PLFRX vs. DBFRX

Last updated Apr 1, 2026

Compare and contrast key facts about Pacific Funds Floating Rate Income (PLFRX) and DoubleLine Floating Rate Fund (DBFRX).

PLFRX is managed by Pacific Funds Series Trust. It was launched on Jun 29, 2011. DBFRX is managed by DoubleLine. It was launched on Jan 31, 2013.

Performance

PLFRX vs. DBFRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacific Funds Floating Rate Income (PLFRX) and DoubleLine Floating Rate Fund (DBFRX). The values are adjusted to include any dividend payments, if applicable.

PLFRX vs. DBFRX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PLFRX Pacific Funds Floating Rate Income	-1.34%	6.68%	8.38%	13.94%	-2.01%	4.36%	1.26%	8.30%	0.39%	4.33%
DBFRX DoubleLine Floating Rate Fund	0.03%	6.75%	8.10%	10.77%	-2.23%	4.27%	2.74%	6.74%	0.05%	3.71%

Returns By Period

PLFRX

• 1D: 0.00%
• 1M: -0.11%
• YTD: -1.34%
• 6M: 0.32%
• 1Y: 4.86%
• 3Y*: 7.87%
• 5Y*: 5.58%
• 10Y*: 5.04%

DBFRX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

PLFRX vs. DBFRX - Expense Ratio Comparison

Both PLFRX and DBFRX have an expense ratio of 0.68%.

PLFRX

Pacific Funds Floating Rate Income

DBFRX

DoubleLine Floating Rate Fund

Return for Risk

PLFRX vs. DBFRX — Risk / Return Rank

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

PLFRX

PLFRX Risk / Return Rank: 93
PLFRX Sharpe Ratio Rank: 92
PLFRX Sortino Ratio Rank: 96
PLFRX Omega Ratio Rank: 96
PLFRX Calmar Ratio Rank: 93
PLFRX Martin Ratio Rank: 88

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.

PLFRX vs. DBFRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacific Funds Floating Rate Income (PLFRX) and DoubleLine Floating Rate Fund (DBFRX). 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.

	PLFRX	DBFRX	Difference
Sharpe ratio Return per unit of total volatility	1.96	—	—
Sortino ratio Return per unit of downside risk	3.42	—	—
Omega ratio Gain probability vs. loss probability	1.61	—	—
Calmar ratio Return relative to maximum drawdown	2.90	—	—
Martin ratio Return relative to average drawdown	9.49	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	PLFRX	DBFRX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.96	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	2.05	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.35	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.43	—	—

Correlation

The correlation between PLFRX and DBFRX is 0.49, 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

PLFRX vs. DBFRX - Dividend Comparison

PLFRX's dividend yield for the trailing twelve months is around 6.59%, more than DBFRX's 5.78% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PLFRX Pacific Funds Floating Rate Income	6.59%	7.18%	8.47%	8.92%	4.39%	3.65%	3.68%	5.10%	5.03%	4.46%	4.21%	4.52%
DBFRX DoubleLine Floating Rate Fund	5.78%	6.99%	8.04%	8.42%	5.14%	3.24%	4.04%	5.29%	4.89%	3.75%	3.50%	3.82%

Drawdowns

Drawdown Indicators

	PLFRX	DBFRX	Difference
Max Drawdown Largest peak-to-trough decline	-18.75%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-1.82%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-6.44%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-18.75%	—	—
Current Drawdown Current decline from peak	-1.55%	—	—
Average Drawdown Average peak-to-trough decline	-0.73%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.56%	—	—

Volatility

Volatility by Period

	PLFRX	DBFRX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.76%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.79%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	2.76%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.74%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.75%	—	—