DSEUX vs. DBLTX
Compare and contrast key facts about DoubleLine Shiller Enhanced International CAPE (DSEUX) and DoubleLine Total Return Bond Fund Class I (DBLTX).
DSEUX is managed by DoubleLine. It was launched on Dec 22, 2016. DBLTX is managed by DoubleLine. It was launched on Apr 6, 2010.
Performance
DSEUX vs. DBLTX - Performance Comparison
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DSEUX vs. DBLTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSEUX DoubleLine Shiller Enhanced International CAPE | 7.07% | 29.25% | -3.73% | 17.30% | -17.38% | 18.40% | 10.73% | 23.17% | -12.64% | 20.96% |
DBLTX DoubleLine Total Return Bond Fund Class I | -0.54% | 8.05% | 3.08% | 5.34% | -12.56% | 0.24% | 4.13% | 5.81% | 1.76% | 3.80% |
Returns By Period
In the year-to-date period, DSEUX achieves a 7.07% return, which is significantly higher than DBLTX's -0.54% return.
DSEUX
- 1D
- 0.49%
- 1M
- -2.63%
- YTD
- 7.07%
- 6M
- 13.63%
- 1Y
- 26.54%
- 3Y*
- 12.31%
- 5Y*
- 7.32%
- 10Y*
- —
DBLTX
- 1D
- -0.34%
- 1M
- -2.00%
- YTD
- -0.54%
- 6M
- 0.55%
- 1Y
- 3.79%
- 3Y*
- 4.14%
- 5Y*
- 0.70%
- 10Y*
- 1.80%
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DSEUX vs. DBLTX - Expense Ratio Comparison
DSEUX has a 0.61% expense ratio, which is higher than DBLTX's 0.50% expense ratio.
Return for Risk
DSEUX vs. DBLTX — Risk / Return Rank
DSEUX
DBLTX
DSEUX vs. DBLTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Shiller Enhanced International CAPE (DSEUX) and DoubleLine Total Return Bond Fund Class I (DBLTX). 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.
| DSEUX | DBLTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.65 | 0.98 | +0.67 |
Sortino ratioReturn per unit of downside risk | 2.13 | 1.43 | +0.70 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.17 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 1.51 | +0.60 |
Martin ratioReturn relative to average drawdown | 9.99 | 4.43 | +5.56 |
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
| DSEUX | DBLTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 0.98 | +0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.13 | +0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.41 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.91 | -0.38 |
Correlation
The correlation between DSEUX and DBLTX is 0.15, 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
DSEUX vs. DBLTX - Dividend Comparison
DSEUX's dividend yield for the trailing twelve months is around 3.86%, less than DBLTX's 4.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSEUX DoubleLine Shiller Enhanced International CAPE | 3.86% | 4.72% | 6.88% | 5.40% | 4.30% | 2.14% | 1.87% | 3.04% | 9.19% | 5.71% | 0.00% | 0.00% |
DBLTX DoubleLine Total Return Bond Fund Class I | 4.44% | 4.86% | 5.03% | 4.35% | 3.86% | 3.12% | 3.39% | 3.66% | 3.74% | 3.65% | 3.72% | 4.11% |
Drawdowns
DSEUX vs. DBLTX - Drawdown Comparison
The maximum DSEUX drawdown since its inception was -36.27%, which is greater than DBLTX's maximum drawdown of -16.49%. Use the drawdown chart below to compare losses from any high point for DSEUX and DBLTX.
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Drawdown Indicators
| DSEUX | DBLTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.27% | -16.49% | -19.78% |
Max Drawdown (1Y)Largest decline over 1 year | -12.18% | -2.88% | -9.30% |
Max Drawdown (5Y)Largest decline over 5 years | -31.58% | -16.49% | -15.09% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.49% | — |
Current DrawdownCurrent decline from peak | -3.99% | -2.54% | -1.45% |
Average DrawdownAverage peak-to-trough decline | -7.01% | -2.38% | -4.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 0.98% | +1.59% |
Volatility
DSEUX vs. DBLTX - Volatility Comparison
DoubleLine Shiller Enhanced International CAPE (DSEUX) has a higher volatility of 5.07% compared to DoubleLine Total Return Bond Fund Class I (DBLTX) at 1.70%. This indicates that DSEUX's price experiences larger fluctuations and is considered to be riskier than DBLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSEUX | DBLTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.07% | 1.70% | +3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 9.24% | 2.64% | +6.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.70% | 4.23% | +12.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.74% | 5.56% | +11.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.03% | 4.38% | +12.65% |