PortfoliosLab logoPortfoliosLab logo
PEMIX vs. DLENX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PEMIX vs. DLENX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PIMCO Emerging Markets Corporate Bond Fund (PEMIX) and DoubleLine Emerging Markets Fixed Income Fund Class N (DLENX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PEMIX vs. DLENX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PEMIX
PIMCO Emerging Markets Corporate Bond Fund
-1.90%9.97%6.32%6.03%-14.12%-0.72%5.78%11.87%-0.64%9.03%
DLENX
DoubleLine Emerging Markets Fixed Income Fund Class N
-1.03%8.11%7.92%9.36%-15.50%1.71%4.66%11.71%-3.54%8.31%

Returns By Period

In the year-to-date period, PEMIX achieves a -1.90% return, which is significantly lower than DLENX's -1.03% return. Both investments have delivered pretty close results over the past 10 years, with PEMIX having a 3.73% annualized return and DLENX not far ahead at 3.78%.


PEMIX

1D
0.11%
1M
-3.20%
YTD
-1.90%
6M
-0.51%
1Y
4.78%
3Y*
6.04%
5Y*
0.95%
10Y*
3.73%

DLENX

1D
0.00%
1M
-1.75%
YTD
-1.03%
6M
-0.92%
1Y
4.35%
3Y*
7.54%
5Y*
1.65%
10Y*
3.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PEMIX vs. DLENX - Expense Ratio Comparison

PEMIX has a 0.90% expense ratio, which is lower than DLENX's 1.18% expense ratio.


Return for Risk

PEMIX vs. DLENX — Risk / Return Rank

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

PEMIX
PEMIX Risk / Return Rank: 7676
Overall Rank
PEMIX Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
PEMIX Sortino Ratio Rank: 8484
Sortino Ratio Rank
PEMIX Omega Ratio Rank: 8686
Omega Ratio Rank
PEMIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
PEMIX Martin Ratio Rank: 6161
Martin Ratio Rank

DLENX
DLENX Risk / Return Rank: 7878
Overall Rank
DLENX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DLENX Sortino Ratio Rank: 8080
Sortino Ratio Rank
DLENX Omega Ratio Rank: 8989
Omega Ratio Rank
DLENX Calmar Ratio Rank: 6565
Calmar Ratio Rank
DLENX Martin Ratio Rank: 7070
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.

PEMIX vs. DLENX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PIMCO Emerging Markets Corporate Bond Fund (PEMIX) and DoubleLine Emerging Markets Fixed Income Fund Class N (DLENX). 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.


PEMIXDLENXDifference

Sharpe ratio

Return per unit of total volatility

1.54

1.65

-0.11

Sortino ratio

Return per unit of downside risk

2.19

2.07

+0.12

Omega ratio

Gain probability vs. loss probability

1.36

1.40

-0.04

Calmar ratio

Return relative to maximum drawdown

1.57

1.53

+0.04

Martin ratio

Return relative to average drawdown

5.87

6.64

-0.76

PEMIX vs. DLENX - Sharpe Ratio Comparison

The current PEMIX Sharpe Ratio is 1.54, which is comparable to the DLENX Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of PEMIX and DLENX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PEMIXDLENXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

1.65

-0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.25

0.36

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.99

0.81

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.92

+0.16

Correlation

The correlation between PEMIX and DLENX is 0.69, 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

PEMIX vs. DLENX - Dividend Comparison

PEMIX's dividend yield for the trailing twelve months is around 5.99%, more than DLENX's 4.88% yield.


TTM20252024202320222021202020192018201720162015
PEMIX
PIMCO Emerging Markets Corporate Bond Fund
5.99%6.15%5.45%4.08%3.02%3.41%3.78%4.55%4.99%4.33%4.62%5.32%
DLENX
DoubleLine Emerging Markets Fixed Income Fund Class N
4.88%5.33%5.71%5.29%4.49%3.74%4.11%4.49%3.57%4.07%4.29%4.94%

Drawdowns

PEMIX vs. DLENX - Drawdown Comparison

The maximum PEMIX drawdown since its inception was -23.38%, smaller than the maximum DLENX drawdown of -25.64%. Use the drawdown chart below to compare losses from any high point for PEMIX and DLENX.


Loading graphics...

Drawdown Indicators


PEMIXDLENXDifference

Max Drawdown

Largest peak-to-trough decline

-23.38%

-25.64%

+2.26%

Max Drawdown (1Y)

Largest decline over 1 year

-3.37%

-2.77%

-0.60%

Max Drawdown (5Y)

Largest decline over 5 years

-23.38%

-25.64%

+2.26%

Max Drawdown (10Y)

Largest decline over 10 years

-23.38%

-25.64%

+2.26%

Current Drawdown

Current decline from peak

-3.20%

-1.83%

-1.37%

Average Drawdown

Average peak-to-trough decline

-4.27%

-3.65%

-0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.64%

+0.26%

Volatility

PEMIX vs. DLENX - Volatility Comparison

PIMCO Emerging Markets Corporate Bond Fund (PEMIX) has a higher volatility of 0.98% compared to DoubleLine Emerging Markets Fixed Income Fund Class N (DLENX) at 0.64%. This indicates that PEMIX's price experiences larger fluctuations and is considered to be riskier than DLENX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PEMIXDLENXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.98%

0.64%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

2.00%

1.36%

+0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

3.48%

2.59%

+0.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.76%

4.56%

-0.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.78%

4.66%

-0.88%