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DLTNX vs. TIBDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DLTNX vs. TIBDX - Performance Comparison

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

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DLTNX vs. TIBDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DLTNX
DoubleLine Total Return Bond Fund Class N
-0.24%7.66%2.94%4.96%-12.77%-0.01%3.87%5.74%1.50%3.44%
TIBDX
TIAA-CREF Core Bond Fund
-0.69%7.38%1.95%5.63%-13.68%-0.95%8.10%9.57%-0.64%4.48%

Returns By Period

In the year-to-date period, DLTNX achieves a -0.24% return, which is significantly higher than TIBDX's -0.69% return. Over the past 10 years, DLTNX has underperformed TIBDX with an annualized return of 1.58%, while TIBDX has yielded a comparatively higher 1.99% annualized return.


DLTNX

1D
0.46%
1M
-2.21%
YTD
-0.24%
6M
1.01%
1Y
4.26%
3Y*
3.97%
5Y*
0.56%
10Y*
1.58%

TIBDX

1D
0.44%
1M
-2.56%
YTD
-0.69%
6M
0.40%
1Y
3.86%
3Y*
3.62%
5Y*
0.19%
10Y*
1.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DLTNX vs. TIBDX - Expense Ratio Comparison

DLTNX has a 0.75% expense ratio, which is higher than TIBDX's 0.29% expense ratio.


Return for Risk

DLTNX vs. TIBDX — Risk / Return Rank

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

DLTNX
DLTNX Risk / Return Rank: 5959
Overall Rank
DLTNX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
DLTNX Sortino Ratio Rank: 6060
Sortino Ratio Rank
DLTNX Omega Ratio Rank: 4545
Omega Ratio Rank
DLTNX Calmar Ratio Rank: 7777
Calmar Ratio Rank
DLTNX Martin Ratio Rank: 5252
Martin Ratio Rank

TIBDX
TIBDX Risk / Return Rank: 5757
Overall Rank
TIBDX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
TIBDX Sortino Ratio Rank: 5858
Sortino Ratio Rank
TIBDX Omega Ratio Rank: 4545
Omega Ratio Rank
TIBDX Calmar Ratio Rank: 7171
Calmar Ratio Rank
TIBDX Martin Ratio Rank: 5252
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. TIBDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Total Return Bond Fund Class N (DLTNX) and TIAA-CREF Core Bond Fund (TIBDX). 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.


DLTNXTIBDXDifference

Sharpe ratio

Return per unit of total volatility

1.07

1.06

+0.01

Sortino ratio

Return per unit of downside risk

1.56

1.51

+0.05

Omega ratio

Gain probability vs. loss probability

1.19

1.19

0.00

Calmar ratio

Return relative to maximum drawdown

1.82

1.62

+0.20

Martin ratio

Return relative to average drawdown

5.08

5.07

+0.01

DLTNX vs. TIBDX - Sharpe Ratio Comparison

The current DLTNX Sharpe Ratio is 1.07, which is comparable to the TIBDX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of DLTNX and TIBDX, 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


DLTNXTIBDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

1.06

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.03

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.42

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.86

0.95

-0.09

Correlation

The correlation between DLTNX and TIBDX is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DLTNX vs. TIBDX - Dividend Comparison

DLTNX's dividend yield for the trailing twelve months is around 4.20%, more than TIBDX's 4.04% yield.


TTM20252024202320222021202020192018201720162015
DLTNX
DoubleLine Total Return Bond Fund Class N
4.20%4.62%4.77%4.11%3.59%2.87%3.13%3.49%3.48%3.40%3.47%3.85%
TIBDX
TIAA-CREF Core Bond Fund
4.04%4.34%3.60%3.22%2.44%2.39%4.45%3.09%2.88%2.93%3.80%4.68%

Drawdowns

DLTNX vs. TIBDX - Drawdown Comparison

The maximum DLTNX drawdown since its inception was -16.94%, smaller than the maximum TIBDX drawdown of -18.82%. Use the drawdown chart below to compare losses from any high point for DLTNX and TIBDX.


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Drawdown Indicators


DLTNXTIBDXDifference

Max Drawdown

Largest peak-to-trough decline

-16.94%

-18.82%

+1.88%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

-2.98%

+0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-16.94%

-18.82%

+1.88%

Max Drawdown (10Y)

Largest decline over 10 years

-16.94%

-18.82%

+1.88%

Current Drawdown

Current decline from peak

-2.21%

-2.56%

+0.35%

Average Drawdown

Average peak-to-trough decline

-2.55%

-2.31%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

0.95%

+0.04%

Volatility

DLTNX vs. TIBDX - Volatility Comparison

DoubleLine Total Return Bond Fund Class N (DLTNX) and TIAA-CREF Core Bond Fund (TIBDX) have volatilities of 1.52% and 1.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DLTNXTIBDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.52%

1.57%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.42%

2.55%

-0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

4.18%

4.26%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.48%

5.59%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.33%

4.71%

-0.38%