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CUSIP
67402M104
Inception Date
Nov 1, 2021
Leveraged
1x (No leverage)
Min. Investment
$25,000
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

ODIDX Performance Chart

Oaktree Diversified Income Fund Inc. Class D (ODIDX) is up 2.5% since the beginning of the year. ODIDX is currently trading at $9 per share.


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Benchmark

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Returns By Period

Oaktree Diversified Income Fund Inc. Class D (ODIDX) has returned 2.47% so far this year and 5.58% over the past 12 months.


Oaktree Diversified Income Fund Inc. Class D

1D
0.11%
1M
0.23%
6M
1.90%
YTD
2.47%
1Y
5.58%
3Y*
9.16%
5Y*
10Y*
ALL TIME*
3.95%

Benchmark (S&P 500 Index)

1D
0.21%
1M
1.02%
6M
6.45%
YTD
8.52%
1Y
16.26%
3Y*
17.48%
5Y*
10.95%
10Y*
13.08%
ALL TIME*
8.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ODIDX Monthly Returns History

Based on dividend-adjusted daily data since Nov 1, 2021, ODIDX's average daily return is +0.02%, while the average monthly return is +0.33%. At this rate, an investment would double in approximately 17.5 years.

Historically, 74% of months were positive and 26% were negative. The best month was Jan 2023 with a return of +3.0%, while the worst month was Jun 2022 at -5.1%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ODIDX closed higher 39% of trading days. The best single day was Jul 29, 2022 with a return of +0.7%, while the worst single day was Dec 22, 2022 at -3.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.44%-0.11%-0.62%1.59%0.56%0.25%0.34%2.47%
20251.09%0.65%-0.52%0.11%1.22%1.13%1.11%0.88%0.68%0.22%0.44%0.68%7.94%
20240.90%0.67%1.19%0.45%1.22%0.99%1.11%0.99%1.22%0.66%0.98%1.02%11.99%
20233.03%-0.00%-0.43%1.03%-0.11%1.67%1.37%0.56%0.43%-0.11%2.05%1.89%11.91%
2022-0.98%-1.52%0.10%-1.35%-2.73%-5.08%1.82%1.01%-4.98%0.35%2.67%-2.83%-13.02%
2021-1.20%0.84%-0.37%

Benchmark Metrics

Oaktree Diversified Income Fund Inc. Class D has an annualized alpha of 3.28%, beta of 0.06, and R2 of 0.11 versus S&P 500 Index. Calculated based on daily prices since November 01, 2021.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (20.21%) than losses (19.27%) - typical of diversified or defensive assets.
  • Beta of 0.06 may look defensive, but with R2 of 0.11 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 0.11 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
3.28%
Beta
0.06
0.11
Upside Capture
20.21%
Downside Capture
19.27%

Expense Ratio

ODIDX has a high expense ratio of 2.10%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

ODIDX ranks 98 for risk / return — in the top 98% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


ODIDX Risk / Return Rank: 9898
Overall Rank
ODIDX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ODIDX Sortino Ratio Rank: 9898
Sortino Ratio Rank
ODIDX Omega Ratio Rank: 9898
Omega Ratio Rank
ODIDX Calmar Ratio Rank: 9797
Calmar Ratio Rank
ODIDX Martin Ratio Rank: 9898
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.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for Oaktree Diversified Income Fund Inc. Class D (ODIDX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ODIDXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+2.54

Sortino ratioReturn per unit of downside risk

+4.34

Omega ratioGain probability vs. loss probability

2.02

1.23

+0.78

Calmar ratioReturn relative to maximum drawdown

5.10

1.80

+3.30

Martin ratioReturn relative to average drawdown

21.47

7.70

+13.76

Dividends

Dividend History

Oaktree Diversified Income Fund Inc. Class D provided a 9.09% dividend yield over the last twelve months, with an annual payout of $0.80 per share. The fund has been increasing its distributions for 4 consecutive years.


0.00%2.00%4.00%6.00%8.00%10.00%$0.00$0.20$0.40$0.60$0.8020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.80$0.84$0.77$0.70$0.07$0.01

Dividend yield

9.09%9.32%8.45%7.83%0.84%0.13%

Monthly Dividends

The table displays the monthly dividend distributions for Oaktree Diversified Income Fund Inc. Class D. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.19$0.00$0.00$0.21$0.00$0.41
2025$0.00$0.00$0.23$0.00$0.00$0.21$0.00$0.00$0.21$0.00$0.00$0.18$0.84
2024$0.00$0.00$0.16$0.00$0.00$0.19$0.00$0.00$0.20$0.00$0.00$0.22$0.77
2023$0.00$0.00$0.07$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.25$0.70
2022$0.00$0.00$0.07$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07
2021$0.01$0.01

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Oaktree Diversified Income Fund Inc. Class D. 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 Oaktree Diversified Income Fund Inc. Class D was 13.71%, occurring on Oct 13, 2022. Recovery took 388 trading sessions.


Drawdown

Fall

Recovery

Underwater

Related event

-13.71%Oct 2022
11mo 8d1y 6mo
2y 5moNov 2021 - May 2024
Bear market2022
-2.29%Apr 2025
1mo 2d1mo 5d
2mo 7dMar 2025 - May 2025
2025 selloff2025
-1.10%Mar 2026
1mo 1d25d
1mo 26dFeb 2026 - Apr 2026
-0.52%Oct 2025
15d17d
1mo 2dSep 2025 - Oct 2025
-0.44%Aug 2024
0s4d
4dAug 2024 - Aug 2024

Drawdown Indicators


ODIDXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-13.71%

-56.78%

+43.07%

Max Drawdown (1Y)

Largest decline over 1 year

-1.10%

-9.10%

+8.00%

Max Drawdown (3Y)

Largest decline over 3 years

-2.29%

-18.90%

+16.61%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

0.00%

-2.38%

+2.38%

Average Drawdown

Average peak-to-trough decline

-3.68%

-10.70%

+7.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.26%

2.12%

-1.86%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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