DBSCX vs. DBLLX
Compare and contrast key facts about Doubleline Selective Credit Fund (DBSCX) and DoubleLine Low Duration Emerging Markets Fixed Income Fund (DBLLX).
DBSCX is managed by DoubleLine. It was launched on Aug 3, 2014. DBLLX is managed by DoubleLine. It was launched on Apr 6, 2014.
Performance
DBSCX vs. DBLLX - Performance Comparison
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DBSCX vs. DBLLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBSCX Doubleline Selective Credit Fund | 0.84% | 8.46% | 7.78% | 8.55% | -8.10% | 4.13% | 1.83% | 5.68% | 3.03% | 8.75% |
DBLLX DoubleLine Low Duration Emerging Markets Fixed Income Fund | 0.02% | 7.86% | 7.20% | 7.00% | -5.05% | -0.21% | 3.53% | 8.57% | -0.04% | 4.20% |
Returns By Period
In the year-to-date period, DBSCX achieves a 0.84% return, which is significantly higher than DBLLX's 0.02% return. Over the past 10 years, DBSCX has outperformed DBLLX with an annualized return of 4.64%, while DBLLX has yielded a comparatively lower 3.62% annualized return.
DBSCX
- 1D
- 0.27%
- 1M
- -0.92%
- YTD
- 0.84%
- 6M
- 2.52%
- 1Y
- 6.62%
- 3Y*
- 7.70%
- 5Y*
- 3.85%
- 10Y*
- 4.64%
DBLLX
- 1D
- 0.00%
- 1M
- -0.92%
- YTD
- 0.02%
- 6M
- 1.20%
- 1Y
- 5.32%
- 3Y*
- 6.95%
- 5Y*
- 3.30%
- 10Y*
- 3.62%
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DBSCX vs. DBLLX - Expense Ratio Comparison
DBSCX has a 0.05% expense ratio, which is lower than DBLLX's 0.59% expense ratio.
Return for Risk
DBSCX vs. DBLLX — Risk / Return Rank
DBSCX
DBLLX
DBSCX vs. DBLLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Doubleline Selective Credit Fund (DBSCX) and DoubleLine Low Duration Emerging Markets Fixed Income Fund (DBLLX). 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 | DBLLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.00 | 3.75 | -0.75 |
Sortino ratioReturn per unit of downside risk | 4.46 | 5.19 | -0.73 |
Omega ratioGain probability vs. loss probability | 1.69 | 2.29 | -0.60 |
Calmar ratioReturn relative to maximum drawdown | 4.31 | 4.05 | +0.26 |
Martin ratioReturn relative to average drawdown | 17.20 | 21.50 | -4.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DBSCX | DBLLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.00 | 3.75 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.44 | 1.72 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.61 | 1.91 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.59 | 1.68 | -0.09 |
Correlation
The correlation between DBSCX and DBLLX is 0.34, 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
DBSCX vs. DBLLX - Dividend Comparison
DBSCX's dividend yield for the trailing twelve months is around 5.89%, more than DBLLX's 5.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBSCX Doubleline Selective Credit Fund | 5.89% | 6.50% | 7.09% | 6.77% | 6.67% | 4.68% | 4.64% | 6.04% | 7.43% | 9.01% | 9.73% | 9.53% |
DBLLX DoubleLine Low Duration Emerging Markets Fixed Income Fund | 5.01% | 5.27% | 4.70% | 3.74% | 2.41% | 2.15% | 2.61% | 4.93% | 2.87% | 3.00% | 3.19% | 3.77% |
Drawdowns
DBSCX vs. DBLLX - Drawdown Comparison
The maximum DBSCX drawdown since its inception was -14.12%, which is greater than DBLLX's maximum drawdown of -10.13%. Use the drawdown chart below to compare losses from any high point for DBSCX and DBLLX.
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Drawdown Indicators
| DBSCX | DBLLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.12% | -10.13% | -3.99% |
Max Drawdown (1Y)Largest decline over 1 year | -1.60% | -1.35% | -0.25% |
Max Drawdown (5Y)Largest decline over 5 years | -9.52% | -10.13% | +0.61% |
Max Drawdown (10Y)Largest decline over 10 years | -14.12% | -10.13% | -3.99% |
Current DrawdownCurrent decline from peak | -0.92% | -0.92% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -1.25% | -1.31% | +0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.40% | 0.25% | +0.15% |
Volatility
DBSCX vs. DBLLX - Volatility Comparison
Doubleline Selective Credit Fund (DBSCX) has a higher volatility of 0.89% compared to DoubleLine Low Duration Emerging Markets Fixed Income Fund (DBLLX) at 0.35%. This indicates that DBSCX's price experiences larger fluctuations and is considered to be riskier than DBLLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBSCX | DBLLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.89% | 0.35% | +0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 1.43% | 0.75% | +0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.23% | 1.43% | +0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.69% | 1.93% | +0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.89% | 1.90% | +0.99% |