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DLSNX vs. BILDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DLSNX vs. BILDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Low Duration Bond Fund Class N (DLSNX) and DoubleLine Infrastructure Income Fund (BILDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DLSNX achieves a 1.32% return, which is significantly higher than BILDX's 0.42% return.


DLSNX

1D
0.10%
1M
0.10%
6M
1.01%
YTD
1.32%
1Y
3.30%
3Y*
5.05%
5Y*
2.96%
10Y*
2.57%
ALL TIME*
2.41%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

DLSNX vs. BILDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DLSNX
DoubleLine Low Duration Bond Fund Class N
1.32%5.49%5.06%6.50%-3.04%0.56%1.76%4.47%1.15%2.30%
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 DLSNX and BILDX is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.70

Correlation (3Y)
Balances recent behavior with more history.

0.71

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.75

Correlation (All Time)
Calculated using the full available price history since Jan 3, 2017

0.65

The correlation between DLSNX and BILDX has been stable across timeframes, ranging from 0.65 to 0.75 - a consistent structural relationship.

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Return for Risk

DLSNX vs. BILDX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DLSNX
DLSNX Risk / Return Rank: 9797
Overall Rank
DLSNX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DLSNX Sortino Ratio Rank: 9797
Sortino Ratio Rank
DLSNX Omega Ratio Rank: 9797
Omega Ratio Rank
DLSNX Calmar Ratio Rank: 9797
Calmar Ratio Rank
DLSNX Martin Ratio Rank: 9898
Martin Ratio Rank

BILDX
BILDX Risk / Return Rank: 3636
Overall Rank
BILDX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
BILDX Sortino Ratio Rank: 3939
Sortino Ratio Rank
BILDX Omega Ratio Rank: 3535
Omega Ratio Rank
BILDX Calmar Ratio Rank: 3838
Calmar Ratio Rank
BILDX Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DLSNX vs. BILDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Low Duration Bond Fund Class N (DLSNX) 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.


DLSNXBILDXDifference
Sharpe ratioReturn per unit of total volatility

+1.84

Sortino ratioReturn per unit of downside risk

+3.04

Omega ratioGain probability vs. loss probability

1.76

1.20

+0.56

Calmar ratioReturn relative to maximum drawdown

4.97

1.58

+3.39

Martin ratioReturn relative to average drawdown

23.04

4.74

+18.30

DLSNX vs. BILDX - Sharpe Ratio Comparison

The current DLSNX Sharpe Ratio is 2.97, which is higher than the BILDX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of DLSNX and BILDX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DLSNX vs. BILDX - Drawdown Comparison

The maximum DLSNX drawdown since its inception was -7.46%, smaller than the maximum BILDX drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for DLSNX and BILDX.


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Drawdown Indicators


DLSNXBILDXDifference

Max Drawdown

Largest peak-to-trough decline

-7.46%

-15.68%

+8.22%

Max Drawdown (1Y)

Largest decline over 1 year

-0.72%

-2.21%

+1.49%

Max Drawdown (3Y)

Largest decline over 3 years

-0.72%

-3.14%

+2.42%

Max Drawdown (5Y)

Largest decline over 5 years

-4.91%

-15.60%

+10.69%

Max Drawdown (10Y)

Largest decline over 10 years

-7.46%

Current Drawdown

Current decline from peak

0.00%

-1.11%

+1.11%

Average Drawdown

Average peak-to-trough decline

-0.41%

-2.96%

+2.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.16%

0.73%

-0.57%

Volatility

DLSNX vs. BILDX - Volatility Comparison

The current volatility for DoubleLine Low Duration Bond Fund Class N (DLSNX) is 0.38%, while DoubleLine Infrastructure Income Fund (BILDX) has a volatility of 0.84%. This indicates that DLSNX experiences smaller price fluctuations and is considered to be less risky 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


DLSNXBILDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.38%

0.84%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

0.93%

2.39%

-1.46%

Volatility (1Y)

Calculated over the trailing 1-year period

1.21%

3.08%

-1.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.43%

4.43%

-3.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.58%

4.08%

-2.50%

DLSNX vs. BILDX - Expense Ratio Comparison

DLSNX has a 0.70% expense ratio, which is higher than BILDX's 0.57% expense ratio.


Dividends

DLSNX vs. BILDX - Dividend Comparison

DLSNX's dividend yield for the trailing twelve months is around 3.90%, less than BILDX's 4.56% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
DLSNX
DoubleLine Low Duration Bond Fund Class N
3.90%4.40%4.85%4.25%2.24%1.47%2.12%2.96%2.67%2.18%2.27%2.22%

Frequently Asked Questions


DLSNX and BILDX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BILDX has higher volatility (0.84%) compared to DLSNX (0.38%). In terms of maximum drawdown, DLSNX dropped -7.46% vs BILDX's -15.68%.

DLSNX currently has the higher Sharpe Ratio (2.97 vs 1.13), 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.

Portfolio Optimizer

Find the right allocation for DLSNX and BILDX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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