OGLVX vs. DLSNX
OGLVX (JPMorgan Short Duration Bond A) and DLSNX (DoubleLine Low Duration Bond Fund Class N) are both Short-Term Bond funds. Over the past 10 years, OGLVX returned 2.01%/yr vs 2.57%/yr for DLSNX. Their 0.54 correlation means they have sometimes moved together and sometimes differently. OGLVX charges 0.59%/yr vs 0.70%/yr for DLSNX.
Performance
OGLVX vs. DLSNX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, OGLVX achieves a 0.32% return, which is significantly lower than DLSNX's 1.32% return. Over the past 10 years, OGLVX has underperformed DLSNX with an annualized return of 2.01%, while DLSNX has yielded a comparatively higher 2.57% annualized return.
OGLVX
- 1D
- 0.00%
- 1M
- 0.05%
- 6M
- 0.01%
- YTD
- 0.32%
- 1Y
- 2.16%
- 3Y*
- 4.57%
- 5Y*
- 2.15%
- 10Y*
- 2.01%
- ALL TIME*
- 3.08%
DLSNX
- 1D
- 0.10%
- 1M
- 0.10%
- 6M
- 1.01%
- YTD
- 1.32%
- 1Y
- 3.30%
- 3Y*
- 5.05%
- 5Y*
- 2.96%
- 10Y*
- 2.57%
- ALL TIME*
- 2.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
OGLVX vs. DLSNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OGLVX JPMorgan Short Duration Bond A | 0.32% | 5.32% | 4.80% | 5.24% | -3.95% | -0.31% | 4.26% | 4.00% | 0.92% | 0.52% |
DLSNX DoubleLine Low Duration Bond Fund Class N | 1.32% | 5.49% | 5.06% | 6.50% | -3.04% | 0.56% | 1.76% | 4.47% | 1.15% | 2.30% |
Correlation
The correlation between OGLVX and DLSNX is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.66 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.75 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2011 | 0.54 |
The correlation between OGLVX and DLSNX shifts across timeframes, from 0.54 (all time) to 0.75 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
OGLVX vs. DLSNX — Risk / Return Rank
OGLVX
DLSNX
OGLVX vs. DLSNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Short Duration Bond A (OGLVX) and DoubleLine Low Duration Bond Fund Class N (DLSNX). 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.
| OGLVX | DLSNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.17 | ||
| Sortino ratioReturn per unit of downside risk | -1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.76 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | 4.97 | -2.48 |
| Martin ratioReturn relative to average drawdown | 6.99 | 23.04 | -16.05 |
Loading charts...
Drawdowns
OGLVX vs. DLSNX - Drawdown Comparison
The maximum OGLVX drawdown since its inception was -6.08%, smaller than the maximum DLSNX drawdown of -7.46%. Use the drawdown chart below to compare losses from any high point for OGLVX and DLSNX.
Loading charts...
Drawdown Indicators
| OGLVX | DLSNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.08% | -7.46% | +1.38% |
Max Drawdown (1Y)Largest decline over 1 year | -1.10% | -0.72% | -0.38% |
Max Drawdown (3Y)Largest decline over 3 years | -1.10% | -0.72% | -0.38% |
Max Drawdown (5Y)Largest decline over 5 years | -6.03% | -4.91% | -1.12% |
Max Drawdown (10Y)Largest decline over 10 years | -6.08% | -7.46% | +1.38% |
Current DrawdownCurrent decline from peak | -0.47% | 0.00% | -0.47% |
Average DrawdownAverage peak-to-trough decline | -0.49% | -0.41% | -0.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.39% | 0.16% | +0.23% |
Volatility
OGLVX vs. DLSNX - Volatility Comparison
JPMorgan Short Duration Bond A (OGLVX) and DoubleLine Low Duration Bond Fund Class N (DLSNX) have volatilities of 0.39% and 0.38%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| OGLVX | DLSNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.39% | 0.38% | +0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 1.13% | 0.93% | +0.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.53% | 1.21% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.01% | 1.43% | +0.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.67% | 1.58% | +0.09% |
OGLVX vs. DLSNX - Expense Ratio Comparison
OGLVX has a 0.59% expense ratio, which is lower than DLSNX's 0.70% expense ratio.
Dividends
OGLVX vs. DLSNX - Dividend Comparison
OGLVX's dividend yield for the trailing twelve months is around 3.28%, less than DLSNX's 3.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLSNX DoubleLine Low Duration Bond Fund Class N | 3.90% | 4.40% | 4.85% | 4.25% | 2.24% | 1.47% | 2.12% | 2.96% | 2.67% | 2.18% | 2.27% | 2.22% |
OGLVX JPMorgan Short Duration Bond A | 3.28% | 3.97% | 3.74% | 2.70% | 1.20% | 0.96% | 1.79% | 2.15% | 1.47% | 0.99% | 0.70% | 0.73% |
Frequently Asked Questions
OGLVX and DLSNX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OGLVX has higher volatility (0.39%) compared to DLSNX (0.38%). In terms of maximum drawdown, OGLVX dropped -6.08% vs DLSNX's -7.46%.
DLSNX currently has the higher Sharpe Ratio (2.97 vs 1.81), 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.
Find the right allocation for OGLVX and DLSNX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer