DLTNX vs. BILDX
DLTNX (DoubleLine Total Return Bond Fund Class N) and BILDX (DoubleLine Infrastructure Income Fund) are both Intermediate Core-Plus Bond funds from DoubleLine. Over the past 5 years, DLTNX returned 0.29%/yr vs 1.71%/yr for BILDX. Their correlation of 0.90 suggests significant overlap in exposure. DLTNX charges 0.75%/yr vs 0.57%/yr for BILDX.
Performance
DLTNX vs. BILDX - Performance Comparison
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Returns By Period
In the year-to-date period, DLTNX achieves a -0.21% return, which is significantly lower than BILDX's 0.75% return.
DLTNX
- 1D
- -0.23%
- 1M
- 0.49%
- YTD
- -0.21%
- 6M
- -0.02%
- 1Y
- 3.72%
- 3Y*
- 4.16%
- 5Y*
- 0.29%
- 10Y*
- 1.47%
BILDX
- 1D
- -0.32%
- 1M
- 0.41%
- YTD
- 0.75%
- 6M
- 0.90%
- 1Y
- 4.78%
- 3Y*
- 5.98%
- 5Y*
- 1.71%
- 10Y*
- —
DLTNX vs. BILDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DLTNX DoubleLine Total Return Bond Fund Class N | -0.21% | 7.66% | 2.94% | 4.96% | -12.77% | -0.01% | 3.87% | 5.74% | 1.50% | 3.44% |
BILDX DoubleLine Infrastructure Income Fund | 0.75% | 7.59% | 4.41% | 8.89% | -11.54% | 0.14% | 5.48% | 8.30% | 0.39% | 5.66% |
Correlation
The correlation between DLTNX and BILDX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.90 |
The correlation between DLTNX and BILDX has been stable across timeframes, ranging from 0.89 to 0.94 - a consistent structural relationship.
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Return for Risk
DLTNX vs. BILDX — Risk / Return Rank
DLTNX
BILDX
DLTNX vs. BILDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Total Return Bond Fund Class N (DLTNX) 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.
| DLTNX | BILDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.30 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | 2.27 | -1.00 |
| Martin ratioReturn relative to average drawdown | 3.61 | 7.15 | -3.55 |
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Drawdowns
DLTNX vs. BILDX - Drawdown Comparison
The maximum DLTNX drawdown since its inception was -16.94%, which is greater than BILDX's maximum drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for DLTNX and BILDX.
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Drawdown Indicators
| DLTNX | BILDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.94% | -15.68% | -1.26% |
Max Drawdown (1Y)Largest decline over 1 year | -3.21% | -2.21% | -1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -6.65% | -3.31% | -3.34% |
Max Drawdown (5Y)Largest decline over 5 years | -16.94% | -15.68% | -1.26% |
Max Drawdown (10Y)Largest decline over 10 years | -16.94% | — | — |
Current DrawdownCurrent decline from peak | -2.18% | -0.78% | -1.40% |
Average DrawdownAverage peak-to-trough decline | -2.54% | -2.98% | +0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.13% | 0.70% | +0.43% |
Volatility
DLTNX vs. BILDX - Volatility Comparison
DoubleLine Total Return Bond Fund Class N (DLTNX) has a higher volatility of 1.30% compared to DoubleLine Infrastructure Income Fund (BILDX) at 0.94%. This indicates that DLTNX'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
| DLTNX | BILDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.30% | 0.94% | +0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 2.84% | 2.28% | +0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.77% | 3.08% | +0.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.54% | 4.42% | +1.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.38% | 4.09% | +0.29% |
DLTNX vs. BILDX - Expense Ratio Comparison
DLTNX has a 0.75% expense ratio, which is higher than BILDX's 0.57% expense ratio.
Dividends
DLTNX vs. BILDX - Dividend Comparison
DLTNX's dividend yield for the trailing twelve months is around 4.64%, less than BILDX's 4.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BILDX DoubleLine Infrastructure Income Fund | 4.94% | 4.64% | 4.11% | 3.42% | 3.31% | 3.45% | 2.89% | 3.40% | 3.18% | 3.22% | 0.00% | 0.00% |
DLTNX DoubleLine Total Return Bond Fund Class N | 4.64% | 4.62% | 4.77% | 4.11% | 3.59% | 2.87% | 3.13% | 3.49% | 3.48% | 3.40% | 3.47% | 3.85% |
Frequently Asked Questions
DLTNX and BILDX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DLTNX has higher volatility (1.30%) compared to BILDX (0.94%). In terms of maximum drawdown, DLTNX dropped -16.94% vs BILDX's -15.68%.
BILDX currently has the higher Sharpe Ratio (1.63 vs 1.09), 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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