DBSCX vs. PLSRX
Compare and contrast key facts about Doubleline Selective Credit Fund (DBSCX) and Pacific Funds Strategic Income (PLSRX).
DBSCX is managed by DoubleLine. It was launched on Aug 3, 2014. PLSRX is managed by Pacific Funds Series Trust. It was launched on Dec 18, 2011.
Performance
DBSCX vs. PLSRX - Performance Comparison
Loading graphics...
DBSCX vs. PLSRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBSCX Doubleline Selective Credit Fund | 0.30% | 8.46% | 7.78% | 8.55% | -8.10% | 4.13% | 1.83% | 5.68% | 3.03% | 8.75% |
PLSRX Pacific Funds Strategic Income | -1.05% | 7.40% | 6.04% | 11.24% | -9.67% | 3.61% | 9.82% | 13.65% | -2.64% | 6.85% |
Returns By Period
In the year-to-date period, DBSCX achieves a 0.30% return, which is significantly higher than PLSRX's -1.05% return. Over the past 10 years, DBSCX has underperformed PLSRX with an annualized return of 4.58%, while PLSRX has yielded a comparatively higher 5.10% annualized return.
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%
PLSRX
- 1D
- -0.19%
- 1M
- -1.52%
- YTD
- -1.05%
- 6M
- -0.15%
- 1Y
- 5.18%
- 3Y*
- 6.48%
- 5Y*
- 3.15%
- 10Y*
- 5.10%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DBSCX vs. PLSRX - Expense Ratio Comparison
DBSCX has a 0.05% expense ratio, which is lower than PLSRX's 0.64% expense ratio.
Return for Risk
DBSCX vs. PLSRX — Risk / Return Rank
DBSCX
PLSRX
DBSCX vs. PLSRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Doubleline Selective Credit Fund (DBSCX) and Pacific Funds Strategic Income (PLSRX). 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 | PLSRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.65 | 1.93 | +0.72 |
Sortino ratioReturn per unit of downside risk | 3.83 | 2.71 | +1.12 |
Omega ratioGain probability vs. loss probability | 1.60 | 1.39 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 3.78 | 2.49 | +1.29 |
Martin ratioReturn relative to average drawdown | 14.70 | 9.82 | +4.88 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DBSCX | PLSRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.65 | 1.93 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.39 | 0.80 | +0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.59 | 1.15 | +0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.57 | 1.33 | +0.24 |
Correlation
The correlation between DBSCX and PLSRX is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DBSCX vs. PLSRX - Dividend Comparison
DBSCX's dividend yield for the trailing twelve months is around 5.92%, more than PLSRX's 5.14% 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% |
PLSRX Pacific Funds Strategic Income | 5.14% | 5.67% | 5.97% | 5.17% | 4.73% | 4.10% | 3.84% | 4.32% | 4.74% | 3.87% | 4.14% | 4.71% |
Drawdowns
DBSCX vs. PLSRX - Drawdown Comparison
The maximum DBSCX drawdown since its inception was -14.12%, smaller than the maximum PLSRX drawdown of -19.88%. Use the drawdown chart below to compare losses from any high point for DBSCX and PLSRX.
Loading graphics...
Drawdown Indicators
| DBSCX | PLSRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.12% | -19.88% | +5.76% |
Max Drawdown (1Y)Largest decline over 1 year | -1.60% | -2.14% | +0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -9.52% | -13.71% | +4.19% |
Max Drawdown (10Y)Largest decline over 10 years | -14.12% | -19.88% | +5.76% |
Current DrawdownCurrent decline from peak | -1.45% | -2.05% | +0.60% |
Average DrawdownAverage peak-to-trough decline | -1.25% | -1.76% | +0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.41% | 0.54% | -0.13% |
Volatility
DBSCX vs. PLSRX - Volatility Comparison
The current volatility for Doubleline Selective Credit Fund (DBSCX) is 1.00%, while Pacific Funds Strategic Income (PLSRX) has a volatility of 1.21%. This indicates that DBSCX experiences smaller price fluctuations and is considered to be less risky than PLSRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DBSCX | PLSRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.00% | 1.21% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 1.53% | 1.69% | -0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.29% | 2.74% | -0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.70% | 3.97% | -1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.90% | 4.45% | -1.55% |