DSEEX vs. DBLSX
Compare and contrast key facts about DoubleLine Shiller Enhanced CAPE (DSEEX) and DoubleLine Low Duration Bond Fund (DBLSX).
DSEEX is managed by DoubleLine. It was launched on Oct 31, 2013. DBLSX is managed by DoubleLine. It was launched on Sep 30, 2011.
Performance
DSEEX vs. DBLSX - Performance Comparison
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DSEEX vs. DBLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DBLSX DoubleLine Low Duration Bond Fund | 0.36% | 5.74% | 5.32% | 6.76% | -2.69% | 0.70% | 2.02% | 4.73% | 1.40% | 2.65% |
Returns By Period
In the year-to-date period, DSEEX achieves a -7.19% return, which is significantly lower than DBLSX's 0.36% return. Over the past 10 years, DSEEX has outperformed DBLSX with an annualized return of 11.57%, while DBLSX has yielded a comparatively lower 2.88% 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%
DBLSX
- 1D
- 0.10%
- 1M
- -0.52%
- YTD
- 0.36%
- 6M
- 1.52%
- 1Y
- 4.48%
- 3Y*
- 5.40%
- 5Y*
- 3.11%
- 10Y*
- 2.88%
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DSEEX vs. DBLSX - Expense Ratio Comparison
DSEEX has a 0.54% expense ratio, which is higher than DBLSX's 0.41% expense ratio.
Return for Risk
DSEEX vs. DBLSX — Risk / Return Rank
DSEEX
DBLSX
DSEEX vs. DBLSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Shiller Enhanced CAPE (DSEEX) and DoubleLine Low Duration Bond Fund (DBLSX). 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.
| DSEEX | DBLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.07 | 3.69 | -3.62 |
Sortino ratioReturn per unit of downside risk | 0.21 | 5.93 | -5.72 |
Omega ratioGain probability vs. loss probability | 1.03 | 2.04 | -1.01 |
Calmar ratioReturn relative to maximum drawdown | -0.05 | 6.46 | -6.51 |
Martin ratioReturn relative to average drawdown | -0.18 | 28.25 | -28.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DSEEX | DBLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.07 | 3.69 | -3.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 2.27 | -2.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.05 | +0.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.05 | +0.53 |
Correlation
The correlation between DSEEX and DBLSX is 0.09, 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. DBLSX - Dividend Comparison
DSEEX's dividend yield for the trailing twelve months is around 4.86%, more than DBLSX's 4.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DBLSX DoubleLine Low Duration Bond Fund | 4.19% | 4.64% | 5.09% | 4.49% | 2.50% | 1.72% | 2.37% | 3.21% | 2.92% | 2.42% | 2.52% | 2.47% |
Drawdowns
DSEEX vs. DBLSX - Drawdown Comparison
The maximum DSEEX drawdown since its inception was -41.66%, smaller than the maximum DBLSX drawdown of -57.22%. Use the drawdown chart below to compare losses from any high point for DSEEX and DBLSX.
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Drawdown Indicators
| DSEEX | DBLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.66% | -57.22% | +15.56% |
Max Drawdown (1Y)Largest decline over 1 year | -10.96% | -0.72% | -10.24% |
Max Drawdown (5Y)Largest decline over 5 years | -41.66% | -4.71% | -36.95% |
Max Drawdown (10Y)Largest decline over 10 years | -41.66% | -57.22% | +15.56% |
Current DrawdownCurrent decline from peak | -10.31% | -45.38% | +35.07% |
Average DrawdownAverage peak-to-trough decline | -8.54% | -31.35% | +22.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.87% | 0.17% | +2.70% |
Volatility
DSEEX vs. DBLSX - Volatility Comparison
DoubleLine Shiller Enhanced CAPE (DSEEX) has a higher volatility of 4.34% compared to DoubleLine Low Duration Bond Fund (DBLSX) at 0.47%. This indicates that DSEEX's price experiences larger fluctuations and is considered to be riskier than DBLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSEEX | DBLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 0.47% | +3.87% |
Volatility (6M)Calculated over the trailing 6-month period | 7.73% | 0.80% | +6.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.18% | 1.24% | +13.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.82% | 1.38% | +21.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.68% | 63.98% | -42.30% |