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DLTNX vs. DLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DLTNX vs. DLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Total Return Bond Fund Class N (DLTNX) and DoubleLine Yield Opportunities Fund (DLY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DLTNX achieves a 0.02% return, which is significantly higher than DLY's -1.03% return.


DLTNX

1D
0.23%
1M
-0.42%
YTD
0.02%
6M
0.32%
1Y
4.79%
3Y*
4.32%
5Y*
0.35%
10Y*
1.55%

DLY

1D
-0.58%
1M
-2.21%
YTD
-1.03%
6M
-0.98%
1Y
-2.99%
3Y*
8.54%
5Y*
1.94%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DLTNX vs. DLY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DLTNX
DoubleLine Total Return Bond Fund Class N
0.02%7.66%2.94%4.96%-12.77%-0.01%1.41%
DLY
DoubleLine Yield Opportunities Fund
-1.03%0.63%16.29%25.48%-23.08%8.56%-3.06%

Correlation

The correlation between DLTNX and DLY is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2020

0.19

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Return for Risk

DLTNX vs. DLY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DLTNX
DLTNX Risk / Return Rank: 1919
Overall Rank
DLTNX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
DLTNX Sortino Ratio Rank: 2121
Sortino Ratio Rank
DLTNX Omega Ratio Rank: 2020
Omega Ratio Rank
DLTNX Calmar Ratio Rank: 1818
Calmar Ratio Rank
DLTNX Martin Ratio Rank: 1717
Martin Ratio Rank

DLY
DLY Risk / Return Rank: 11
Overall Rank
DLY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DLY Sortino Ratio Rank: 11
Sortino Ratio Rank
DLY Omega Ratio Rank: 11
Omega Ratio Rank
DLY Calmar Ratio Rank: 22
Calmar Ratio Rank
DLY Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DLTNX vs. DLY - 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 Yield Opportunities Fund (DLY). 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.


DLTNXDLYDifference
Sharpe ratioReturn per unit of total volatility

+1.59

Sortino ratioReturn per unit of downside risk

+2.31

Omega ratioGain probability vs. loss probability

1.22

0.94

+0.28

Calmar ratioReturn relative to maximum drawdown

1.42

-0.34

+1.76

Martin ratioReturn relative to average drawdown

4.38

-0.87

+5.25

DLTNX vs. DLY - Sharpe Ratio Comparison

The current DLTNX Sharpe Ratio is 1.22, which is higher than the DLY Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of DLTNX and DLY, 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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Sharpe Ratios by Period


DLTNXDLYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.22

-0.37

+1.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.14

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.17

+0.68

Drawdowns

DLTNX vs. DLY - Drawdown Comparison

The maximum DLTNX drawdown since its inception was -16.94%, smaller than the maximum DLY drawdown of -28.61%. Use the drawdown chart below to compare losses from any high point for DLTNX and DLY.


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Drawdown Indicators


DLTNXDLYDifference

Max Drawdown

Largest peak-to-trough decline

-16.94%

-28.61%

+11.67%

Max Drawdown (1Y)

Largest decline over 1 year

-3.21%

-8.74%

+5.53%

Max Drawdown (3Y)

Largest decline over 3 years

-6.65%

-10.81%

+4.16%

Max Drawdown (5Y)

Largest decline over 5 years

-16.94%

-28.61%

+11.67%

Max Drawdown (10Y)

Largest decline over 10 years

-16.94%

Current Drawdown

Current decline from peak

-1.96%

-5.10%

+3.14%

Average Drawdown

Average peak-to-trough decline

-2.54%

-7.82%

+5.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.04%

3.43%

-2.39%

Volatility

DLTNX vs. DLY - Volatility Comparison

The current volatility for DoubleLine Total Return Bond Fund Class N (DLTNX) is 1.38%, while DoubleLine Yield Opportunities Fund (DLY) has a volatility of 1.94%. This indicates that DLTNX experiences smaller price fluctuations and is considered to be less risky than DLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DLTNXDLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.38%

1.94%

-0.56%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

6.87%

-4.20%

Volatility (1Y)

Calculated over the trailing 1-year period

3.78%

8.11%

-4.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.52%

13.57%

-8.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.36%

15.04%

-10.68%

DLTNX vs. DLY - Expense Ratio Comparison

DLTNX has a 0.75% expense ratio, which is lower than DLY's 2.91% expense ratio.


Dividends

DLTNX vs. DLY - Dividend Comparison

DLTNX's dividend yield for the trailing twelve months is around 4.63%, less than DLY's 10.13% yield.


PositionTTM20252024202320222021202020192018201720162015
DLTNX
DoubleLine Total Return Bond Fund Class N
4.63%4.62%4.77%4.11%3.59%2.87%3.13%3.49%3.48%3.40%3.47%3.85%
DLY
DoubleLine Yield Opportunities Fund
10.13%9.63%8.85%9.84%10.67%7.49%5.67%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DLTNX and DLY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DLY has higher volatility (1.94%) compared to DLTNX (1.38%). In terms of maximum drawdown, DLTNX dropped -16.94% vs DLY's -28.61%.

DLTNX currently has the higher Sharpe Ratio (1.22 vs -0.37), 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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