PortfoliosLab logoPortfoliosLab logo
ISIN
US25862D1054
Inception Date
Feb 26, 2020
Min. Investment
$0
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


Loading charts...

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

DLY Performance Chart

DoubleLine Yield Opportunities Fund (DLY) is down 0.0% since the beginning of the year. DLY is currently trading at $14 per share. Investors who bought $1,000 worth of DLY shares 5 years ago would now be looking at an investment worth $1,108.


Loading charts...

S&P 500 Index

Returns By Period

DoubleLine Yield Opportunities Fund (DLY) has returned -0.02% so far this year and -1.88% over the past 12 months.


DoubleLine Yield Opportunities Fund

1D
-0.21%
1M
-1.36%
YTD
-0.02%
6M
0.51%
1Y
-1.88%
3Y*
9.23%
5Y*
2.07%
10Y*

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DLY Monthly Returns History

Based on dividend-adjusted daily data since Feb 26, 2020, DLY's average daily return is +0.02%, while the average monthly return is +0.30%. At this rate, an investment would double in approximately 19.3 years.

Historically, 56% of months were positive and 44% were negative. The best month was Jan 2023 with a return of +12.6%, while the worst month was Sep 2022 at -8.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, DLY closed higher 49% of trading days. The best single day was Mar 24, 2020 with a return of +9.3%, while the worst single day was Apr 4, 2025 at -6.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.66%-0.10%-4.39%3.36%-0.51%-0.85%-0.02%
20252.52%1.84%-0.45%-4.78%4.00%0.05%-0.53%1.48%-1.97%-1.28%-0.08%0.12%0.63%
20241.60%6.41%1.44%-4.40%4.00%1.84%1.69%3.25%2.30%-4.21%4.87%-2.96%16.29%
202312.56%-3.03%0.14%-0.03%0.90%5.54%0.04%1.34%2.40%-2.82%2.72%4.05%25.48%
2022-3.08%-3.24%-2.55%-4.83%-3.44%-4.71%6.86%-1.96%-8.05%-1.84%8.01%-5.90%-23.08%
20213.22%1.29%0.72%4.33%0.95%0.99%0.24%0.34%-3.30%2.33%-4.11%1.56%8.56%

Benchmark Metrics

DoubleLine Yield Opportunities Fund has an annualized alpha of -1.60%, beta of 0.34, and R2 of 0.21 versus S&P 500 Index. Calculated based on daily prices since February 27, 2020.

  • This fund participated in 67.62% of S&P 500 Index downside but only 37.22% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.34 may look defensive, but with R2 of 0.21 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.21 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-1.60%
Beta
0.34
0.21
Upside Capture
37.22%
Downside Capture
67.62%

Expense Ratio

DLY has a high expense ratio of 2.91%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

DLY ranks 2 for risk / return — in the bottom 2% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


DLY Risk / Return Rank: 22
Overall Rank
DLY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DLY Sortino Ratio Rank: 22
Sortino Ratio Rank
DLY Omega Ratio Rank: 22
Omega Ratio Rank
DLY Calmar Ratio Rank: 22
Calmar Ratio Rank
DLY Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for DoubleLine Yield Opportunities Fund (DLY) and compare them to S&P 500 Index.


DLYBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.23

2.39

-2.62

Sortino ratio

Return per unit of downside risk

-0.28

3.25

-3.54

Omega ratio

Gain probability vs. loss probability

0.96

1.43

-0.47

Calmar ratio

Return relative to maximum drawdown

-0.22

3.11

-3.33

Martin ratio

Return relative to average drawdown

-0.56

14.38

-14.94

Dividends

Dividend History

DoubleLine Yield Opportunities Fund provided a 10.03% dividend yield over the last twelve months, with an annual payout of $1.40 per share.


6.00%7.00%8.00%9.00%10.00%11.00%$0.00$0.50$1.00$1.50202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020
Dividend$1.40$1.40$1.40$1.46$1.40$1.40$1.05

Dividend yield

10.03%9.63%8.85%9.84%10.67%7.49%5.67%

Monthly Dividends

The table displays the monthly dividend distributions for DoubleLine Yield Opportunities Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.12$0.12$0.12$0.12$0.12$0.00$0.58
2025$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$1.40
2024$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$1.40
2023$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.18$1.46
2022$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$1.40
2021$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$0.12$1.40

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the DoubleLine Yield Opportunities Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the DoubleLine Yield Opportunities Fund was 28.61%, occurring on Oct 24, 2022. Recovery took 340 trading sessions.

The current DoubleLine Yield Opportunities Fund drawdown is 4.14%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-28.61%Oct 2022
1y 4d1y 4mo
2y 4moOct 2021 - Mar 2024
COVID crash2020
-17.49%Mar 2020
25d9mo 26d
10mo 21dFeb 2020 - Jan 2021
2025 selloff2025
-10.81%Apr 2025
1mo 4d5mo 1d
6mo 5dMar 2025 - Sep 2025
2026 pullback2026
-8.74%Mar 2026
6mo 21d
8mo 26dSep 2025 - now
2024 pullback2024
-5.65%Apr 2024
8d20d
28dApr 2024 - May 2024

Drawdown Indicators


DLYBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-28.61%

-56.78%

+28.17%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-9.10%

+0.36%

Max Drawdown (3Y)

Largest decline over 3 years

-10.81%

-18.90%

+8.09%

Max Drawdown (5Y)

Largest decline over 5 years

-28.61%

-25.43%

-3.18%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-4.14%

0.00%

-4.14%

Average Drawdown

Average peak-to-trough decline

-7.83%

-10.72%

+2.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

1.97%

+1.42%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Portfolio Analyzer

Build a portfolio with DLY

Add DoubleLine Yield Opportunities Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with DLY