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DBSCX vs. DLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBSCX vs. DLY - Performance Comparison

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

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Returns By Period

In the year-to-date period, DBSCX achieves a 1.71% return, which is significantly higher than DLY's -0.45% return.


DBSCX

1D
0.00%
1M
0.39%
YTD
1.71%
6M
1.93%
1Y
6.43%
3Y*
7.62%
5Y*
3.82%
10Y*
4.60%

DLY

1D
-0.07%
1M
-1.30%
YTD
-0.45%
6M
0.01%
1Y
-2.61%
3Y*
9.13%
5Y*
2.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBSCX vs. DLY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DBSCX
Doubleline Selective Credit Fund
1.71%8.46%7.78%8.55%-8.10%4.13%0.37%
DLY
DoubleLine Yield Opportunities Fund
-0.45%0.63%16.29%25.48%-23.08%8.56%-3.06%

Correlation

The correlation between DBSCX and DLY is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.27

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2020

0.19

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Return for Risk

DBSCX vs. DLY — Risk / Return Rank

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

DBSCX
DBSCX Risk / Return Rank: 9494
Overall Rank
DBSCX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
DBSCX Sortino Ratio Rank: 9595
Sortino Ratio Rank
DBSCX Omega Ratio Rank: 9494
Omega Ratio Rank
DBSCX Calmar Ratio Rank: 9292
Calmar Ratio Rank
DBSCX Martin Ratio Rank: 9494
Martin Ratio Rank

DLY
DLY Risk / Return Rank: 11
Overall Rank
DLY Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DLY Sortino Ratio Rank: 11
Sortino Ratio Rank
DLY Omega Ratio Rank: 11
Omega Ratio Rank
DLY Calmar Ratio Rank: 22
Calmar Ratio Rank
DLY Martin Ratio Rank: 11
Martin Ratio Rank
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. DLY - Risk-Adjusted Trends Comparison

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


DBSCXDLYDifference
Sharpe ratioReturn per unit of total volatility

+3.60

Sortino ratioReturn per unit of downside risk

+5.48

Omega ratioGain probability vs. loss probability

1.77

0.95

+0.82

Calmar ratioReturn relative to maximum drawdown

5.11

-0.30

+5.41

Martin ratioReturn relative to average drawdown

20.66

-0.77

+21.43

DBSCX vs. DLY - Sharpe Ratio Comparison

The current DBSCX Sharpe Ratio is 3.27, which is higher than the DLY Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of DBSCX and DLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DBSCXDLYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.27

-0.32

+3.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.41

0.15

+1.26

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

0.18

+1.42

Drawdowns

DBSCX vs. DLY - Drawdown Comparison

The maximum DBSCX drawdown since its inception was -14.12%, smaller than the maximum DLY drawdown of -28.61%. Use the drawdown chart below to compare losses from any high point for DBSCX and DLY.


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Drawdown Indicators


DBSCXDLYDifference

Max Drawdown

Largest peak-to-trough decline

-14.12%

-28.61%

+14.49%

Max Drawdown (1Y)

Largest decline over 1 year

-1.32%

-8.74%

+7.42%

Max Drawdown (3Y)

Largest decline over 3 years

-1.91%

-10.81%

+8.90%

Max Drawdown (5Y)

Largest decline over 5 years

-9.52%

-28.61%

+19.09%

Max Drawdown (10Y)

Largest decline over 10 years

-14.12%

Current Drawdown

Current decline from peak

-0.13%

-4.55%

+4.42%

Average Drawdown

Average peak-to-trough decline

-1.24%

-7.82%

+6.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.33%

3.41%

-3.08%

Volatility

DBSCX vs. DLY - Volatility Comparison

The current volatility for Doubleline Selective Credit Fund (DBSCX) is 0.71%, while DoubleLine Yield Opportunities Fund (DLY) has a volatility of 1.92%. This indicates that DBSCX experiences smaller price fluctuations and is considered to be less risky than DLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBSCXDLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.71%

1.92%

-1.21%

Volatility (6M)

Calculated over the trailing 6-month period

1.52%

6.85%

-5.33%

Volatility (1Y)

Calculated over the trailing 1-year period

2.06%

8.09%

-6.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.71%

13.57%

-10.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.90%

15.05%

-12.15%

DBSCX vs. DLY - Expense Ratio Comparison

DBSCX has a 0.05% expense ratio, which is lower than DLY's 2.91% expense ratio.


Dividends

DBSCX vs. DLY - Dividend Comparison

DBSCX's dividend yield for the trailing twelve months is around 6.57%, less than DLY's 10.07% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
DLY
DoubleLine Yield Opportunities Fund
10.07%9.63%8.85%9.84%10.67%7.49%5.67%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DBSCX and DLY have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DLY has higher volatility (1.92%) compared to DBSCX (0.71%). In terms of maximum drawdown, DBSCX dropped -14.12% vs DLY's -28.61%.

DBSCX currently has the higher Sharpe Ratio (3.27 vs -0.32), 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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