DBSCX vs. IBHE
Compare and contrast key facts about Doubleline Selective Credit Fund (DBSCX) and iShares iBonds 2025 Term High Yield & Income ETF (IBHE).
DBSCX is managed by DoubleLine. It was launched on Aug 3, 2014. IBHE is a passively managed fund by iShares that tracks the performance of the Bloomberg 2025 Term High Yield and Income Index. It was launched on May 7, 2019.
Performance
DBSCX vs. IBHE - Performance Comparison
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DBSCX vs. IBHE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DBSCX Doubleline Selective Credit Fund | 0.30% | 8.46% | 7.78% | 8.55% | -8.10% | 4.13% | 1.83% | 2.77% |
IBHE iShares iBonds 2025 Term High Yield & Income ETF | 0.00% | 4.45% | 7.62% | 10.32% | -4.08% | 4.40% | 4.16% | 5.91% |
Returns By Period
DBSCX
- 1D
- -0.53%
- 1M
- -1.19%
- YTD
- 0.30%
- 6M
- 1.84%
- 1Y
- 5.91%
- 3Y*
- 7.51%
- 5Y*
- 3.74%
- 10Y*
- 4.58%
IBHE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.83%
- 1Y
- 3.24%
- 3Y*
- 6.40%
- 5Y*
- 4.09%
- 10Y*
- —
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DBSCX vs. IBHE - Expense Ratio Comparison
DBSCX has a 0.05% expense ratio, which is lower than IBHE's 0.35% expense ratio.
Return for Risk
DBSCX vs. IBHE — Risk / Return Rank
DBSCX
IBHE
DBSCX vs. IBHE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Doubleline Selective Credit Fund (DBSCX) and iShares iBonds 2025 Term High Yield & Income ETF (IBHE). 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 | IBHE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.65 | 2.90 | -0.25 |
Sortino ratioReturn per unit of downside risk | 3.83 | 4.09 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.60 | 1.96 | -0.36 |
Calmar ratioReturn relative to maximum drawdown | 3.78 | 5.38 | -1.60 |
Martin ratioReturn relative to average drawdown | 14.70 | 49.80 | -35.10 |
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 | IBHE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.65 | 2.90 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.39 | 0.87 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.57 | 0.41 | +1.16 |
Correlation
The correlation between DBSCX and IBHE is 0.16, 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. IBHE - Dividend Comparison
DBSCX's dividend yield for the trailing twelve months is around 5.92%, more than IBHE's 3.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBSCX Doubleline Selective Credit Fund | 5.92% | 6.50% | 7.09% | 6.77% | 6.67% | 4.68% | 4.64% | 6.04% | 7.43% | 9.01% | 9.73% | 9.53% |
IBHE iShares iBonds 2025 Term High Yield & Income ETF | 3.14% | 4.53% | 6.92% | 7.17% | 5.77% | 4.84% | 5.74% | 3.73% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DBSCX vs. IBHE - Drawdown Comparison
The maximum DBSCX drawdown since its inception was -14.12%, smaller than the maximum IBHE drawdown of -26.91%. Use the drawdown chart below to compare losses from any high point for DBSCX and IBHE.
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Drawdown Indicators
| DBSCX | IBHE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.12% | -26.91% | +12.79% |
Max Drawdown (1Y)Largest decline over 1 year | -1.60% | -0.69% | -0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -9.52% | -8.51% | -1.01% |
Max Drawdown (10Y)Largest decline over 10 years | -14.12% | — | — |
Current DrawdownCurrent decline from peak | -1.45% | 0.00% | -1.45% |
Average DrawdownAverage peak-to-trough decline | -1.25% | -1.45% | +0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.41% | 0.08% | +0.33% |
Volatility
DBSCX vs. IBHE - Volatility Comparison
Doubleline Selective Credit Fund (DBSCX) has a higher volatility of 1.00% compared to iShares iBonds 2025 Term High Yield & Income ETF (IBHE) at 0.00%. This indicates that DBSCX's price experiences larger fluctuations and is considered to be riskier than IBHE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBSCX | IBHE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.00% | 0.00% | +1.00% |
Volatility (6M)Calculated over the trailing 6-month period | 1.53% | 0.49% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.29% | 1.33% | +0.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.70% | 4.90% | -2.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.90% | 11.67% | -8.77% |