DBSCX vs. DIV

In the year-to-date period, DBSCX achieves a 2.12% return, which is significantly higher than DIV's -0.51% return. Over the past 10 years, DBSCX has outperformed DIV with an annualized return of 4.04%, while DIV has yielded a comparatively lower 2.19% annualized return.

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DBSCX has a 0.05% expense ratio, which is lower than DIV's 0.45% expense ratio.

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.

The current DBSCX Sharpe Ratio is 2.97, which is higher than the DIV Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of DBSCX and DIV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

DBSCX's dividend yield for the trailing twelve months is around 6.94%, more than DIV's 6.67% yield.

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. For additional features, visit the drawdowns tool.