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DSEEX vs. DBLFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSEEX vs. DBLFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Shiller Enhanced CAPE (DSEEX) and DoubleLine Core Fixed Income Fund (DBLFX). The values are adjusted to include any dividend payments, if applicable.

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DSEEX vs. DBLFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DSEEX
DoubleLine Shiller Enhanced CAPE
-7.19%9.49%12.84%27.03%-23.24%24.91%16.27%37.28%-3.99%21.61%
DBLFX
DoubleLine Core Fixed Income Fund
-0.74%7.54%3.04%6.44%-12.76%-0.34%5.61%7.99%-0.01%4.66%

Returns By Period

In the year-to-date period, DSEEX achieves a -7.19% return, which is significantly lower than DBLFX's -0.74% return. Over the past 10 years, DSEEX has outperformed DBLFX with an annualized return of 11.57%, while DBLFX has yielded a comparatively lower 2.11% annualized return.


DSEEX

1D
0.55%
1M
-10.31%
YTD
-7.19%
6M
-7.49%
1Y
0.03%
3Y*
10.31%
5Y*
5.62%
10Y*
11.57%

DBLFX

1D
0.55%
1M
-2.33%
YTD
-0.74%
6M
0.36%
1Y
3.98%
3Y*
4.17%
5Y*
0.78%
10Y*
2.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DSEEX vs. DBLFX - Expense Ratio Comparison

DSEEX has a 0.54% expense ratio, which is higher than DBLFX's 0.47% expense ratio.


Return for Risk

DSEEX vs. DBLFX — Risk / Return Rank

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

DSEEX
DSEEX Risk / Return Rank: 66
Overall Rank
DSEEX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DSEEX Sortino Ratio Rank: 77
Sortino Ratio Rank
DSEEX Omega Ratio Rank: 66
Omega Ratio Rank
DSEEX Calmar Ratio Rank: 66
Calmar Ratio Rank
DSEEX Martin Ratio Rank: 55
Martin Ratio Rank

DBLFX
DBLFX Risk / Return Rank: 5757
Overall Rank
DBLFX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
DBLFX Sortino Ratio Rank: 5757
Sortino Ratio Rank
DBLFX Omega Ratio Rank: 4343
Omega Ratio Rank
DBLFX Calmar Ratio Rank: 7171
Calmar Ratio Rank
DBLFX Martin Ratio Rank: 5757
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.

DSEEX vs. DBLFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Shiller Enhanced CAPE (DSEEX) and DoubleLine Core Fixed Income Fund (DBLFX). 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.


DSEEXDBLFXDifference

Sharpe ratio

Return per unit of total volatility

0.07

1.04

-0.97

Sortino ratio

Return per unit of downside risk

0.21

1.50

-1.29

Omega ratio

Gain probability vs. loss probability

1.03

1.19

-0.16

Calmar ratio

Return relative to maximum drawdown

-0.05

1.62

-1.67

Martin ratio

Return relative to average drawdown

-0.18

5.47

-5.65

DSEEX vs. DBLFX - Sharpe Ratio Comparison

The current DSEEX Sharpe Ratio is 0.07, which is lower than the DBLFX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of DSEEX and DBLFX, 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


DSEEXDBLFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.07

1.04

-0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.15

+0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.50

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.86

-0.28

Correlation

The correlation between DSEEX and DBLFX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DSEEX vs. DBLFX - Dividend Comparison

DSEEX's dividend yield for the trailing twelve months is around 4.86%, more than DBLFX's 4.39% yield.


TTM20252024202320222021202020192018201720162015
DSEEX
DoubleLine Shiller Enhanced CAPE
4.86%4.93%4.92%4.59%16.41%28.54%1.73%7.57%15.27%9.09%4.09%4.43%
DBLFX
DoubleLine Core Fixed Income Fund
4.39%4.87%5.22%4.66%3.99%3.12%3.17%3.42%3.35%2.90%2.95%3.59%

Drawdowns

DSEEX vs. DBLFX - Drawdown Comparison

The maximum DSEEX drawdown since its inception was -41.66%, which is greater than DBLFX's maximum drawdown of -17.09%. Use the drawdown chart below to compare losses from any high point for DSEEX and DBLFX.


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Drawdown Indicators


DSEEXDBLFXDifference

Max Drawdown

Largest peak-to-trough decline

-41.66%

-17.09%

-24.57%

Max Drawdown (1Y)

Largest decline over 1 year

-10.96%

-2.86%

-8.10%

Max Drawdown (5Y)

Largest decline over 5 years

-41.66%

-17.09%

-24.57%

Max Drawdown (10Y)

Largest decline over 10 years

-41.66%

-17.09%

-24.57%

Current Drawdown

Current decline from peak

-10.31%

-2.33%

-7.98%

Average Drawdown

Average peak-to-trough decline

-8.54%

-2.58%

-5.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.87%

0.85%

+2.02%

Volatility

DSEEX vs. DBLFX - Volatility Comparison

DoubleLine Shiller Enhanced CAPE (DSEEX) has a higher volatility of 4.34% compared to DoubleLine Core Fixed Income Fund (DBLFX) at 1.60%. This indicates that DSEEX's price experiences larger fluctuations and is considered to be riskier than DBLFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSEEXDBLFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

1.60%

+2.74%

Volatility (6M)

Calculated over the trailing 6-month period

7.73%

2.42%

+5.31%

Volatility (1Y)

Calculated over the trailing 1-year period

15.18%

3.96%

+11.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.82%

5.20%

+17.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.68%

4.27%

+17.41%