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DMBS vs. PCRB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DMBS vs. PCRB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Doubleline Etf Trust - Mortgage ETF (DMBS) and Putnam ESG Core Bond ETF - (PCRB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DMBS

1D
0.39%
1M
-0.20%
6M
0.02%
YTD
0.54%
1Y
5.58%
3Y*
4.50%
5Y*
10Y*

PCRB

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DMBS vs. PCRB - Yearly Performance Comparison


2026 (YTD)202520242023
DMBS
Doubleline Etf Trust - Mortgage ETF
0.54%8.54%2.09%1.27%
PCRB
Putnam ESG Core Bond ETF -
-0.48%7.21%1.91%2.22%

Correlation

The correlation between DMBS and PCRB is 0.87, 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

0.87

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

0.91

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2023

0.91

The correlation between DMBS and PCRB has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

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Return for Risk

DMBS vs. PCRB — Risk / Return Rank

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

DMBS
DMBS Risk / Return Rank: 4646
Overall Rank
DMBS Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
DMBS Sortino Ratio Rank: 4949
Sortino Ratio Rank
DMBS Omega Ratio Rank: 4747
Omega Ratio Rank
DMBS Calmar Ratio Rank: 4242
Calmar Ratio Rank
DMBS Martin Ratio Rank: 4343
Martin Ratio Rank

PCRB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

DMBS vs. PCRB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Doubleline Etf Trust - Mortgage ETF (DMBS) and Putnam ESG Core Bond ETF - (PCRB). 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.


DMBSPCRBDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.25

Calmar ratioReturn relative to maximum drawdown

1.75

Martin ratioReturn relative to average drawdown

5.63

DMBS vs. PCRB - Sharpe Ratio Comparison


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Drawdowns

DMBS vs. PCRB - Drawdown Comparison


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Drawdown Indicators


DMBSPCRBDifference

Max Drawdown

Largest peak-to-trough decline

-8.14%

Max Drawdown (1Y)

Largest decline over 1 year

-3.20%

Max Drawdown (3Y)

Largest decline over 3 years

-7.23%

Current Drawdown

Current decline from peak

-1.56%

Average Drawdown

Average peak-to-trough decline

-1.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.99%

Volatility

DMBS vs. PCRB - Volatility Comparison


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Volatility by Period


DMBSPCRBDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.43%

Volatility (6M)

Calculated over the trailing 6-month period

3.27%

Volatility (1Y)

Calculated over the trailing 1-year period

4.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.23%

DMBS vs. PCRB - Expense Ratio Comparison

DMBS has a 0.49% expense ratio, which is higher than PCRB's 0.35% expense ratio.


Dividends

DMBS vs. PCRB - Dividend Comparison

DMBS's dividend yield for the trailing twelve months is around 5.15%, while PCRB has not paid dividends to shareholders.


PositionTTM202520242023
DMBS
Doubleline Etf Trust - Mortgage ETF
5.15%4.96%4.97%2.82%
PCRB
Putnam ESG Core Bond ETF -
9.42%4.30%4.38%3.65%

Frequently Asked Questions


DMBS and PCRB have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, PCRB is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

PCRB is cheaper with a 0.35% expense ratio, compared with 0.49% for DMBS.

PCRB has the higher dividend yield at 9.42%, compared with 5.15% for DMBS.

They also come from different issuers: DoubleLine and Putnam. Their fees differ too: 0.49% for DMBS and 0.35% for PCRB.

Portfolio Optimizer

Find the right allocation for DMBS and PCRB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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