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GMODX vs. DFLEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GMODX vs. DFLEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GMO Opportunistic Income Fund (GMODX) and DoubleLine Flexible Income Fund (DFLEX). The values are adjusted to include any dividend payments, if applicable.

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GMODX vs. DFLEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GMODX
GMO Opportunistic Income Fund
1.11%6.47%6.11%7.07%-2.09%2.83%3.34%3.83%4.01%6.41%
DFLEX
DoubleLine Flexible Income Fund
0.22%6.58%8.65%7.84%-8.48%3.79%2.93%7.21%0.10%5.27%

Returns By Period

In the year-to-date period, GMODX achieves a 1.11% return, which is significantly higher than DFLEX's 0.22% return. Over the past 10 years, GMODX has outperformed DFLEX with an annualized return of 4.40%, while DFLEX has yielded a comparatively lower 3.79% annualized return.


GMODX

1D
0.21%
1M
-0.37%
YTD
1.11%
6M
2.45%
1Y
5.43%
3Y*
6.31%
5Y*
3.95%
10Y*
4.40%

DFLEX

1D
0.11%
1M
-0.80%
YTD
0.22%
6M
1.54%
1Y
5.12%
3Y*
7.13%
5Y*
3.19%
10Y*
3.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GMODX vs. DFLEX - Expense Ratio Comparison

GMODX has a 0.47% expense ratio, which is lower than DFLEX's 0.74% expense ratio.


Return for Risk

GMODX vs. DFLEX — Risk / Return Rank

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

GMODX
GMODX Risk / Return Rank: 9898
Overall Rank
GMODX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
GMODX Sortino Ratio Rank: 9898
Sortino Ratio Rank
GMODX Omega Ratio Rank: 9898
Omega Ratio Rank
GMODX Calmar Ratio Rank: 9999
Calmar Ratio Rank
GMODX Martin Ratio Rank: 9999
Martin Ratio Rank

DFLEX
DFLEX Risk / Return Rank: 9898
Overall Rank
DFLEX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DFLEX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DFLEX Omega Ratio Rank: 9898
Omega Ratio Rank
DFLEX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DFLEX Martin Ratio Rank: 9898
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.

GMODX vs. DFLEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GMO Opportunistic Income Fund (GMODX) and DoubleLine Flexible Income Fund (DFLEX). 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.


GMODXDFLEXDifference

Sharpe ratio

Return per unit of total volatility

3.34

3.69

-0.35

Sortino ratio

Return per unit of downside risk

5.69

6.09

-0.40

Omega ratio

Gain probability vs. loss probability

1.78

2.08

-0.30

Calmar ratio

Return relative to maximum drawdown

5.82

4.58

+1.23

Martin ratio

Return relative to average drawdown

27.33

20.46

+6.87

GMODX vs. DFLEX - Sharpe Ratio Comparison

The current GMODX Sharpe Ratio is 3.34, which is comparable to the DFLEX Sharpe Ratio of 3.69. The chart below compares the historical Sharpe Ratios of GMODX and DFLEX, 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


GMODXDFLEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.34

3.69

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

1.67

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.45

1.39

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

1.39

1.35

+0.04

Correlation

The correlation between GMODX and DFLEX is 0.39, 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

GMODX vs. DFLEX - Dividend Comparison

GMODX's dividend yield for the trailing twelve months is around 5.01%, less than DFLEX's 5.14% yield.


TTM20252024202320222021202020192018201720162015
GMODX
GMO Opportunistic Income Fund
5.01%4.99%5.28%6.17%5.44%2.10%4.15%5.69%4.35%2.66%2.55%1.71%
DFLEX
DoubleLine Flexible Income Fund
5.14%5.68%6.05%5.95%4.72%3.86%3.96%4.46%4.46%3.82%3.75%4.32%

Drawdowns

GMODX vs. DFLEX - Drawdown Comparison

The maximum GMODX drawdown since its inception was -8.79%, smaller than the maximum DFLEX drawdown of -17.29%. Use the drawdown chart below to compare losses from any high point for GMODX and DFLEX.


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Drawdown Indicators


GMODXDFLEXDifference

Max Drawdown

Largest peak-to-trough decline

-8.79%

-17.29%

+8.50%

Max Drawdown (1Y)

Largest decline over 1 year

-0.98%

-1.15%

+0.17%

Max Drawdown (5Y)

Largest decline over 5 years

-5.79%

-11.00%

+5.21%

Max Drawdown (10Y)

Largest decline over 10 years

-8.79%

-17.29%

+8.50%

Current Drawdown

Current decline from peak

-0.37%

-0.80%

+0.43%

Average Drawdown

Average peak-to-trough decline

-0.71%

-1.58%

+0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

0.26%

-0.05%

Volatility

GMODX vs. DFLEX - Volatility Comparison

The current volatility for GMO Opportunistic Income Fund (GMODX) is 0.48%, while DoubleLine Flexible Income Fund (DFLEX) has a volatility of 0.56%. This indicates that GMODX experiences smaller price fluctuations and is considered to be less risky than DFLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GMODXDFLEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.48%

0.56%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

1.04%

0.91%

+0.13%

Volatility (1Y)

Calculated over the trailing 1-year period

1.64%

1.40%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.82%

1.92%

+1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.04%

2.73%

+0.31%