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DoubleLine Total Return Bond Fund Class N DLTNX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | DLTNX | Replication |
|---|---|---|
| Annualized growth | -0.3% | -0.7% |
| Annualized volatility | 5.6% | 5.8% |
| Sharpe ratio | -0.02 | -0.10 |
| Maximum drawdown | 16.3% | 16.3% |
| Replication fit (R²) | 0.97 · Tracking error 0.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model DLTNX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VGIT | FI · Intermediate Gov | 31.0% |
| MBB | FI · MBS | 27.3% |
| VGSH | FI · Short Gov | 21.6% |
| SPTL | FI · Long Gov | 13.8% |
| AGG | FI · Aggregate | 6.3% |