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DLTNX vs. DSEEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DLTNX vs. DSEEX - 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 Shiller Enhanced CAPE (DSEEX). The values are adjusted to include any dividend payments, if applicable.

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DLTNX vs. DSEEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

DLTNX
DLTNX Risk / Return Rank: 4242
Overall Rank
DLTNX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
DLTNX Sortino Ratio Rank: 4343
Sortino Ratio Rank
DLTNX Omega Ratio Rank: 3131
Omega Ratio Rank
DLTNX Calmar Ratio Rank: 5858
Calmar Ratio Rank
DLTNX Martin Ratio Rank: 3535
Martin Ratio Rank

DSEEX
DSEEX Risk / Return Rank: 88
Overall Rank
DSEEX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DSEEX Sortino Ratio Rank: 66
Sortino Ratio Rank
DSEEX Omega Ratio Rank: 66
Omega Ratio Rank
DSEEX Calmar Ratio Rank: 1111
Calmar Ratio Rank
DSEEX Martin Ratio Rank: 1111
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. 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.


DLTNXDSEEXDifference

Sharpe ratio

Return per unit of total volatility

0.97

0.14

+0.83

Sortino ratio

Return per unit of downside risk

1.42

0.31

+1.11

Omega ratio

Gain probability vs. loss probability

1.17

1.04

+0.13

Calmar ratio

Return relative to maximum drawdown

1.52

0.28

+1.24

Martin ratio

Return relative to average drawdown

4.19

1.06

+3.13

DLTNX vs. DSEEX - Sharpe Ratio Comparison

The current DLTNX Sharpe Ratio is 0.97, which is higher than the DSEEX Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of DLTNX and DSEEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DLTNXDSEEXDifference

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.


TTM20252024202320222021202020192018201720162015
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


DLTNXDSEEXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-2.44%

-8.48%

+6.04%

Average Drawdown

Average peak-to-trough decline

-2.55%

-8.54%

+5.99%

Ulcer Index

Depth 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


DLTNXDSEEXDifference

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%