DBSCX vs. DIV
DBSCX (Doubleline Selective Credit Fund) and DIV (Global X SuperDividend U.S. ETF) are both funds - DBSCX is a Multisector Bonds fund managed by DoubleLine, while DIV is a Mid Cap Value Equities fund tracking the Indxx SuperDividend® U.S. Low Volatility Index. Over the past 10 years, DBSCX returned 4.35%/yr vs 4.23%/yr for DIV. Their 0.06 correlation means their historical movements had little consistent relationship. DBSCX charges 0.05%/yr vs 0.45%/yr for DIV.
Performance
DBSCX vs. DIV - Performance Comparison
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Returns By Period
In the year-to-date period, DBSCX achieves a 2.05% return, which is significantly lower than DIV's 17.66% return. Both investments have delivered pretty close results over the past 10 years, with DBSCX having a 4.35% annualized return and DIV not far behind at 4.23%.
DBSCX
- 1D
- 0.00%
- 1M
- -0.13%
- 6M
- 1.56%
- YTD
- 2.05%
- 1Y
- 5.17%
- 3Y*
- 7.52%
- 5Y*
- 3.73%
- 10Y*
- 4.35%
- ALL TIME*
- 4.37%
DIV
- 1D
- -0.48%
- 1M
- 2.37%
- 6M
- 9.80%
- YTD
- 17.66%
- 1Y
- 21.05%
- 3Y*
- 11.65%
- 5Y*
- 6.59%
- 10Y*
- 4.23%
- ALL TIME*
- 4.94%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $4.26M | $4.15M | $4.38M |
DBSCX vs. DIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBSCX Doubleline Selective Credit Fund | 2.05% | 8.46% | 7.78% | 8.55% | -8.10% | 4.13% | 1.83% | 5.68% | 3.03% | 8.75% |
DIV Global X SuperDividend U.S. ETF | 17.66% | 3.10% | 11.27% | -1.73% | -3.92% | 30.60% | -22.85% | 14.50% | -6.60% | 9.90% |
Correlation
The correlation between DBSCX and DIV is 0.13, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.21 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.15 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.06 |
The correlation between DBSCX and DIV shifts across timeframes, from 0.06 (all time) to 0.21 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
DBSCX vs. DIV — Risk / Return Rank
DBSCX
DIV
DBSCX vs. DIV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Doubleline Selective Credit Fund (DBSCX) and Global X SuperDividend U.S. ETF (DIV). 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.
| DBSCX | DIV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +1.45 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 1.33 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 4.31 | 3.93 | +0.38 |
| Martin ratioReturn relative to average drawdown | 17.07 | 11.48 | +5.59 |
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Drawdowns
DBSCX vs. DIV - Drawdown Comparison
The maximum DBSCX drawdown since its inception was -14.12%, smaller than the maximum DIV drawdown of -52.74%. Use the drawdown chart below to compare losses from any high point for DBSCX and DIV.
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Drawdown Indicators
| DBSCX | DIV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.12% | -52.74% | +38.62% |
Max Drawdown (1Y)Largest decline over 1 year | -1.32% | -5.13% | +3.81% |
Max Drawdown (3Y)Largest decline over 3 years | -1.91% | -12.33% | +10.42% |
Max Drawdown (5Y)Largest decline over 5 years | -9.52% | -21.14% | +11.62% |
Max Drawdown (10Y)Largest decline over 10 years | -14.12% | -52.74% | +38.62% |
Current DrawdownCurrent decline from peak | -0.34% | -2.04% | +1.70% |
Average DrawdownAverage peak-to-trough decline | -1.23% | -6.96% | +5.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.33% | 1.76% | -1.43% |
Volatility
DBSCX vs. DIV - Volatility Comparison
The current volatility for Doubleline Selective Credit Fund (DBSCX) is 0.60%, while Global X SuperDividend U.S. ETF (DIV) has a volatility of 3.25%. This indicates that DBSCX experiences smaller price fluctuations and is considered to be less risky than DIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBSCX | DIV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.60% | 3.25% | -2.65% |
Volatility (6M)Calculated over the trailing 6-month period | 1.62% | 7.73% | -6.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.03% | 10.53% | -8.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.74% | 13.69% | -10.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.91% | 18.00% | -15.09% |
DBSCX vs. DIV - Expense Ratio Comparison
DBSCX has a 0.05% expense ratio, which is lower than DIV's 0.45% expense ratio.
Dividends
DBSCX vs. DIV - Dividend Comparison
DBSCX's dividend yield for the trailing twelve months is around 6.06%, less than DIV's 6.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBSCX Doubleline Selective Credit Fund | 6.06% | 6.50% | 7.09% | 6.77% | 6.67% | 4.68% | 4.64% | 6.04% | 7.43% | 9.01% | 9.73% | 9.53% |
DIV Global X SuperDividend U.S. ETF | 6.54% | 7.30% | 5.74% | 7.13% | 6.62% | 5.24% | 8.01% | 7.65% | 7.08% | 5.92% | 6.78% | 8.44% |
Frequently Asked Questions
DBSCX and DIV have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DIV has higher volatility (3.25%) compared to DBSCX (0.60%). In terms of maximum drawdown, DBSCX dropped -14.12% vs DIV's -52.74%.
DBSCX currently has the higher Sharpe Ratio (2.81 vs 1.92), 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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