DBLIX vs. ACP

Last updated Jun 5, 2026

DBLIX (DoubleLine Income Fund) and ACP (abrdn Income Credit Strategies Fund) are both Multisector Bonds funds. At a 0.08 correlation, their price movements are largely independent. DBLIX charges 0.65%/yr vs 1.97%/yr for ACP.

Performance

DBLIX vs. ACP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Income Fund (DBLIX) and abrdn Income Credit Strategies Fund (ACP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DBLIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

ACP

• 1D: -0.38%
• 1M: -1.37%
• YTD: 3.82%
• 6M: 4.74%
• 1Y: 5.65%
• 3Y*: 9.18%
• 5Y*: -0.26%
• 10Y*: 5.94%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DBLIX vs. ACP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
DBLIX DoubleLine Income Fund	0.48%	6.49%	10.61%	9.69%	-13.31%	5.72%	-5.09%	0.39%
ACP abrdn Income Credit Strategies Fund	3.82%	6.48%	4.81%	19.27%	-22.87%	6.65%	7.51%	1.32%

Correlation

The correlation between DBLIX and ACP is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.03
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (5Y) Calculated over the trailing 5-year period	0.13
Correlation (All Time) Calculated using the full available price history since Sep 5, 2019	0.08

The correlation between DBLIX and ACP shifts across timeframes, from 0.03 (1 year) to 0.14 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

DBLIX vs. ACP — Risk / Return Rank

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

ACP

ACP Risk / Return Rank: 6
ACP Sharpe Ratio Rank: 7
ACP Sortino Ratio Rank: 6
ACP Omega Ratio Rank: 6
ACP Calmar Ratio Rank: 6
ACP Martin Ratio Rank: 6

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.

DBLIX vs. ACP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Income Fund (DBLIX) and abrdn Income Credit Strategies Fund (ACP). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	DBLIX	ACP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.50	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.02	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.28	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.20	—

Drawdowns

Drawdown Indicators

	DBLIX	ACP	Difference
Max Drawdown Largest peak-to-trough decline	—	-51.03%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-10.51%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-18.97%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-38.83%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-51.03%	—
Current Drawdown Current decline from peak	—	-6.83%	—
Average Drawdown Average peak-to-trough decline	—	-11.12%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.65%	—

Volatility

Volatility by Period

	DBLIX	ACP	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.36%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.33%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	11.40%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	17.06%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	21.08%	—

DBLIX vs. ACP - Expense Ratio Comparison

DBLIX has a 0.65% expense ratio, which is lower than ACP's 1.97% expense ratio.

Dividends

DBLIX vs. ACP - Dividend Comparison

DBLIX's dividend yield for the trailing twelve months is around 4.11%, less than ACP's 17.78% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ACP abrdn Income Credit Strategies Fund	17.78%	17.19%	19.72%	17.65%	17.70%	11.76%	12.73%	12.27%	12.60%	10.26%	10.72%	12.69%
DBLIX DoubleLine Income Fund	4.11%	6.33%	6.32%	7.44%	5.45%	4.76%	4.10%	1.30%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DBLIX and ACP in my portfolio?

DBLIX and ACP have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.