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DBSCX vs. BWDTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DBSCX and BWDTX is 0.04, 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.


Performance

DBSCX vs. BWDTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Doubleline Selective Credit Fund (DBSCX) and Boyd Watterson Limited Duration Enhanced Income Fund (BWDTX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DBSCX:

2.97

BWDTX:

3.74

Sortino Ratio

DBSCX:

4.48

BWDTX:

5.72

Omega Ratio

DBSCX:

1.58

BWDTX:

1.94

Calmar Ratio

DBSCX:

5.18

BWDTX:

5.20

Martin Ratio

DBSCX:

15.79

BWDTX:

23.26

Ulcer Index

DBSCX:

0.53%

BWDTX:

0.27%

Daily Std Dev

DBSCX:

2.82%

BWDTX:

1.70%

Max Drawdown

DBSCX:

-14.12%

BWDTX:

-10.06%

Current Drawdown

DBSCX:

-0.72%

BWDTX:

0.00%

Returns By Period

In the year-to-date period, DBSCX achieves a 2.12% return, which is significantly higher than BWDTX's 1.92% return.


DBSCX

YTD

2.12%

1M

0.35%

6M

2.51%

1Y

8.31%

5Y*

4.76%

10Y*

4.04%

BWDTX

YTD

1.92%

1M

1.54%

6M

2.14%

1Y

6.33%

5Y*

4.76%

10Y*

N/A

*Annualized

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DBSCX vs. BWDTX - Expense Ratio Comparison

DBSCX has a 0.05% expense ratio, which is lower than BWDTX's 0.40% expense ratio.


Risk-Adjusted Performance

DBSCX vs. BWDTX — Risk-Adjusted Performance Rank

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

DBSCX
The Risk-Adjusted Performance Rank of DBSCX is 9797
Overall Rank
The Sharpe Ratio Rank of DBSCX is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of DBSCX is 9797
Sortino Ratio Rank
The Omega Ratio Rank of DBSCX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of DBSCX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of DBSCX is 9797
Martin Ratio Rank

BWDTX
The Risk-Adjusted Performance Rank of BWDTX is 9898
Overall Rank
The Sharpe Ratio Rank of BWDTX is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of BWDTX is 9898
Sortino Ratio Rank
The Omega Ratio Rank of BWDTX is 9898
Omega Ratio Rank
The Calmar Ratio Rank of BWDTX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of BWDTX is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DBSCX vs. BWDTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Doubleline Selective Credit Fund (DBSCX) and Boyd Watterson Limited Duration Enhanced Income Fund (BWDTX). 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.


The current DBSCX Sharpe Ratio is 2.97, which is comparable to the BWDTX Sharpe Ratio of 3.74. The chart below compares the historical Sharpe Ratios of DBSCX and BWDTX, 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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Dividends

DBSCX vs. BWDTX - Dividend Comparison

DBSCX's dividend yield for the trailing twelve months is around 6.94%, more than BWDTX's 5.75% yield.


TTM20242023202220212020201920182017201620152014
DBSCX
Doubleline Selective Credit Fund
6.94%7.10%6.77%6.68%4.68%4.67%6.05%7.45%9.04%9.75%9.53%2.40%
BWDTX
Boyd Watterson Limited Duration Enhanced Income Fund
5.75%5.77%5.51%3.77%2.97%3.18%3.47%4.17%2.90%1.35%0.00%0.00%

Drawdowns

DBSCX vs. BWDTX - Drawdown Comparison

The maximum DBSCX drawdown since its inception was -14.12%, which is greater than BWDTX's maximum drawdown of -10.06%. Use the drawdown chart below to compare losses from any high point for DBSCX and BWDTX. For additional features, visit the drawdowns tool.


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Volatility

DBSCX vs. BWDTX - Volatility Comparison


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