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PELBX vs. DBLLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PELBX vs. DBLLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Emerging Markets Local Currency and Bond Fund (PELBX) and DoubleLine Low Duration Emerging Markets Fixed Income Fund (DBLLX). The values are adjusted to include any dividend payments, if applicable.

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PELBX vs. DBLLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PELBX
PIMCO Emerging Markets Local Currency and Bond Fund
-3.89%22.96%-0.75%15.11%-7.36%-8.13%2.16%17.23%-7.49%15.44%
DBLLX
DoubleLine Low Duration Emerging Markets Fixed Income Fund
0.02%7.86%7.20%7.00%-5.05%-0.21%3.53%8.57%-0.04%4.20%

Returns By Period

In the year-to-date period, PELBX achieves a -3.89% return, which is significantly lower than DBLLX's 0.02% return. Over the past 10 years, PELBX has outperformed DBLLX with an annualized return of 3.96%, while DBLLX has yielded a comparatively lower 3.62% annualized return.


PELBX

1D
-0.33%
1M
-7.33%
YTD
-3.89%
6M
0.17%
1Y
12.62%
3Y*
8.53%
5Y*
4.35%
10Y*
3.96%

DBLLX

1D
0.00%
1M
-0.92%
YTD
0.02%
6M
1.20%
1Y
5.32%
3Y*
6.95%
5Y*
3.30%
10Y*
3.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PELBX vs. DBLLX - Expense Ratio Comparison

PELBX has a 1.22% expense ratio, which is higher than DBLLX's 0.59% expense ratio.


Return for Risk

PELBX vs. DBLLX — Risk / Return Rank

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

PELBX
PELBX Risk / Return Rank: 8787
Overall Rank
PELBX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
PELBX Sortino Ratio Rank: 9393
Sortino Ratio Rank
PELBX Omega Ratio Rank: 9191
Omega Ratio Rank
PELBX Calmar Ratio Rank: 7777
Calmar Ratio Rank
PELBX Martin Ratio Rank: 8383
Martin Ratio Rank

DBLLX
DBLLX Risk / Return Rank: 9898
Overall Rank
DBLLX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DBLLX Sortino Ratio Rank: 9898
Sortino Ratio Rank
DBLLX Omega Ratio Rank: 9999
Omega Ratio Rank
DBLLX Calmar Ratio Rank: 9797
Calmar Ratio Rank
DBLLX 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.

PELBX vs. DBLLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Emerging Markets Local Currency and Bond Fund (PELBX) and DoubleLine Low Duration Emerging Markets Fixed Income Fund (DBLLX). 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.


PELBXDBLLXDifference

Sharpe ratio

Return per unit of total volatility

2.07

3.75

-1.68

Sortino ratio

Return per unit of downside risk

2.84

5.19

-2.35

Omega ratio

Gain probability vs. loss probability

1.41

2.29

-0.88

Calmar ratio

Return relative to maximum drawdown

1.79

4.05

-2.26

Martin ratio

Return relative to average drawdown

8.32

21.50

-13.18

PELBX vs. DBLLX - Sharpe Ratio Comparison

The current PELBX Sharpe Ratio is 2.07, which is lower than the DBLLX Sharpe Ratio of 3.75. The chart below compares the historical Sharpe Ratios of PELBX and DBLLX, 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


PELBXDBLLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

3.75

-1.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

1.72

-1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

1.91

-1.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

1.68

-1.32

Correlation

The correlation between PELBX and DBLLX is 0.33, 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

PELBX vs. DBLLX - Dividend Comparison

PELBX's dividend yield for the trailing twelve months is around 6.62%, more than DBLLX's 5.01% yield.


TTM20252024202320222021202020192018201720162015
PELBX
PIMCO Emerging Markets Local Currency and Bond Fund
6.62%6.71%7.08%4.81%3.24%4.87%4.87%6.14%6.88%5.84%5.69%5.51%
DBLLX
DoubleLine Low Duration Emerging Markets Fixed Income Fund
5.01%5.27%4.70%3.74%2.41%2.15%2.61%4.93%2.87%3.00%3.19%3.77%

Drawdowns

PELBX vs. DBLLX - Drawdown Comparison

The maximum PELBX drawdown since its inception was -36.17%, which is greater than DBLLX's maximum drawdown of -10.13%. Use the drawdown chart below to compare losses from any high point for PELBX and DBLLX.


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Drawdown Indicators


PELBXDBLLXDifference

Max Drawdown

Largest peak-to-trough decline

-36.17%

-10.13%

-26.04%

Max Drawdown (1Y)

Largest decline over 1 year

-7.33%

-1.35%

-5.98%

Max Drawdown (5Y)

Largest decline over 5 years

-23.01%

-10.13%

-12.88%

Max Drawdown (10Y)

Largest decline over 10 years

-24.89%

-10.13%

-14.76%

Current Drawdown

Current decline from peak

-7.33%

-0.92%

-6.41%

Average Drawdown

Average peak-to-trough decline

-11.30%

-1.31%

-9.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.57%

0.25%

+1.32%

Volatility

PELBX vs. DBLLX - Volatility Comparison

PIMCO Emerging Markets Local Currency and Bond Fund (PELBX) has a higher volatility of 3.45% compared to DoubleLine Low Duration Emerging Markets Fixed Income Fund (DBLLX) at 0.35%. This indicates that PELBX's price experiences larger fluctuations and is considered to be riskier than DBLLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PELBXDBLLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.45%

0.35%

+3.10%

Volatility (6M)

Calculated over the trailing 6-month period

4.85%

0.75%

+4.10%

Volatility (1Y)

Calculated over the trailing 1-year period

6.60%

1.43%

+5.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.92%

1.93%

+5.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.94%

1.90%

+7.04%