DLFNX vs. BILDX
DLFNX (DoubleLine Core Fixed Income Fund) and BILDX (DoubleLine Infrastructure Income Fund) are both Intermediate Core-Plus Bond funds from DoubleLine. Over the past 5 years, DLFNX returned 0.03%/yr vs 1.39%/yr for BILDX. Their correlation of 0.92 means they have usually moved in the same direction. DLFNX charges 0.73%/yr vs 0.57%/yr for BILDX.
Performance
DLFNX vs. BILDX - Performance Comparison
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Returns By Period
In the year-to-date period, DLFNX achieves a -0.73% return, which is significantly lower than BILDX's 0.42% return.
DLFNX
- 1D
- 0.11%
- 1M
- -0.66%
- 6M
- -1.04%
- YTD
- -0.73%
- 1Y
- 1.75%
- 3Y*
- 4.19%
- 5Y*
- 0.03%
- 10Y*
- 1.52%
- ALL TIME*
- 3.05%
BILDX
- 1D
- 0.00%
- 1M
- -0.74%
- 6M
- -0.07%
- YTD
- 0.42%
- 1Y
- 2.81%
- 3Y*
- 5.77%
- 5Y*
- 1.39%
- 10Y*
- —
- ALL TIME*
- 2.93%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DLFNX vs. BILDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DLFNX DoubleLine Core Fixed Income Fund | -0.73% | 7.28% | 2.77% | 6.18% | -13.08% | -0.50% | 5.25% | 7.82% | -0.27% | 4.41% |
BILDX DoubleLine Infrastructure Income Fund | 0.42% | 7.59% | 4.41% | 8.89% | -11.54% | 0.14% | 5.48% | 8.30% | 0.39% | 5.66% |
Correlation
The correlation between DLFNX and BILDX is 0.91, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.91 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.92 |
The correlation between DLFNX and BILDX has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.
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Return for Risk
DLFNX vs. BILDX — Risk / Return Rank
DLFNX
BILDX
DLFNX vs. BILDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Core Fixed Income Fund (DLFNX) and DoubleLine Infrastructure Income Fund (BILDX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DLFNX | BILDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.20 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.88 | 1.58 | -0.70 |
| Martin ratioReturn relative to average drawdown | 2.11 | 4.74 | -2.63 |
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Drawdowns
DLFNX vs. BILDX - Drawdown Comparison
The maximum DLFNX drawdown since its inception was -17.33%, which is greater than BILDX's maximum drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for DLFNX and BILDX.
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Drawdown Indicators
| DLFNX | BILDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.33% | -15.68% | -1.65% |
Max Drawdown (1Y)Largest decline over 1 year | -2.96% | -2.21% | -0.75% |
Max Drawdown (3Y)Largest decline over 3 years | -4.82% | -3.14% | -1.68% |
Max Drawdown (5Y)Largest decline over 5 years | -17.33% | -15.60% | -1.73% |
Max Drawdown (10Y)Largest decline over 10 years | -17.33% | — | — |
Current DrawdownCurrent decline from peak | -2.28% | -1.11% | -1.17% |
Average DrawdownAverage peak-to-trough decline | -2.72% | -2.96% | +0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.23% | 0.73% | +0.50% |
Volatility
DLFNX vs. BILDX - Volatility Comparison
DoubleLine Core Fixed Income Fund (DLFNX) has a higher volatility of 1.08% compared to DoubleLine Infrastructure Income Fund (BILDX) at 0.84%. This indicates that DLFNX's price experiences larger fluctuations and is considered to be riskier than BILDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DLFNX | BILDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 0.84% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 2.97% | 2.39% | +0.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.67% | 3.08% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.28% | 4.43% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.31% | 4.08% | +0.23% |
DLFNX vs. BILDX - Expense Ratio Comparison
DLFNX has a 0.73% expense ratio, which is higher than BILDX's 0.57% expense ratio.
Dividends
DLFNX vs. BILDX - Dividend Comparison
DLFNX's dividend yield for the trailing twelve months is around 4.12%, less than BILDX's 4.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BILDX DoubleLine Infrastructure Income Fund | 4.56% | 4.64% | 4.11% | 3.42% | 3.31% | 3.45% | 2.89% | 3.40% | 3.18% | 3.22% | 0.00% | 0.00% |
DLFNX DoubleLine Core Fixed Income Fund | 4.12% | 4.62% | 4.96% | 4.41% | 3.72% | 2.87% | 2.92% | 3.17% | 3.10% | 2.65% | 2.71% | 3.34% |
Frequently Asked Questions
With a correlation of 0.91, DLFNX and BILDX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DLFNX has higher volatility (1.08%) compared to BILDX (0.84%). In terms of maximum drawdown, DLFNX dropped -17.33% vs BILDX's -15.68%.
BILDX currently has the higher Sharpe Ratio (1.13 vs 0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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