DLFNX vs. NPCT
DLFNX (DoubleLine Core Fixed Income Fund) and NPCT (Nuveen Core Plus Impact Fund) are both Intermediate Core-Plus Bond funds. Over the past 5 years, DLFNX returned 0.31%/yr vs -2.56%/yr for NPCT. At a 0.49 correlation, their price movements are largely independent. DLFNX charges 0.73%/yr vs 5.08%/yr for NPCT.
Performance
DLFNX vs. NPCT - Performance Comparison
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Returns By Period
In the year-to-date period, DLFNX achieves a -0.09% return, which is significantly lower than NPCT's 2.00% return.
DLFNX
- 1D
- 0.22%
- 1M
- 0.68%
- YTD
- -0.09%
- 6M
- 0.03%
- 1Y
- 4.02%
- 3Y*
- 4.33%
- 5Y*
- 0.31%
- 10Y*
- 1.75%
NPCT
- 1D
- -0.41%
- 1M
- -0.42%
- YTD
- 2.00%
- 6M
- 1.70%
- 1Y
- 1.97%
- 3Y*
- 11.71%
- 5Y*
- -2.56%
- 10Y*
- —
DLFNX vs. NPCT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DLFNX DoubleLine Core Fixed Income Fund | -0.09% | 7.28% | 2.77% | 6.18% | -13.08% | 0.94% |
NPCT Nuveen Core Plus Impact Fund | 2.00% | 9.87% | 17.23% | 7.78% | -37.50% | -4.98% |
Correlation
The correlation between DLFNX and NPCT is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Apr 28, 2021 | 0.49 |
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Return for Risk
DLFNX vs. NPCT — Risk / Return Rank
DLFNX
NPCT
DLFNX vs. NPCT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Core Fixed Income Fund (DLFNX) and Nuveen Core Plus Impact Fund (NPCT). 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 | NPCT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.94 | ||
| Sortino ratioReturn per unit of downside risk | +1.29 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.04 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.40 | 0.29 | +1.11 |
| Martin ratioReturn relative to average drawdown | 3.93 | 0.68 | +3.25 |
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Drawdowns
DLFNX vs. NPCT - Drawdown Comparison
The maximum DLFNX drawdown since its inception was -17.33%, smaller than the maximum NPCT drawdown of -46.77%. Use the drawdown chart below to compare losses from any high point for DLFNX and NPCT.
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Drawdown Indicators
| DLFNX | NPCT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.33% | -46.77% | +29.44% |
Max Drawdown (1Y)Largest decline over 1 year | -2.96% | -6.79% | +3.83% |
Max Drawdown (3Y)Largest decline over 3 years | -6.01% | -12.59% | +6.58% |
Max Drawdown (5Y)Largest decline over 5 years | -17.33% | -46.77% | +29.44% |
Max Drawdown (10Y)Largest decline over 10 years | -17.33% | — | — |
Current DrawdownCurrent decline from peak | -1.66% | -17.19% | +15.53% |
Average DrawdownAverage peak-to-trough decline | -2.73% | -25.13% | +22.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.05% | 2.89% | -1.84% |
Volatility
DLFNX vs. NPCT - Volatility Comparison
The current volatility for DoubleLine Core Fixed Income Fund (DLFNX) is 1.34%, while Nuveen Core Plus Impact Fund (NPCT) has a volatility of 2.54%. This indicates that DLFNX experiences smaller price fluctuations and is considered to be less risky than NPCT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DLFNX | NPCT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.34% | 2.54% | -1.20% |
Volatility (6M)Calculated over the trailing 6-month period | 2.79% | 7.21% | -4.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.64% | 9.79% | -6.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.26% | 13.13% | -7.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.30% | 13.03% | -8.73% |
DLFNX vs. NPCT - Expense Ratio Comparison
DLFNX has a 0.73% expense ratio, which is lower than NPCT's 5.08% expense ratio.
Dividends
DLFNX vs. NPCT - Dividend Comparison
DLFNX's dividend yield for the trailing twelve months is around 4.55%, less than NPCT's 12.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLFNX DoubleLine Core Fixed Income Fund | 4.55% | 4.62% | 4.96% | 4.41% | 3.72% | 2.87% | 2.92% | 3.17% | 3.10% | 2.65% | 2.71% | 3.34% |
NPCT Nuveen Core Plus Impact Fund | 12.45% | 13.15% | 12.20% | 10.28% | 11.93% | 3.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DLFNX and NPCT have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NPCT has higher volatility (2.54%) compared to DLFNX (1.34%). In terms of maximum drawdown, DLFNX dropped -17.33% vs NPCT's -46.77%.
DLFNX currently has the higher Sharpe Ratio (1.14 vs 0.20), 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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