DBLSX vs. DSL
DBLSX (DoubleLine Low Duration Bond Fund) and DSL (DoubleLine Income Solutions Fund) are both mutual funds - DBLSX is a Short-Term Bond fund managed by DoubleLine, while DSL is a High Yield Bonds fund managed by DoubleLine. Over the past 10 years, DBLSX returned 2.86%/yr vs 5.44%/yr for DSL. At a 0.17 correlation, their price movements are largely independent. DBLSX charges 0.41%/yr vs 2.28%/yr for DSL.
Performance
DBLSX vs. DSL - Performance Comparison
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Returns By Period
In the year-to-date period, DBLSX achieves a 1.27% return, which is significantly lower than DSL's 1.94% return. Over the past 10 years, DBLSX has underperformed DSL with an annualized return of 2.86%, while DSL has yielded a comparatively higher 5.44% annualized return.
DBLSX
- 1D
- 0.10%
- 1M
- 0.35%
- YTD
- 1.27%
- 6M
- 1.37%
- 1Y
- 4.08%
- 3Y*
- 5.48%
- 5Y*
- 3.21%
- 10Y*
- 2.86%
DSL
- 1D
- 0.37%
- 1M
- 0.36%
- YTD
- 1.94%
- 6M
- 2.30%
- 1Y
- -0.29%
- 3Y*
- 8.26%
- 5Y*
- 1.12%
- 10Y*
- 5.44%
DBLSX vs. DSL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBLSX DoubleLine Low Duration Bond Fund | 1.27% | 5.74% | 5.32% | 6.76% | -2.69% | 0.70% | 2.02% | 4.73% | 1.40% | 2.65% |
DSL DoubleLine Income Solutions Fund | 1.94% | -0.01% | 15.00% | 23.41% | -22.61% | 7.39% | -6.49% | 25.10% | -6.04% | 16.39% |
Correlation
The correlation between DBLSX and DSL is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2013 | 0.17 |
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Return for Risk
DBLSX vs. DSL — Risk / Return Rank
DBLSX
DSL
DBLSX vs. DSL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Low Duration Bond Fund (DBLSX) 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.
| DBLSX | DSL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.44 | ||
| Sortino ratioReturn per unit of downside risk | +5.51 | ||
| Omega ratioGain probability vs. loss probability | 1.93 | 1.00 | +0.93 |
| Calmar ratioReturn relative to maximum drawdown | 5.67 | -0.03 | +5.70 |
| Martin ratioReturn relative to average drawdown | 25.87 | -0.05 | +25.93 |
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Drawdowns
DBLSX vs. DSL - Drawdown Comparison
The maximum DBLSX drawdown since its inception was -57.22%, which is greater than DSL's maximum drawdown of -49.51%. Use the drawdown chart below to compare losses from any high point for DBLSX and DSL.
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Drawdown Indicators
| DBLSX | DSL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.22% | -49.51% | -7.71% |
Max Drawdown (1Y)Largest decline over 1 year | -0.72% | -11.16% | +10.44% |
Max Drawdown (3Y)Largest decline over 3 years | -0.72% | -14.43% | +13.71% |
Max Drawdown (5Y)Largest decline over 5 years | -4.71% | -34.18% | +29.47% |
Max Drawdown (10Y)Largest decline over 10 years | -57.22% | -49.51% | -7.71% |
Current DrawdownCurrent decline from peak | -44.89% | -5.86% | -39.03% |
Average DrawdownAverage peak-to-trough decline | -31.56% | -8.73% | -22.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.16% | 5.74% | -5.58% |
Volatility
DBLSX vs. DSL - Volatility Comparison
The current volatility for DoubleLine Low Duration Bond Fund (DBLSX) is 0.39%, while DoubleLine Income Solutions Fund (DSL) has a volatility of 2.20%. This indicates that DBLSX 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
| DBLSX | DSL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.39% | 2.20% | -1.81% |
Volatility (6M)Calculated over the trailing 6-month period | 0.92% | 7.67% | -6.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.20% | 9.30% | -8.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.40% | 14.85% | -13.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 63.99% | 20.09% | +43.90% |
DBLSX vs. DSL - Expense Ratio Comparison
DBLSX has a 0.41% expense ratio, which is lower than DSL's 2.28% expense ratio.
Dividends
DBLSX vs. DSL - Dividend Comparison
DBLSX's dividend yield for the trailing twelve months is around 4.54%, less than DSL's 12.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBLSX DoubleLine Low Duration Bond Fund | 4.54% | 4.64% | 5.09% | 4.49% | 2.50% | 1.72% | 2.37% | 3.21% | 2.92% | 2.42% | 2.52% | 2.47% |
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% |
Frequently Asked Questions
DBLSX and DSL have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DSL has higher volatility (2.20%) compared to DBLSX (0.39%). In terms of maximum drawdown, DBLSX dropped -57.22% vs DSL's -49.51%.
DBLSX currently has the higher Sharpe Ratio (3.41 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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