BMEZ vs. DSL
BMEZ (BlackRock Health Sciences Trust II) is a stock, while DSL (DoubleLine Income Solutions Fund) is High Yield Bonds fund managed by DoubleLine. Over the past 5 years, BMEZ returned -3.48%/yr vs 1.10%/yr for DSL. At a 0.39 correlation, their price movements are largely independent.
Performance
BMEZ vs. DSL - Performance Comparison
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Returns By Period
In the year-to-date period, BMEZ achieves a 0.31% return, which is significantly lower than DSL's 2.31% return.
BMEZ
- 1D
- 0.69%
- 1M
- 4.98%
- YTD
- 0.31%
- 6M
- 0.51%
- 1Y
- 10.91%
- 3Y*
- 7.27%
- 5Y*
- -3.48%
- 10Y*
- —
DSL
- 1D
- 1.01%
- 1M
- 2.14%
- YTD
- 2.31%
- 6M
- 3.60%
- 1Y
- 0.08%
- 3Y*
- 8.45%
- 5Y*
- 1.10%
- 10Y*
- 5.38%
BMEZ vs. DSL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BMEZ BlackRock Health Sciences Trust II | 0.31% | 18.69% | 9.54% | 5.07% | -32.65% | -6.00% | 48.99% |
DSL DoubleLine Income Solutions Fund | 2.31% | -0.01% | 15.00% | 23.41% | -22.61% | 7.39% | -10.01% |
Correlation
The correlation between BMEZ and DSL is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Jan 29, 2020 | 0.39 |
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Return for Risk
BMEZ vs. DSL — Risk / Return Rank
BMEZ
DSL
BMEZ vs. DSL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Health Sciences Trust II (BMEZ) 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.
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.
| BMEZ | DSL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | +1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.00 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.86 | -0.02 | +0.88 |
| Martin ratioReturn relative to average drawdown | 2.11 | -0.04 | +2.15 |
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Drawdowns
BMEZ vs. DSL - Drawdown Comparison
The maximum BMEZ drawdown since its inception was -46.19%, smaller than the maximum DSL drawdown of -49.51%. Use the drawdown chart below to compare losses from any high point for BMEZ and DSL.
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Drawdown Indicators
| BMEZ | DSL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.19% | -49.51% | +3.32% |
Max Drawdown (1Y)Largest decline over 1 year | -11.24% | -11.16% | -0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -18.41% | -14.43% | -3.98% |
Max Drawdown (5Y)Largest decline over 5 years | -46.17% | -34.18% | -11.99% |
Max Drawdown (10Y)Largest decline over 10 years | — | -49.51% | — |
Current DrawdownCurrent decline from peak | -19.53% | -5.51% | -14.02% |
Average DrawdownAverage peak-to-trough decline | -24.14% | -8.73% | -15.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.59% | 5.64% | -1.05% |
Volatility
BMEZ vs. DSL - Volatility Comparison
BlackRock Health Sciences Trust II (BMEZ) has a higher volatility of 5.24% compared to DoubleLine Income Solutions Fund (DSL) at 3.59%. This indicates that BMEZ's price experiences larger fluctuations and is considered to be riskier 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
| BMEZ | DSL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 3.59% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 11.55% | 7.64% | +3.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.28% | 9.33% | +5.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.91% | 14.84% | +5.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.12% | 20.09% | +4.03% |
Dividends
BMEZ vs. DSL - Dividend Comparison
BMEZ's dividend yield for the trailing twelve months is around 10.62%, less than DSL's 12.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMEZ BlackRock Health Sciences Trust II | 9.46% | 12.43% | 11.74% | 10.80% | 11.28% | 6.51% | 3.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DSL DoubleLine Income Solutions Fund | 12.02% | 11.71% | 11.38% | 10.78% | 13.67% | 10.74% | 10.69% | 9.33% | 10.39% | 9.11% | 9.53% | 11.63% |
Frequently Asked Questions
BMEZ and DSL have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BMEZ has higher volatility (5.24%) compared to DSL (3.59%). In terms of maximum drawdown, BMEZ dropped -46.19% vs DSL's -49.51%.
BMEZ currently has the higher Sharpe Ratio (0.63 vs -0.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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