ESDIX vs. DBLEX

Last updated Apr 2, 2026

Compare and contrast key facts about Ashmore Emerging Markets Short Duration Select Fund (ESDIX) and DoubleLine Emerging Markets Fixed Income Fund (DBLEX).

ESDIX is managed by Ashmore. It was launched on Jun 14, 2020. DBLEX is managed by DoubleLine. It was launched on Apr 5, 2010.

Performance

ESDIX vs. DBLEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ashmore Emerging Markets Short Duration Select Fund (ESDIX) and DoubleLine Emerging Markets Fixed Income Fund (DBLEX). The values are adjusted to include any dividend payments, if applicable.

ESDIX vs. DBLEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
ESDIX Ashmore Emerging Markets Short Duration Select Fund	0.00%	1.54%	6.15%	5.31%	-9.66%	-4.21%	4.12%
DBLEX DoubleLine Emerging Markets Fixed Income Fund	-1.32%	8.39%	8.20%	9.64%	-15.30%	1.97%	9.14%

Returns By Period

ESDIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DBLEX

• 1D: -0.33%
• 1M: -1.98%
• YTD: -1.32%
• 6M: -1.26%
• 1Y: 4.01%
• 3Y*: 7.69%
• 5Y*: 1.75%
• 10Y*: 3.98%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ESDIX vs. DBLEX - Expense Ratio Comparison

ESDIX has a 0.67% expense ratio, which is lower than DBLEX's 0.90% expense ratio.

DBLEX

DoubleLine Emerging Markets Fixed Income Fund

ESDIX

Ashmore Emerging Markets Short Duration Select Fund

Return for Risk

ESDIX vs. DBLEX — Risk / Return Rank

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

DBLEX

DBLEX Risk / Return Rank: 73
DBLEX Sharpe Ratio Rank: 82
DBLEX Sortino Ratio Rank: 78
DBLEX Omega Ratio Rank: 86
DBLEX Calmar Ratio Rank: 56
DBLEX Martin Ratio Rank: 62

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.

ESDIX vs. DBLEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ashmore Emerging Markets Short Duration Select Fund (ESDIX) and DoubleLine Emerging Markets Fixed Income Fund (DBLEX). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	ESDIX	DBLEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.62	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.39	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.86	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.97	—

Correlation

The correlation between ESDIX and DBLEX is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

ESDIX vs. DBLEX - Dividend Comparison

ESDIX has not paid dividends to shareholders, while DBLEX's dividend yield for the trailing twelve months is around 5.14%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ESDIX Ashmore Emerging Markets Short Duration Select Fund	0.00%	0.39%	4.79%	3.39%	2.50%	2.60%	0.31%	0.00%	0.00%	0.00%	0.00%	0.00%
DBLEX DoubleLine Emerging Markets Fixed Income Fund	5.14%	5.59%	5.97%	5.54%	4.77%	4.00%	4.37%	4.57%	3.83%	4.33%	4.54%	5.21%

Drawdowns

Drawdown Indicators

	ESDIX	DBLEX	Difference
Max Drawdown Largest peak-to-trough decline	—	-25.43%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-2.77%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.43%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-25.43%	—
Current Drawdown Current decline from peak	—	-2.14%	—
Average Drawdown Average peak-to-trough decline	—	-3.52%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.64%	—

Volatility

Volatility by Period

	ESDIX	DBLEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.71%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.46%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	2.63%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	4.53%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	4.66%	—