PLDTX vs. DBLSX
Compare and contrast key facts about PIMCO Low Duration II Fund (PLDTX) and DoubleLine Low Duration Bond Fund (DBLSX).
PLDTX is managed by PIMCO. It was launched on Oct 31, 1991. DBLSX is managed by DoubleLine. It was launched on Sep 30, 2011.
Performance
PLDTX vs. DBLSX - Performance Comparison
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PLDTX vs. DBLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PLDTX PIMCO Low Duration II Fund | -0.37% | 5.47% | 4.55% | 4.21% | -5.14% | -1.03% | 3.44% | 3.83% | 0.63% | 1.66% |
DBLSX DoubleLine Low Duration Bond Fund | 0.36% | 5.74% | 5.32% | 6.76% | -2.69% | 0.70% | 2.02% | 4.73% | 1.40% | 2.65% |
Returns By Period
In the year-to-date period, PLDTX achieves a -0.37% return, which is significantly lower than DBLSX's 0.36% return. Over the past 10 years, PLDTX has underperformed DBLSX with an annualized return of 1.83%, while DBLSX has yielded a comparatively higher 2.88% annualized return.
PLDTX
- 1D
- 0.22%
- 1M
- -1.06%
- YTD
- -0.37%
- 6M
- 0.94%
- 1Y
- 3.45%
- 3Y*
- 4.06%
- 5Y*
- 1.52%
- 10Y*
- 1.83%
DBLSX
- 1D
- 0.10%
- 1M
- -0.52%
- YTD
- 0.36%
- 6M
- 1.52%
- 1Y
- 4.48%
- 3Y*
- 5.40%
- 5Y*
- 3.11%
- 10Y*
- 2.88%
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PLDTX vs. DBLSX - Expense Ratio Comparison
PLDTX has a 0.50% expense ratio, which is higher than DBLSX's 0.41% expense ratio.
Return for Risk
PLDTX vs. DBLSX — Risk / Return Rank
PLDTX
DBLSX
PLDTX vs. DBLSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PIMCO Low Duration II Fund (PLDTX) and DoubleLine Low Duration Bond Fund (DBLSX). 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.
| PLDTX | DBLSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.77 | 3.69 | -1.92 |
Sortino ratioReturn per unit of downside risk | 3.08 | 5.93 | -2.85 |
Omega ratioGain probability vs. loss probability | 1.40 | 2.04 | -0.64 |
Calmar ratioReturn relative to maximum drawdown | 2.67 | 6.46 | -3.79 |
Martin ratioReturn relative to average drawdown | 11.66 | 28.25 | -16.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PLDTX | DBLSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.77 | 3.69 | -1.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 2.27 | -1.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.94 | 0.05 | +0.90 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.50 | 0.05 | +1.45 |
Correlation
The correlation between PLDTX and DBLSX is 0.48, 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
PLDTX vs. DBLSX - Dividend Comparison
PLDTX's dividend yield for the trailing twelve months is around 3.51%, less than DBLSX's 4.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PLDTX PIMCO Low Duration II Fund | 3.51% | 3.79% | 3.99% | 3.55% | 1.28% | 0.29% | 1.23% | 2.72% | 2.18% | 1.45% | 1.76% | 1.60% |
DBLSX DoubleLine Low Duration Bond Fund | 4.19% | 4.64% | 5.09% | 4.49% | 2.50% | 1.72% | 2.37% | 3.21% | 2.92% | 2.42% | 2.52% | 2.47% |
Drawdowns
PLDTX vs. DBLSX - Drawdown Comparison
The maximum PLDTX drawdown since its inception was -7.60%, smaller than the maximum DBLSX drawdown of -57.22%. Use the drawdown chart below to compare losses from any high point for PLDTX and DBLSX.
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Drawdown Indicators
| PLDTX | DBLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.60% | -57.22% | +49.62% |
Max Drawdown (1Y)Largest decline over 1 year | -1.49% | -0.72% | -0.77% |
Max Drawdown (5Y)Largest decline over 5 years | -7.58% | -4.71% | -2.87% |
Max Drawdown (10Y)Largest decline over 10 years | -7.60% | -57.22% | +49.62% |
Current DrawdownCurrent decline from peak | -1.06% | -45.38% | +44.32% |
Average DrawdownAverage peak-to-trough decline | -0.72% | -31.35% | +30.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.34% | 0.17% | +0.17% |
Volatility
PLDTX vs. DBLSX - Volatility Comparison
PIMCO Low Duration II Fund (PLDTX) has a higher volatility of 0.74% compared to DoubleLine Low Duration Bond Fund (DBLSX) at 0.47%. This indicates that PLDTX's price experiences larger fluctuations and is considered to be riskier than DBLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PLDTX | DBLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.74% | 0.47% | +0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 1.36% | 0.80% | +0.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.15% | 1.24% | +0.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.37% | 1.38% | +0.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.94% | 63.98% | -62.04% |