DSENX Performance — Doubleline Shiller Enhanced CAPE, Class N
Data updated: 2026-08-21
DSENX returned −0.40% year to date and +1.90% over one year to Jun 2026. Annualised returns are +10.08% over 3 years and +5.00% over 5 years. Against its Short-Term Securitized Bond category average the fund came out ahead over three years but behind over one: $100 invested three years ago grew to $133, against $120 for the category, and to $102 over one year, against $105. Volatility over the past three years was 13.64% a year. In the 12 months to Jun 2026 the fund lost a net $792.4M, and assets reached $2.73B.
DSENX Growth of $100
What $100 invested in Doubleline Shiller Enhanced CAPE grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Short-Term Securitized Bond category average over the same months.
| Period | DSENX | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $102 | $105 |
| 3 years (Jul 2023 – Jun 2026) | $133 | $120 |
| 5 years (Jul 2021 – Jun 2026) | $128 | $117 |
| Since data start (Jul 2019 – Jun 2026) | $187 | $126 |
DSENX Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | −0.40% |
| 1 year | +1.90% |
| 3 years (annualised) | +10.08% |
| 5 years (annualised) | +5.00% |
DSENX Annual Returns
Calendar-year total returns of Doubleline Shiller Enhanced CAPE, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | −0.40% |
| 2025 | +9.13% |
| 2024 | +12.58% |
| 2023 | +26.73% |
| 2022 | −23.43% |
| 2021 | +24.18% |
| 2020 | +16.03% |
| 2019 (Jul–Dec) | +9.55% |
DSENX Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.1% | +1.3% | −8.2% | +5.5% | −1.0% | +0.4% | — | — | — | — | — | — |
| 2025 | +3.3% | +2.5% | −4.2% | −0.8% | +2.9% | +3.0% | −1.1% | +3.5% | +0.4% | −3.3% | +3.8% | −0.8% |
| 2024 | −0.7% | +3.4% | +2.6% | −6.0% | +3.7% | +1.3% | +3.0% | +3.0% | +1.4% | −1.0% | +8.6% | −6.4% |
| 2023 | +11.3% | −3.0% | +0.5% | +0.8% | −1.7% | +8.2% | +3.7% | −2.6% | −4.5% | −2.5% | +9.3% | +5.9% |
| 2022 | −4.8% | −2.7% | +2.2% | −6.0% | −3.1% | −10.5% | +12.4% | −4.2% | −12.0% | +6.1% | +6.9% | −7.6% |
| 2021 | −2.2% | +4.2% | +4.2% | +6.3% | +1.1% | +1.3% | +2.5% | +3.7% | −5.3% | +5.2% | −4.3% | +6.2% |
| 2020 | −0.2% | −8.1% | −21.2% | +12.8% | +7.3% | +3.5% | +6.0% | +8.4% | −3.1% | −2.3% | +13.4% | +3.8% |
| 2019 | — | — | — | — | — | — | +2.0% | −1.8% | +0.9% | +2.7% | +3.1% | +2.3% |
DSENX Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 13.64%
- 3-year Sharpe ratio: 0.41 (vs 4.5% risk-free rate)
- Best month: +9.30% (Nov 2023)
- Worst month: −8.15% (Mar 2026)
DSENX Fund Flows
Monthly money in and out of Doubleline Shiller Enhanced CAPE, from SEC Form N-PORT.
- 12-month net flow: −$792.4M
- 12-month gross sales (incl. reinvestments): $408.0M
- Sales ÷ redemptions: 0.34×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $39.5M | $137.1M | −$97.6M |
| May 2026 | $33.2M | $101.1M | −$67.9M |
| Apr 2026 | $29.0M | $75.5M | −$46.5M |
| Mar 2026 | $31.3M | $109.7M | −$78.4M |
| Feb 2026 | $29.1M | $113.8M | −$84.7M |
| Jan 2026 | $44.9M | $96.9M | −$52.0M |
| Dec 2025 | $35.9M | $114.3M | −$78.5M |
| Nov 2025 | $29.4M | $83.9M | −$54.5M |
| Oct 2025 | $36.4M | $92.5M | −$56.1M |
| Sep 2025 | $32.7M | $106.8M | −$74.1M |
| Aug 2025 | $29.8M | $86.9M | −$57.2M |
| Jul 2025 | $37.1M | $81.9M | −$44.9M |
DSENX Assets Under Management
Net assets of Doubleline Shiller Enhanced CAPE by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $2.73B |
| 2026-03-31 | $2.84B |
| 2025-12-31 | $3.23B |
| 2025-09-30 | $3.48B |
| 2025-06-30 | $3.60B |
| 2025-03-31 | $3.72B |
| 2024-12-31 | $3.85B |
| 2024-09-30 | $4.00B |
| 2024-06-30 | $3.95B |
| 2024-03-31 | $4.20B |
| 2023-12-31 | $4.24B |
| 2023-09-30 | $3.92B |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.