DBL vs. DSL
Compare and contrast key facts about DoubleLine Opportunistic Credit Fund (DBL) and DoubleLine Income Solutions Fund (DSL).
DBL is an actively managed fund by DoubleLine. It was launched on Jan 27, 2012. DSL is managed by DoubleLine. It was launched on Apr 26, 2013.
Performance
DBL vs. DSL - Performance Comparison
Loading graphics...
DBL vs. DSL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBL DoubleLine Opportunistic Credit Fund | -2.13% | 7.16% | 10.05% | 13.11% | -15.83% | 4.61% | 3.93% | 16.74% | -6.24% | 4.49% |
DSL DoubleLine Income Solutions Fund | -1.06% | -0.01% | 15.00% | 23.41% | -22.61% | 7.39% | -6.49% | 25.10% | -6.04% | 16.39% |
Returns By Period
In the year-to-date period, DBL achieves a -2.13% return, which is significantly lower than DSL's -1.06% return. Over the past 10 years, DBL has underperformed DSL with an annualized return of 2.29%, while DSL has yielded a comparatively higher 6.03% annualized return.
DBL
- 1D
- 2.82%
- 1M
- -1.54%
- YTD
- -2.13%
- 6M
- -2.13%
- 1Y
- 1.84%
- 3Y*
- 10.18%
- 5Y*
- 2.40%
- 10Y*
- 2.29%
DSL
- 1D
- 2.85%
- 1M
- -4.14%
- YTD
- -1.06%
- 6M
- -6.55%
- 1Y
- -3.92%
- 3Y*
- 10.04%
- 5Y*
- 0.87%
- 10Y*
- 6.03%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DBL vs. DSL - Expense Ratio Comparison
DBL has a 2.43% expense ratio, which is higher than DSL's 2.28% expense ratio.
Return for Risk
DBL vs. DSL — Risk / Return Rank
DBL
DSL
DBL vs. DSL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Opportunistic Credit Fund (DBL) 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.
| DBL | DSL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.23 | -0.29 | +0.52 |
Sortino ratioReturn per unit of downside risk | 0.40 | -0.28 | +0.68 |
Omega ratioGain probability vs. loss probability | 1.05 | 0.95 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.33 | -0.29 | +0.62 |
Martin ratioReturn relative to average drawdown | 1.13 | -0.62 | +1.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DBL | DSL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | -0.29 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.06 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.16 | 0.30 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.20 | +0.13 |
Correlation
The correlation between DBL and DSL is 0.29, 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
DBL vs. DSL - Dividend Comparison
DBL's dividend yield for the trailing twelve months is around 9.04%, less than DSL's 12.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBL DoubleLine Opportunistic Credit Fund | 9.04% | 8.66% | 8.52% | 8.60% | 8.89% | 7.17% | 8.69% | 6.83% | 10.27% | 9.03% | 8.68% | 9.35% |
DSL DoubleLine Income Solutions Fund | 12.19% | 11.71% | 11.38% | 10.78% | 13.67% | 10.74% | 10.69% | 9.33% | 10.39% | 9.11% | 9.53% | 11.63% |
Drawdowns
DBL vs. DSL - Drawdown Comparison
The maximum DBL drawdown since its inception was -26.45%, smaller than the maximum DSL drawdown of -49.51%. Use the drawdown chart below to compare losses from any high point for DBL and DSL.
Loading graphics...
Drawdown Indicators
| DBL | DSL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.45% | -49.51% | +23.06% |
Max Drawdown (1Y)Largest decline over 1 year | -5.72% | -11.30% | +5.58% |
Max Drawdown (5Y)Largest decline over 5 years | -24.54% | -34.18% | +9.64% |
Max Drawdown (10Y)Largest decline over 10 years | -26.45% | -49.51% | +23.06% |
Current DrawdownCurrent decline from peak | -3.06% | -8.63% | +5.57% |
Average DrawdownAverage peak-to-trough decline | -6.90% | -8.77% | +1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 5.32% | -3.64% |
Volatility
DBL vs. DSL - Volatility Comparison
The current volatility for DoubleLine Opportunistic Credit Fund (DBL) is 3.80%, while DoubleLine Income Solutions Fund (DSL) has a volatility of 5.09%. This indicates that DBL 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.
Loading graphics...
Volatility by Period
| DBL | DSL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.80% | 5.09% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 5.51% | 7.05% | -1.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.04% | 13.58% | -5.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.59% | 14.80% | -3.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.62% | 20.08% | -5.46% |