DBSCX vs. DBLIX

Last updated Jun 4, 2026

DBSCX (Doubleline Selective Credit Fund) and DBLIX (DoubleLine Income Fund) are both Multisector Bonds funds from DoubleLine. A 0.65 correlation means they provide meaningful diversification when combined. DBSCX charges 0.05%/yr vs 0.65%/yr for DBLIX.

Performance

DBSCX vs. DBLIX - Performance Comparison

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

Returns By Period

DBSCX

• 1D: 0.00%
• 1M: 0.39%
• YTD: 1.71%
• 6M: 1.93%
• 1Y: 6.72%
• 3Y*: 7.62%
• 5Y*: 3.82%
• 10Y*: 4.60%

DBLIX

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

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

DBSCX vs. DBLIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
DBSCX Doubleline Selective Credit Fund	1.71%	8.46%	7.78%	8.55%	-8.10%	4.13%	1.83%	0.40%
DBLIX DoubleLine Income Fund	0.48%	6.49%	10.61%	9.69%	-13.31%	5.72%	-5.09%	0.39%

Correlation

The correlation between DBSCX and DBLIX is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (5Y) Calculated over the trailing 5-year period	0.72
Correlation (All Time) Calculated using the full available price history since Sep 5, 2019	0.65

The correlation between DBSCX and DBLIX shifts across timeframes, from 0.51 (1 year) to 0.72 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

DBSCX vs. DBLIX — Risk / Return Rank

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

DBSCX

DBSCX Risk / Return Rank: 94
DBSCX Sharpe Ratio Rank: 94
DBSCX Sortino Ratio Rank: 95
DBSCX Omega Ratio Rank: 95
DBSCX Calmar Ratio Rank: 93
DBSCX Martin Ratio Rank: 94

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.

DBSCX vs. DBLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Doubleline Selective Credit Fund (DBSCX) and DoubleLine Income Fund (DBLIX). 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.

	DBSCX	DBLIX	Difference
Sharpe ratio: Return per unit of total volatility	3.27	—	—
Sortino ratio: Return per unit of downside risk	5.07	—	—
Omega ratio: Gain probability vs. loss probability	1.77	—	—
Calmar ratio: Return relative to maximum drawdown	5.11	—	—
Martin ratio: Return relative to average drawdown	20.67	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	DBSCX	DBLIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.27	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.41	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.59	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.60	—	—

Drawdowns

Drawdown Indicators

	DBSCX	DBLIX	Difference
Max Drawdown Largest peak-to-trough decline	-14.12%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-1.32%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-1.91%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-9.52%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-14.12%	—	—
Current Drawdown Current decline from peak	-0.13%	—	—
Average Drawdown Average peak-to-trough decline	-1.24%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.33%	—	—

Volatility

Volatility by Period

	DBSCX	DBLIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.72%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.54%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	2.07%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.71%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.91%	—	—

DBSCX vs. DBLIX - Expense Ratio Comparison

DBSCX has a 0.05% expense ratio, which is lower than DBLIX's 0.65% expense ratio.

Dividends

DBSCX vs. DBLIX - Dividend Comparison

DBSCX's dividend yield for the trailing twelve months is around 6.57%, more than DBLIX's 4.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
DBSCX Doubleline Selective Credit Fund	6.57%	6.50%	7.09%	6.77%	6.67%	4.68%	4.64%	6.04%	7.43%	9.01%	9.73%	9.53%

Frequently Asked Questions

Can I hold both DBSCX and DBLIX in my portfolio?

DBSCX and DBLIX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.