PTKIX vs. DBLTX
Compare and contrast key facts about T. Rowe Price Total Return Fund (PTKIX) and DoubleLine Total Return Bond Fund Class I (DBLTX).
PTKIX is managed by T. Rowe Price. It was launched on Nov 15, 2016. DBLTX is managed by DoubleLine. It was launched on Apr 6, 2010.
Performance
PTKIX vs. DBLTX - Performance Comparison
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PTKIX vs. DBLTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTKIX T. Rowe Price Total Return Fund | -0.53% | 7.50% | 2.46% | 4.95% | -16.52% | 0.59% | 8.40% | 11.86% | 0.17% | 4.97% |
DBLTX DoubleLine Total Return Bond Fund Class I | -0.54% | 8.05% | 3.08% | 5.34% | -12.56% | 0.24% | 4.13% | 5.81% | 1.76% | 3.70% |
Returns By Period
The year-to-date returns for both stocks are quite close, with PTKIX having a -0.53% return and DBLTX slightly lower at -0.54%.
PTKIX
- 1D
- 0.12%
- 1M
- -1.77%
- YTD
- -0.53%
- 6M
- 0.47%
- 1Y
- 3.64%
- 3Y*
- 3.55%
- 5Y*
- -0.33%
- 10Y*
- —
DBLTX
- 1D
- -0.34%
- 1M
- -2.00%
- YTD
- -0.54%
- 6M
- 0.55%
- 1Y
- 3.79%
- 3Y*
- 4.14%
- 5Y*
- 0.70%
- 10Y*
- 1.80%
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PTKIX vs. DBLTX - Expense Ratio Comparison
PTKIX has a 0.33% expense ratio, which is lower than DBLTX's 0.50% expense ratio.
Return for Risk
PTKIX vs. DBLTX — Risk / Return Rank
PTKIX
DBLTX
PTKIX vs. DBLTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Total Return Fund (PTKIX) and DoubleLine Total Return Bond Fund Class I (DBLTX). 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.
| PTKIX | DBLTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 0.98 | -0.02 |
Sortino ratioReturn per unit of downside risk | 1.40 | 1.43 | -0.03 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.17 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.48 | 1.51 | -0.03 |
Martin ratioReturn relative to average drawdown | 4.41 | 4.43 | -0.02 |
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
| PTKIX | DBLTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.96 | 0.98 | -0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.06 | 0.13 | -0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.41 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.91 | -0.46 |
Correlation
The correlation between PTKIX and DBLTX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
PTKIX vs. DBLTX - Dividend Comparison
PTKIX's dividend yield for the trailing twelve months is around 4.81%, more than DBLTX's 4.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTKIX T. Rowe Price Total Return Fund | 4.81% | 5.27% | 5.22% | 4.19% | 2.87% | 3.28% | 3.38% | 6.78% | 3.41% | 3.35% | 0.00% | 0.00% |
DBLTX DoubleLine Total Return Bond Fund Class I | 4.44% | 4.86% | 5.03% | 4.35% | 3.86% | 3.12% | 3.39% | 3.66% | 3.74% | 3.65% | 3.72% | 4.11% |
Drawdowns
PTKIX vs. DBLTX - Drawdown Comparison
The maximum PTKIX drawdown since its inception was -20.91%, which is greater than DBLTX's maximum drawdown of -16.49%. Use the drawdown chart below to compare losses from any high point for PTKIX and DBLTX.
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Drawdown Indicators
| PTKIX | DBLTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.91% | -16.49% | -4.42% |
Max Drawdown (1Y)Largest decline over 1 year | -2.93% | -2.88% | -0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -20.91% | -16.49% | -4.42% |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.49% | — |
Current DrawdownCurrent decline from peak | -5.11% | -2.54% | -2.57% |
Average DrawdownAverage peak-to-trough decline | -5.82% | -2.38% | -3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.98% | 0.98% | 0.00% |
Volatility
PTKIX vs. DBLTX - Volatility Comparison
The current volatility for T. Rowe Price Total Return Fund (PTKIX) is 1.43%, while DoubleLine Total Return Bond Fund Class I (DBLTX) has a volatility of 1.70%. This indicates that PTKIX experiences smaller price fluctuations and is considered to be less risky than DBLTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PTKIX | DBLTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.43% | 1.70% | -0.27% |
Volatility (6M)Calculated over the trailing 6-month period | 2.61% | 2.64% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.34% | 4.23% | +0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.85% | 5.56% | +0.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.08% | 4.38% | +0.70% |