DBSCX vs. DIV
Compare and contrast key facts about Doubleline Selective Credit Fund (DBSCX) and Global X SuperDividend U.S. ETF (DIV).
DBSCX is managed by DoubleLine. It was launched on Aug 3, 2014. DIV is a passively managed fund by Global X that tracks the performance of the Indxx SuperDividend® U.S. Low Volatility Index. It was launched on Mar 11, 2013.
Performance
DBSCX vs. DIV - Performance Comparison
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DBSCX vs. DIV - 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% |
DIV Global X SuperDividend U.S. ETF | 10.31% | 3.10% | 11.27% | -1.73% | -3.92% | 30.60% | -22.85% | 14.50% | -6.60% | 9.90% |
Returns By Period
In the year-to-date period, DBSCX achieves a 0.84% return, which is significantly lower than DIV's 10.31% return. Over the past 10 years, DBSCX has outperformed DIV with an annualized return of 4.64%, while DIV has yielded a comparatively lower 4.04% 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%
DIV
- 1D
- 0.16%
- 1M
- -3.15%
- YTD
- 10.31%
- 6M
- 10.64%
- 1Y
- 7.74%
- 3Y*
- 9.84%
- 5Y*
- 5.97%
- 10Y*
- 4.04%
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DBSCX vs. DIV - Expense Ratio Comparison
DBSCX has a 0.05% expense ratio, which is lower than DIV's 0.45% expense ratio.
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.
| DBSCX | DIV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.00 | 0.55 | +2.44 |
Sortino ratioReturn per unit of downside risk | 4.46 | 0.82 | +3.64 |
Omega ratioGain probability vs. loss probability | 1.69 | 1.12 | +0.58 |
Calmar ratioReturn relative to maximum drawdown | 4.31 | 0.71 | +3.61 |
Martin ratioReturn relative to average drawdown | 17.20 | 2.12 | +15.07 |
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 | DIV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.00 | 0.55 | +2.44 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.44 | 0.44 | +1.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.61 | 0.23 | +1.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.59 | 0.27 | +1.32 |
Correlation
The correlation between DBSCX and DIV is 0.06, 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. DIV - Dividend Comparison
DBSCX's dividend yield for the trailing twelve months is around 5.89%, less than DIV's 6.78% 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% |
DIV Global X SuperDividend U.S. ETF | 6.78% | 7.30% | 5.74% | 7.13% | 6.62% | 5.24% | 8.01% | 7.65% | 7.08% | 5.92% | 6.78% | 8.44% |
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 | -1.60% | -11.88% | +10.28% |
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 | -0.92% | -3.59% | +2.67% |
Average DrawdownAverage peak-to-trough decline | -1.25% | -7.10% | +5.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.40% | 3.94% | -3.54% |
Volatility
DBSCX vs. DIV - Volatility Comparison
The current volatility for Doubleline Selective Credit Fund (DBSCX) is 0.89%, while Global X SuperDividend U.S. ETF (DIV) has a volatility of 3.19%. 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 | 0.89% | 3.19% | -2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 1.43% | 7.34% | -5.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.23% | 14.07% | -11.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.69% | 13.66% | -10.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.89% | 17.96% | -15.07% |