WEDIX vs. DLENX
Compare and contrast key facts about William Blair Emerging Markets Debt Fund (WEDIX) and DoubleLine Emerging Markets Fixed Income Fund Class N (DLENX).
WEDIX is managed by William Blair. It was launched on May 24, 2021. DLENX is an actively managed fund by DoubleLine. It was launched on Apr 6, 2010.
Performance
WEDIX vs. DLENX - Performance Comparison
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WEDIX vs. DLENX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WEDIX William Blair Emerging Markets Debt Fund | -1.16% | 16.13% | 9.09% | 12.18% | -18.02% | -1.05% |
DLENX DoubleLine Emerging Markets Fixed Income Fund Class N | -1.03% | 8.11% | 7.92% | 9.36% | -15.50% | 0.91% |
Returns By Period
In the year-to-date period, WEDIX achieves a -1.16% return, which is significantly lower than DLENX's -1.03% return.
WEDIX
- 1D
- -0.12%
- 1M
- -4.46%
- YTD
- -1.16%
- 6M
- 2.76%
- 1Y
- 11.80%
- 3Y*
- 11.30%
- 5Y*
- —
- 10Y*
- —
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%
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WEDIX vs. DLENX - Expense Ratio Comparison
WEDIX has a 0.70% expense ratio, which is lower than DLENX's 1.18% expense ratio.
Return for Risk
WEDIX vs. DLENX — Risk / Return Rank
WEDIX
DLENX
WEDIX vs. DLENX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for William Blair Emerging Markets Debt Fund (WEDIX) 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.
| WEDIX | DLENX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.26 | 1.65 | +0.61 |
Sortino ratioReturn per unit of downside risk | 3.21 | 2.07 | +1.14 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.40 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.62 | 1.53 | +1.09 |
Martin ratioReturn relative to average drawdown | 11.03 | 6.64 | +4.39 |
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
| WEDIX | DLENX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | 1.65 | +0.61 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.36 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.81 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.92 | -0.55 |
Correlation
The correlation between WEDIX and DLENX is 0.76, 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
WEDIX vs. DLENX - Dividend Comparison
WEDIX's dividend yield for the trailing twelve months is around 5.84%, more than DLENX's 4.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WEDIX William Blair Emerging Markets Debt Fund | 5.84% | 6.32% | 6.53% | 5.37% | 5.85% | 3.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
WEDIX vs. DLENX - Drawdown Comparison
The maximum WEDIX drawdown since its inception was -30.80%, which is greater than DLENX's maximum drawdown of -25.64%. Use the drawdown chart below to compare losses from any high point for WEDIX and DLENX.
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Drawdown Indicators
| WEDIX | DLENX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.80% | -25.64% | -5.16% |
Max Drawdown (1Y)Largest decline over 1 year | -4.53% | -2.77% | -1.76% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.64% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -25.64% | — |
Current DrawdownCurrent decline from peak | -4.46% | -1.83% | -2.63% |
Average DrawdownAverage peak-to-trough decline | -9.56% | -3.65% | -5.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 0.64% | +0.44% |
Volatility
WEDIX vs. DLENX - Volatility Comparison
William Blair Emerging Markets Debt Fund (WEDIX) has a higher volatility of 1.79% compared to DoubleLine Emerging Markets Fixed Income Fund Class N (DLENX) at 0.64%. This indicates that WEDIX'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.
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Volatility by Period
| WEDIX | DLENX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.79% | 0.64% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 3.22% | 1.36% | +1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.49% | 2.59% | +2.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.27% | 4.56% | +2.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.27% | 4.66% | +2.61% |