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LFLIX vs. DLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LFLIX vs. DLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BrandywineGLOBAL - Flexible Bond Fund (LFLIX) and DoubleLine Yield Opportunities Fund (DLY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LFLIX achieves a 3.03% return, which is significantly higher than DLY's -0.77% return.


LFLIX

1D
-0.21%
1M
1.38%
YTD
3.03%
6M
3.59%
1Y
8.28%
3Y*
6.56%
5Y*
2.34%
10Y*

DLY

1D
-0.51%
1M
-0.75%
YTD
-0.77%
6M
-0.43%
1Y
-2.41%
3Y*
8.11%
5Y*
1.82%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LFLIX vs. DLY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
LFLIX
BrandywineGLOBAL - Flexible Bond Fund
3.03%8.82%2.95%9.57%-10.87%1.05%11.98%
DLY
DoubleLine Yield Opportunities Fund
-0.77%0.63%16.29%25.48%-23.08%8.56%-1.90%

Correlation

The correlation between LFLIX and DLY is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2020

0.33

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Return for Risk

LFLIX vs. DLY — Risk / Return Rank

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

LFLIX
LFLIX Risk / Return Rank: 6363
Overall Rank
LFLIX Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
LFLIX Sortino Ratio Rank: 6767
Sortino Ratio Rank
LFLIX Omega Ratio Rank: 6363
Omega Ratio Rank
LFLIX Calmar Ratio Rank: 7070
Calmar Ratio Rank
LFLIX Martin Ratio Rank: 5757
Martin Ratio Rank

DLY
DLY Risk / Return Rank: 11
Overall Rank
DLY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DLY Sortino Ratio Rank: 11
Sortino Ratio Rank
DLY Omega Ratio Rank: 11
Omega Ratio Rank
DLY Calmar Ratio Rank: 11
Calmar Ratio Rank
DLY Martin Ratio Rank: 11
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.

LFLIX vs. DLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BrandywineGLOBAL - Flexible Bond Fund (LFLIX) and DoubleLine Yield Opportunities Fund (DLY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LFLIXDLYDifference
Sharpe ratioReturn per unit of total volatility

+2.34

Sortino ratioReturn per unit of downside risk

+3.48

Omega ratioGain probability vs. loss probability

1.40

0.95

+0.45

Calmar ratioReturn relative to maximum drawdown

3.10

-0.28

+3.38

Martin ratioReturn relative to average drawdown

10.72

-0.68

+11.40

LFLIX vs. DLY - Sharpe Ratio Comparison

The current LFLIX Sharpe Ratio is 2.04, which is higher than the DLY Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of LFLIX and DLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LFLIX vs. DLY - Drawdown Comparison

The maximum LFLIX drawdown since its inception was -16.73%, smaller than the maximum DLY drawdown of -28.61%. Use the drawdown chart below to compare losses from any high point for LFLIX and DLY.


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Drawdown Indicators


LFLIXDLYDifference

Max Drawdown

Largest peak-to-trough decline

-16.73%

-28.61%

+11.88%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-8.74%

+6.02%

Max Drawdown (3Y)

Largest decline over 3 years

-7.54%

-10.81%

+3.27%

Max Drawdown (5Y)

Largest decline over 5 years

-16.73%

-28.61%

+11.88%

Current Drawdown

Current decline from peak

-0.52%

-4.86%

+4.34%

Average Drawdown

Average peak-to-trough decline

-2.85%

-7.80%

+4.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.78%

3.54%

-2.76%

Volatility

LFLIX vs. DLY - Volatility Comparison

The current volatility for BrandywineGLOBAL - Flexible Bond Fund (LFLIX) is 1.42%, while DoubleLine Yield Opportunities Fund (DLY) has a volatility of 1.63%. This indicates that LFLIX experiences smaller price fluctuations and is considered to be less risky than DLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LFLIXDLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.42%

1.63%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

3.47%

6.89%

-3.42%

Volatility (1Y)

Calculated over the trailing 1-year period

4.13%

8.16%

-4.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.74%

13.58%

-7.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.09%

15.01%

-9.92%

LFLIX vs. DLY - Expense Ratio Comparison

LFLIX has a 0.75% expense ratio, which is lower than DLY's 2.91% expense ratio.


Dividends

LFLIX vs. DLY - Dividend Comparison

LFLIX's dividend yield for the trailing twelve months is around 6.93%, less than DLY's 10.19% yield.


PositionTTM202520242023202220212020201920182017
DLY
DoubleLine Yield Opportunities Fund
10.19%9.63%8.85%9.84%10.67%7.49%5.67%0.00%0.00%0.00%
LFLIX
BrandywineGLOBAL - Flexible Bond Fund
6.93%6.67%8.94%5.36%3.28%2.90%3.62%6.04%3.67%3.06%

Frequently Asked Questions


LFLIX and DLY have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DLY has higher volatility (1.63%) compared to LFLIX (1.42%). In terms of maximum drawdown, LFLIX dropped -16.73% vs DLY's -28.61%.

LFLIX currently has the higher Sharpe Ratio (2.04 vs -0.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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