DBSCX vs. JMSIX

In the year-to-date period, DBSCX achieves a 3.36% return, which is significantly higher than JMSIX's 2.64% return. Over the past 10 years, DBSCX has outperformed JMSIX with an annualized return of 4.11%, while JMSIX has yielded a comparatively lower 3.86% annualized return.

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DBSCX has a 0.05% expense ratio, which is lower than JMSIX's 0.40% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Doubleline Selective Credit Fund (DBSCX) and JPMorgan Income Fund (JMSIX). 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 3.60, which is comparable to the JMSIX Sharpe Ratio of 3.40. The chart below compares the historical Sharpe Ratios of DBSCX and JMSIX, 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 6.86%, more than JMSIX's 6.03% yield.

The maximum DBSCX drawdown since its inception was -14.12%, smaller than the maximum JMSIX drawdown of -18.41%. Use the drawdown chart below to compare losses from any high point for DBSCX and JMSIX.

Doubleline Selective Credit Fund (DBSCX) and JPMorgan Income Fund (JMSIX) have volatilities of 0.71% and 0.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.