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DSEEX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DSEEX and FXAIX is 0.92, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

DSEEX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Shiller Enhanced CAPE (DSEEX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%300.00%December2025FebruaryMarchAprilMay
117.16%
294.49%
DSEEX
FXAIX

Key characteristics

Sharpe Ratio

DSEEX:

1.01

FXAIX:

0.74

Sortino Ratio

DSEEX:

1.49

FXAIX:

1.14

Omega Ratio

DSEEX:

1.21

FXAIX:

1.17

Calmar Ratio

DSEEX:

0.50

FXAIX:

0.77

Martin Ratio

DSEEX:

4.18

FXAIX:

3.06

Ulcer Index

DSEEX:

3.83%

FXAIX:

4.72%

Daily Std Dev

DSEEX:

15.88%

FXAIX:

19.51%

Max Drawdown

DSEEX:

-46.92%

FXAIX:

-33.79%

Current Drawdown

DSEEX:

-21.02%

FXAIX:

-7.24%

Returns By Period

In the year-to-date period, DSEEX achieves a 1.92% return, which is significantly higher than FXAIX's -2.95% return. Over the past 10 years, DSEEX has underperformed FXAIX with an annualized return of 5.53%, while FXAIX has yielded a comparatively higher 12.37% annualized return.


DSEEX

YTD

1.92%

1M

7.62%

6M

3.44%

1Y

13.83%

5Y*

7.24%

10Y*

5.53%

FXAIX

YTD

-2.95%

1M

12.14%

6M

-0.11%

1Y

12.36%

5Y*

16.50%

10Y*

12.37%

*Annualized

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DSEEX vs. FXAIX - Expense Ratio Comparison

DSEEX has a 0.54% expense ratio, which is higher than FXAIX's 0.02% expense ratio.


Expense ratio chart for DSEEX: current value is 0.54%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DSEEX: 0.54%
Expense ratio chart for FXAIX: current value is 0.02%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FXAIX: 0.02%

Risk-Adjusted Performance

DSEEX vs. FXAIX — Risk-Adjusted Performance Rank

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

DSEEX
The Risk-Adjusted Performance Rank of DSEEX is 7171
Overall Rank
The Sharpe Ratio Rank of DSEEX is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of DSEEX is 7474
Sortino Ratio Rank
The Omega Ratio Rank of DSEEX is 7575
Omega Ratio Rank
The Calmar Ratio Rank of DSEEX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of DSEEX is 7878
Martin Ratio Rank

FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 6565
Overall Rank
The Sharpe Ratio Rank of FXAIX is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 6565
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 7373
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DSEEX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Shiller Enhanced CAPE (DSEEX) and Fidelity 500 Index Fund (FXAIX). 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.


The chart of Sharpe ratio for DSEEX, currently valued at 1.01, compared to the broader market-2.00-1.000.001.002.003.00
DSEEX: 1.01
FXAIX: 0.74
The chart of Sortino ratio for DSEEX, currently valued at 1.49, compared to the broader market-2.000.002.004.006.008.00
DSEEX: 1.49
FXAIX: 1.14
The chart of Omega ratio for DSEEX, currently valued at 1.21, compared to the broader market0.501.001.502.002.503.00
DSEEX: 1.21
FXAIX: 1.17
The chart of Calmar ratio for DSEEX, currently valued at 0.50, compared to the broader market0.002.004.006.008.0010.00
DSEEX: 0.50
FXAIX: 0.77
The chart of Martin ratio for DSEEX, currently valued at 4.18, compared to the broader market0.0010.0020.0030.0040.00
DSEEX: 4.18
FXAIX: 3.06

The current DSEEX Sharpe Ratio is 1.01, which is higher than the FXAIX Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of DSEEX and FXAIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.01
0.74
DSEEX
FXAIX

Dividends

DSEEX vs. FXAIX - Dividend Comparison

DSEEX's dividend yield for the trailing twelve months is around 4.99%, more than FXAIX's 1.31% yield.


TTM20242023202220212020201920182017201620152014
DSEEX
DoubleLine Shiller Enhanced CAPE
4.99%4.92%4.60%3.87%1.63%1.73%2.74%3.38%2.16%2.12%2.88%2.61%
FXAIX
Fidelity 500 Index Fund
1.31%1.25%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%

Drawdowns

DSEEX vs. FXAIX - Drawdown Comparison

The maximum DSEEX drawdown since its inception was -46.92%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for DSEEX and FXAIX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-21.02%
-7.24%
DSEEX
FXAIX

Volatility

DSEEX vs. FXAIX - Volatility Comparison

The current volatility for DoubleLine Shiller Enhanced CAPE (DSEEX) is 10.88%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 14.31%. This indicates that DSEEX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
10.88%
14.31%
DSEEX
FXAIX