DLTNX vs. DSEEX
Compare and contrast key facts about DoubleLine Total Return Bond Fund Class N (DLTNX) and DoubleLine Shiller Enhanced CAPE (DSEEX).
DLTNX is an actively managed fund by DoubleLine. It was launched on Apr 6, 2010. DSEEX is managed by DoubleLine. It was launched on Oct 31, 2013.
Performance
DLTNX vs. DSEEX - Performance Comparison
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DLTNX vs. DSEEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DLTNX DoubleLine Total Return Bond Fund Class N | -0.47% | 7.66% | 2.94% | 4.96% | -12.77% | -0.01% | 3.87% | 5.74% | 1.50% | 3.44% |
DSEEX DoubleLine Shiller Enhanced CAPE | -5.30% | 9.49% | 12.84% | 27.03% | -23.24% | 24.91% | 16.27% | 37.28% | -3.99% | 21.61% |
Returns By Period
In the year-to-date period, DLTNX achieves a -0.47% return, which is significantly higher than DSEEX's -5.30% return. Over the past 10 years, DLTNX has underperformed DSEEX with an annualized return of 1.55%, while DSEEX has yielded a comparatively higher 11.79% annualized return.
DLTNX
- 1D
- -0.23%
- 1M
- -2.00%
- YTD
- -0.47%
- 6M
- 0.44%
- 1Y
- 3.67%
- 3Y*
- 3.89%
- 5Y*
- 0.47%
- 10Y*
- 1.55%
DSEEX
- 1D
- 2.04%
- 1M
- -7.64%
- YTD
- -5.30%
- 6M
- -5.08%
- 1Y
- 1.67%
- 3Y*
- 11.05%
- 5Y*
- 5.79%
- 10Y*
- 11.79%
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DLTNX vs. DSEEX - Expense Ratio Comparison
DLTNX has a 0.75% expense ratio, which is higher than DSEEX's 0.54% expense ratio.
Return for Risk
DLTNX vs. DSEEX — Risk / Return Rank
DLTNX
DSEEX
DLTNX vs. DSEEX - 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 Shiller Enhanced CAPE (DSEEX). 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.
| DLTNX | DSEEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.14 | +0.83 |
Sortino ratioReturn per unit of downside risk | 1.42 | 0.31 | +1.11 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.04 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.52 | 0.28 | +1.24 |
Martin ratioReturn relative to average drawdown | 4.19 | 1.06 | +3.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DLTNX | DSEEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.97 | 0.14 | +0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.25 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.55 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.59 | +0.26 |
Correlation
The correlation between DLTNX and DSEEX is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
DLTNX vs. DSEEX - Dividend Comparison
DLTNX's dividend yield for the trailing twelve months is around 4.21%, less than DSEEX's 4.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLTNX DoubleLine Total Return Bond Fund Class N | 4.21% | 4.62% | 4.77% | 4.11% | 3.59% | 2.87% | 3.13% | 3.49% | 3.48% | 3.40% | 3.47% | 3.85% |
DSEEX DoubleLine Shiller Enhanced CAPE | 4.77% | 4.93% | 4.92% | 4.59% | 16.41% | 28.54% | 1.73% | 7.57% | 15.27% | 9.09% | 4.09% | 4.43% |
Drawdowns
DLTNX vs. DSEEX - Drawdown Comparison
The maximum DLTNX drawdown since its inception was -16.94%, smaller than the maximum DSEEX drawdown of -41.66%. Use the drawdown chart below to compare losses from any high point for DLTNX and DSEEX.
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Drawdown Indicators
| DLTNX | DSEEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.94% | -41.66% | +24.72% |
Max Drawdown (1Y)Largest decline over 1 year | -2.77% | -10.96% | +8.19% |
Max Drawdown (5Y)Largest decline over 5 years | -16.94% | -41.66% | +24.72% |
Max Drawdown (10Y)Largest decline over 10 years | -16.94% | -41.66% | +24.72% |
Current DrawdownCurrent decline from peak | -2.44% | -8.48% | +6.04% |
Average DrawdownAverage peak-to-trough decline | -2.55% | -8.54% | +5.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 2.92% | -1.92% |
Volatility
DLTNX vs. DSEEX - Volatility Comparison
The current volatility for DoubleLine Total Return Bond Fund Class N (DLTNX) is 1.49%, while DoubleLine Shiller Enhanced CAPE (DSEEX) has a volatility of 5.00%. This indicates that DLTNX experiences smaller price fluctuations and is considered to be less risky than DSEEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DLTNX | DSEEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.49% | 5.00% | -3.51% |
Volatility (6M)Calculated over the trailing 6-month period | 2.42% | 8.00% | -5.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.18% | 15.29% | -11.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.48% | 22.84% | -17.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.33% | 21.69% | -17.36% |