DOUBLELINE CORE Correlations

DLFNX Fund

USD 9.21 -0.02 -0.22%

Current 90-days correlation between Doubleline E Fixed and Amg Yacktman Fund is 0.33 (i.e., Moderate diversification).The correlation coefficient ranges from -1 to +1 and quantifies how closely the stock co-moves with paired assets.

DOUBLELINE CORE Correlation With Market

Poor diversification

Across the chosen horizon, DOUBLELINE CORE and Dow Jones show a correlation of 0.74 and fall into the Poor diversification bucket. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.

Portfolio construction depends on how individual positions interact with the broader allocation. Broader allocation clarity strengthens diversification analysis. Performance attribution across holdings reveals which positions drive aggregate returns. Broader economic conditions can influence Doubleline E Fixed's mutual fund valuation - related indicators include signals in persons.

Moving together with DOUBLELINE CORE Mutual Fund

0.92	DLFIX	Doubleline Core Fixed	Pair Corr
0.93	DLGBX	Doubleline Global Bond	Pair Corr
0.98	BILDX	DOUBLELINE INFRASTRUCTURE	Pair Corr
0.9	DSENX	Doubleline Shiller	Pair Corr
0.93	DBLGX	Doubleline Global Bond	Pair Corr
0.97	DODIX	Dodge Income	Pair Corr
0.97	DOXIX	Dodge Cox Income	Pair Corr
0.96	FIWGX	Strategic Advisers	Pair Corr
0.97	MWTNX	Metropolitan West Total	Pair Corr
0.97	MWTSX	Metropolitan West Total	Pair Corr
0.98	PTTPX	PIMCO Total Return	Pair Corr
0.99	PTRRX	Total Return	Pair Corr
0.99	PTRAX	Total Return	Pair Corr
0.98	PTTRX	Total Return	Pair Corr
0.97	PDBSX	Prudential Total Return	Pair Corr
0.81	WHIAX	Ivy High Income	Pair Corr
0.74	IVHIX	Ivy High Income	Pair Corr
0.75	IHIFX	Ivy High Income	Pair Corr
0.84	WRHIX	Ivy High Income	Pair Corr
0.83	WHIYX	Ivy High Income	Pair Corr
0.64	VTTVX	Vanguard Target	Pair Corr
0.67	PBRNX	PIMCO Realpath Blend	Pair Corr
0.66	PGMCX	PIMCO Global Multi	Pair Corr
0.66	TRFHX	T Rowe Price	Pair Corr
0.64	XTBLX	Thornburg Income Builder	Pair Corr

Related Correlations Analysis

	DBLSX	DLSNX	HFQRX	HFQTX	AEUDX	TWEIX	NSTLX	OAKBX	OTCNX	YACKX
DBLSX		0.98	0.7	0.69	0.6	0.59	0.66	0.72	0.85	0.82	DBLSX
DLSNX	0.98		0.7	0.7	0.61	0.59	0.66	0.73	0.85	0.83	DLSNX
HFQRX	0.7	0.7		1.0	0.91	0.91	0.9	0.85	0.63	0.61	HFQRX
HFQTX	0.69	0.7	1.0		0.92	0.91	0.9	0.85	0.62	0.61	HFQTX
AEUDX	0.6	0.61	0.91	0.92		1.0	0.91	0.86	0.56	0.55	AEUDX
TWEIX	0.59	0.59	0.91	0.91	1.0		0.91	0.85	0.54	0.54	TWEIX
NSTLX	0.66	0.66	0.9	0.9	0.91	0.91		0.83	0.54	0.48	NSTLX
OAKBX	0.72	0.73	0.85	0.85	0.86	0.85	0.83		0.79	0.72	OAKBX
OTCNX	0.85	0.85	0.63	0.62	0.56	0.54	0.54	0.79		0.91	OTCNX
YACKX	0.82	0.83	0.61	0.61	0.55	0.54	0.48	0.72	0.91		YACKX
	DBLSX	DLSNX	HFQRX	HFQTX	AEUDX	TWEIX	NSTLX	OAKBX	OTCNX	YACKX

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Risk-Adjusted Indicators

Strong recent returns in DOUBLELINE CORE Mutual Fund do not always mean DOUBLELINE CORE Mutual Fund is outperforming peers on business quality. Reviewing DOUBLELINE CORE's risk-adjusted indicators gives a clearer view of whether returns are being earned efficiently. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
DBLSX	0.06	0.00	-0.06	-0.07	0.00	-0.12	0.10	-0.10	0.42
DLSNX	0.06	0.00	-0.06	-0.07	0.00	-0.11	0.10	-0.10	0.42
HFQRX	0.73	0.01	0.01	0.02	1.06	-0.73	1.53	-1.70	4.23
HFQTX	0.73	0.01	0.00	0.01	1.07	-0.73	1.68	-1.71	4.14
AEUDX	0.48	0.00	-0.01	0.00	0.54	-0.55	1.11	-1.09	2.60
TWEIX	0.49	0.00	-0.01	0.00	0.54	-0.56	1.01	-1.00	2.61
NSTLX	0.22	-0.01	-0.04	-0.04	0.27	-0.25	0.50	-0.40	1.20
OAKBX	0.46	-0.01	-0.01	-0.01	0.54	-0.55	0.88	-1.03	2.16
OTCNX	1.12	0.11	0.08	0.10	1.29	-1.22	2.66	-2.14	6.13
YACKX	0.63	0.08	0.07	0.16	0.97	-0.61	1.32	-1.52	4.68