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BILDX vs. DSL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BILDX vs. DSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Infrastructure Income Fund (BILDX) and DoubleLine Income Solutions Fund (DSL). The values are adjusted to include any dividend payments, if applicable.

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BILDX vs. DSL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BILDX
DoubleLine Infrastructure Income Fund
-0.28%7.59%4.41%8.89%-11.54%0.14%5.48%8.30%0.39%5.66%
DSL
DoubleLine Income Solutions Fund
-1.15%-0.01%15.00%23.41%-22.61%7.39%-6.49%25.10%-6.04%16.14%

Returns By Period

In the year-to-date period, BILDX achieves a -0.28% return, which is significantly higher than DSL's -1.15% return.


BILDX

1D
0.43%
1M
-1.80%
YTD
-0.28%
6M
0.54%
1Y
4.72%
3Y*
5.60%
5Y*
1.73%
10Y*

DSL

1D
-0.09%
1M
-4.39%
YTD
-1.15%
6M
-7.24%
1Y
-3.71%
3Y*
10.00%
5Y*
0.85%
10Y*
6.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BILDX vs. DSL - Expense Ratio Comparison

BILDX has a 0.57% expense ratio, which is lower than DSL's 2.28% expense ratio.


Return for Risk

BILDX vs. DSL — Risk / Return Rank

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

BILDX
BILDX Risk / Return Rank: 7878
Overall Rank
BILDX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BILDX Sortino Ratio Rank: 8080
Sortino Ratio Rank
BILDX Omega Ratio Rank: 6969
Omega Ratio Rank
BILDX Calmar Ratio Rank: 8585
Calmar Ratio Rank
BILDX Martin Ratio Rank: 7676
Martin Ratio Rank

DSL
DSL Risk / Return Rank: 22
Overall Rank
DSL Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DSL Sortino Ratio Rank: 22
Sortino Ratio Rank
DSL Omega Ratio Rank: 22
Omega Ratio Rank
DSL Calmar Ratio Rank: 22
Calmar Ratio Rank
DSL Martin Ratio Rank: 33
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.

BILDX vs. DSL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Infrastructure Income Fund (BILDX) and DoubleLine Income Solutions Fund (DSL). 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.


BILDXDSLDifference

Sharpe ratio

Return per unit of total volatility

1.39

-0.27

+1.67

Sortino ratio

Return per unit of downside risk

2.00

-0.26

+2.26

Omega ratio

Gain probability vs. loss probability

1.26

0.96

+0.30

Calmar ratio

Return relative to maximum drawdown

2.15

-0.36

+2.50

Martin ratio

Return relative to average drawdown

7.29

-0.76

+8.04

BILDX vs. DSL - Sharpe Ratio Comparison

The current BILDX Sharpe Ratio is 1.39, which is higher than the DSL Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of BILDX and DSL, 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


BILDXDSLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

-0.27

+1.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.06

+0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.20

+0.53

Correlation

The correlation between BILDX and DSL is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BILDX vs. DSL - Dividend Comparison

BILDX's dividend yield for the trailing twelve months is around 4.44%, less than DSL's 12.20% yield.


TTM20252024202320222021202020192018201720162015
BILDX
DoubleLine Infrastructure Income Fund
4.44%4.64%4.11%3.42%3.31%3.45%2.89%3.40%3.18%3.22%0.00%0.00%
DSL
DoubleLine Income Solutions Fund
12.20%11.71%11.38%10.78%13.67%10.74%10.69%9.33%10.39%9.11%9.53%11.63%

Drawdowns

BILDX vs. DSL - Drawdown Comparison

The maximum BILDX drawdown since its inception was -15.68%, smaller than the maximum DSL drawdown of -49.51%. Use the drawdown chart below to compare losses from any high point for BILDX and DSL.


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Drawdown Indicators


BILDXDSLDifference

Max Drawdown

Largest peak-to-trough decline

-15.68%

-49.51%

+33.83%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-11.16%

+8.73%

Max Drawdown (5Y)

Largest decline over 5 years

-15.68%

-34.18%

+18.50%

Max Drawdown (10Y)

Largest decline over 10 years

-49.51%

Current Drawdown

Current decline from peak

-1.80%

-8.71%

+6.91%

Average Drawdown

Average peak-to-trough decline

-3.03%

-8.77%

+5.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

5.31%

-4.59%

Volatility

BILDX vs. DSL - Volatility Comparison

The current volatility for DoubleLine Infrastructure Income Fund (BILDX) is 1.35%, while DoubleLine Income Solutions Fund (DSL) has a volatility of 5.02%. This indicates that BILDX experiences smaller price fluctuations and is considered to be less risky than DSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BILDXDSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

5.02%

-3.67%

Volatility (6M)

Calculated over the trailing 6-month period

2.07%

7.04%

-4.97%

Volatility (1Y)

Calculated over the trailing 1-year period

3.46%

13.57%

-10.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.39%

14.80%

-10.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.11%

20.07%

-15.96%