PortfoliosLab logoPortfoliosLab logo
DMX vs. XAGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DMX vs. XAGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Multi-Sector Income ETF (DMX) and Eaton Vance Income Opportunities ETF (XAGG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DMX achieves a 1.46% return, which is significantly lower than XAGG's 1.93% return.


DMX

1D
-0.03%
1M
0.47%
YTD
1.46%
6M
2.02%
1Y
6.47%
3Y*
5Y*
10Y*

XAGG

1D
-0.15%
1M
0.41%
YTD
1.93%
6M
2.07%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DMX vs. XAGG - Yearly Performance Comparison


Correlation

The correlation between DMX and XAGG is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 11, 2025

0.58

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DMX vs. XAGG — Risk / Return Rank

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

DMX
DMX Risk / Return Rank: 9090
Overall Rank
DMX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
DMX Sortino Ratio Rank: 9292
Sortino Ratio Rank
DMX Omega Ratio Rank: 9292
Omega Ratio Rank
DMX Calmar Ratio Rank: 8888
Calmar Ratio Rank
DMX Martin Ratio Rank: 9191
Martin Ratio Rank

XAGG
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.

DMX vs. XAGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Multi-Sector Income ETF (DMX) and Eaton Vance Income Opportunities ETF (XAGG). 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.


DMXXAGGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.62

Calmar ratioReturn relative to maximum drawdown

5.06

Martin ratioReturn relative to average drawdown

21.23

DMX vs. XAGG - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


DMXXAGGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.83

Sharpe Ratio (All Time)

Calculated using the full available price history

1.85

1.88

-0.03

Drawdowns

DMX vs. XAGG - Drawdown Comparison

The maximum DMX drawdown since its inception was -2.65%, smaller than the maximum XAGG drawdown of -2.88%. Use the drawdown chart below to compare losses from any high point for DMX and XAGG.


Loading charts...

Drawdown Indicators


DMXXAGGDifference

Max Drawdown

Largest peak-to-trough decline

-2.65%

-2.88%

+0.23%

Max Drawdown (1Y)

Largest decline over 1 year

-1.28%

Current Drawdown

Current decline from peak

-0.14%

-0.49%

+0.35%

Average Drawdown

Average peak-to-trough decline

-0.24%

-0.57%

+0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.31%

Volatility

DMX vs. XAGG - Volatility Comparison


Loading charts...

Volatility by Period


DMXXAGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.87%

Volatility (6M)

Calculated over the trailing 6-month period

1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

2.30%

3.48%

-1.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.14%

3.48%

-0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.14%

3.48%

-0.34%

DMX vs. XAGG - Expense Ratio Comparison

Both DMX and XAGG have an expense ratio of 0.50%.


Dividends

DMX vs. XAGG - Dividend Comparison

DMX's dividend yield for the trailing twelve months is around 5.90%, more than XAGG's 3.86% yield.


PositionTTM20252024
DMX
DoubleLine Multi-Sector Income ETF
5.90%5.96%0.42%
XAGG
Eaton Vance Income Opportunities ETF
3.86%1.02%0.00%

Frequently Asked Questions


DMX and XAGG have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DMX and XAGG have the same expense ratio: 0.50% per year.

DMX has the higher dividend yield at 5.90%, compared with 3.86% for XAGG.

They also come from different issuers: DoubleLine and Eaton Vance.

Portfolio Optimizer

Find the right allocation for DMX and XAGG

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

Open Portfolio Optimizer