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ASCIX vs. DFLEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ASCIX vs. DFLEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Angel Oak Strategic Credit Fund (ASCIX) and DoubleLine Flexible Income Fund (DFLEX). The values are adjusted to include any dividend payments, if applicable.

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ASCIX vs. DFLEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ASCIX
Angel Oak Strategic Credit Fund
0.38%8.04%11.06%11.95%-4.79%14.93%1.51%7.80%3.51%0.00%
DFLEX
DoubleLine Flexible Income Fund
0.22%6.58%8.65%7.84%-8.48%3.79%2.93%7.21%0.10%0.10%

Returns By Period

In the year-to-date period, ASCIX achieves a 0.38% return, which is significantly higher than DFLEX's 0.22% return.


ASCIX

1D
0.05%
1M
-1.38%
YTD
0.38%
6M
1.60%
1Y
5.76%
3Y*
9.00%
5Y*
7.50%
10Y*

DFLEX

1D
0.11%
1M
-0.80%
YTD
0.22%
6M
1.54%
1Y
5.12%
3Y*
7.13%
5Y*
3.19%
10Y*
3.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ASCIX vs. DFLEX - Expense Ratio Comparison

ASCIX has a 0.85% expense ratio, which is higher than DFLEX's 0.74% expense ratio.


Return for Risk

ASCIX vs. DFLEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ASCIX
ASCIX Risk / Return Rank: 9393
Overall Rank
ASCIX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ASCIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
ASCIX Omega Ratio Rank: 9494
Omega Ratio Rank
ASCIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
ASCIX Martin Ratio Rank: 9191
Martin Ratio Rank

DFLEX
DFLEX Risk / Return Rank: 9898
Overall Rank
DFLEX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DFLEX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DFLEX Omega Ratio Rank: 9898
Omega Ratio Rank
DFLEX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DFLEX 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.

ASCIX vs. DFLEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Angel Oak Strategic Credit Fund (ASCIX) and DoubleLine Flexible Income Fund (DFLEX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


ASCIXDFLEXDifference

Sharpe ratio

Return per unit of total volatility

1.82

3.69

-1.87

Sortino ratio

Return per unit of downside risk

3.29

6.09

-2.80

Omega ratio

Gain probability vs. loss probability

1.48

2.08

-0.60

Calmar ratio

Return relative to maximum drawdown

4.40

4.58

-0.18

Martin ratio

Return relative to average drawdown

10.59

20.46

-9.87

ASCIX vs. DFLEX - Sharpe Ratio Comparison

The current ASCIX Sharpe Ratio is 1.82, which is lower than the DFLEX Sharpe Ratio of 3.69. The chart below compares the historical Sharpe Ratios of ASCIX and DFLEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ASCIXDFLEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

3.69

-1.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.16

1.67

+0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.39

Sharpe Ratio (All Time)

Calculated using the full available price history

1.18

1.35

-0.17

Correlation

The correlation between ASCIX and DFLEX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ASCIX vs. DFLEX - Dividend Comparison

ASCIX's dividend yield for the trailing twelve months is around 7.85%, more than DFLEX's 5.14% yield.


TTM20252024202320222021202020192018201720162015
ASCIX
Angel Oak Strategic Credit Fund
7.85%8.55%8.77%8.40%8.04%13.64%8.74%6.97%6.14%0.00%0.00%0.00%
DFLEX
DoubleLine Flexible Income Fund
5.14%5.68%6.05%5.95%4.72%3.86%3.96%4.46%4.46%3.82%3.75%4.32%

Drawdowns

ASCIX vs. DFLEX - Drawdown Comparison

The maximum ASCIX drawdown since its inception was -25.70%, which is greater than DFLEX's maximum drawdown of -17.29%. Use the drawdown chart below to compare losses from any high point for ASCIX and DFLEX.


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Drawdown Indicators


ASCIXDFLEXDifference

Max Drawdown

Largest peak-to-trough decline

-25.70%

-17.29%

-8.41%

Max Drawdown (1Y)

Largest decline over 1 year

-1.49%

-1.15%

-0.34%

Max Drawdown (5Y)

Largest decline over 5 years

-7.54%

-11.00%

+3.46%

Max Drawdown (10Y)

Largest decline over 10 years

-17.29%

Current Drawdown

Current decline from peak

-1.38%

-0.80%

-0.58%

Average Drawdown

Average peak-to-trough decline

-1.90%

-1.58%

-0.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.62%

0.26%

+0.36%

Volatility

ASCIX vs. DFLEX - Volatility Comparison

The current volatility for Angel Oak Strategic Credit Fund (ASCIX) is 0.49%, while DoubleLine Flexible Income Fund (DFLEX) has a volatility of 0.56%. This indicates that ASCIX experiences smaller price fluctuations and is considered to be less risky than DFLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ASCIXDFLEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.49%

0.56%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

1.83%

0.91%

+0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

3.58%

1.40%

+2.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.51%

1.92%

+1.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.45%

2.73%

+2.72%