -1.03% return, which is significantly higher than WEDIX's -1.16% return.
DLENX
- 1D
- 0.00%
- 1M
- -1.75%
- YTD
- -1.03%
- 6M
- -0.92%
- 1Y
- 4.35%
- 3Y*
- 7.54%
- 5Y*
- 1.65%
- 10Y*
- 3.78%
WEDIX
- 1D
- -0.12%
- 1M
- -4.46%
- YTD
- -1.16%
- 6M
- 2.76%
- 1Y
- 11.80%
- 3Y*
- 11.30%
- 5Y*
- —
- 10Y*
- —
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DLENX vs. WEDIX - Expense Ratio Comparison
DLENX has a 1.18% expense ratio, which is higher than WEDIX's 0.70% expense ratio.
Return for Risk
DLENX vs. WEDIX — Risk / Return Rank
DLENX
WEDIX
DLENX vs. WEDIX - 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 William Blair Emerging Markets Debt Fund (WEDIX). 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.
| DLENX | WEDIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.65 | 2.26 | -0.61 |
Sortino ratioReturn per unit of downside risk | 2.07 | 3.21 | -1.14 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.47 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 2.62 | -1.09 |
Martin ratioReturn relative to average drawdown | 6.64 | 11.03 | -4.39 |
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
| DLENX | WEDIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 2.26 | -0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.38 | +0.55 |
Correlation
The correlation between DLENX and WEDIX is 0.76, 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
DLENX vs. WEDIX - Dividend Comparison
DLENX's dividend yield for the trailing twelve months is around 4.88%, less than WEDIX's 5.84% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLENX DoubleLine Emerging Markets Fixed Income Fund Class N | 4.88% | 5.33% | 5.71% | 5.29% | 4.49% | 3.74% | 4.11% | 4.49% | 3.57% | 4.07% | 4.29% | 4.94% |
WEDIX William Blair Emerging Markets Debt Fund | 5.84% | 6.32% | 6.53% | 5.37% | 5.85% | 3.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DLENX vs. WEDIX - Drawdown Comparison
The maximum DLENX drawdown since its inception was -25.64%, smaller than the maximum WEDIX drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for DLENX and WEDIX.
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Drawdown Indicators
| DLENX | WEDIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.64% | -30.80% | +5.16% |
Max Drawdown (1Y)Largest decline over 1 year | -2.77% | -4.53% | +1.76% |
Max Drawdown (5Y)Largest decline over 5 years | -25.64% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -25.64% | — | — |
Current DrawdownCurrent decline from peak | -1.83% | -4.46% | +2.63% |
Average DrawdownAverage peak-to-trough decline | -3.65% | -9.56% | +5.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.64% | 1.08% | -0.44% |
Volatility
DLENX vs. WEDIX - Volatility Comparison
The current volatility for DoubleLine Emerging Markets Fixed Income Fund Class N (DLENX) is 0.64%, while William Blair Emerging Markets Debt Fund (WEDIX) has a volatility of 1.79%. This indicates that DLENX experiences smaller price fluctuations and is considered to be less risky than WEDIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DLENX | WEDIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.64% | 1.79% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 1.36% | 3.22% | -1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.59% | 5.49% | -2.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.56% | 7.27% | -2.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.66% | 7.27% | -2.61% |