DBSCX vs. PTCRX
Compare and contrast key facts about Doubleline Selective Credit Fund (DBSCX) and Performance Trust Credit Fund (PTCRX).
DBSCX is managed by DoubleLine. It was launched on Aug 3, 2014. PTCRX is managed by Performance Trust Asset Management. It was launched on Dec 30, 2020.
Performance
DBSCX vs. PTCRX - Performance Comparison
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DBSCX vs. PTCRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DBSCX Doubleline Selective Credit Fund | 0.30% | 8.46% | 7.78% | 8.55% | -8.10% | 4.25% |
PTCRX Performance Trust Credit Fund | -0.29% | 6.58% | 8.01% | 10.10% | -10.71% | 8.22% |
Returns By Period
In the year-to-date period, DBSCX achieves a 0.30% return, which is significantly higher than PTCRX's -0.29% 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%
PTCRX
- 1D
- 0.22%
- 1M
- -1.20%
- YTD
- -0.29%
- 6M
- 0.89%
- 1Y
- 4.85%
- 3Y*
- 7.58%
- 5Y*
- 4.06%
- 10Y*
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DBSCX vs. PTCRX - Expense Ratio Comparison
DBSCX has a 0.05% expense ratio, which is lower than PTCRX's 0.99% expense ratio.
Return for Risk
DBSCX vs. PTCRX — Risk / Return Rank
DBSCX
PTCRX
DBSCX vs. PTCRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Doubleline Selective Credit Fund (DBSCX) and Performance Trust Credit Fund (PTCRX). 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 | PTCRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.65 | 1.69 | +0.96 |
Sortino ratioReturn per unit of downside risk | 3.83 | 2.46 | +1.37 |
Omega ratioGain probability vs. loss probability | 1.60 | 1.33 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 3.78 | 2.29 | +1.49 |
Martin ratioReturn relative to average drawdown | 14.70 | 8.39 | +6.31 |
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 | PTCRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.65 | 1.69 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.39 | 1.03 | +0.36 |
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 | 1.00 | +0.57 |
Correlation
The correlation between DBSCX and PTCRX is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DBSCX vs. PTCRX - Dividend Comparison
DBSCX's dividend yield for the trailing twelve months is around 5.92%, more than PTCRX's 5.33% 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% |
PTCRX Performance Trust Credit Fund | 5.33% | 4.34% | 5.67% | 5.95% | 4.69% | 8.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DBSCX vs. PTCRX - Drawdown Comparison
The maximum DBSCX drawdown since its inception was -14.12%, roughly equal to the maximum PTCRX drawdown of -14.09%. Use the drawdown chart below to compare losses from any high point for DBSCX and PTCRX.
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Drawdown Indicators
| DBSCX | PTCRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.12% | -14.09% | -0.03% |
Max Drawdown (1Y)Largest decline over 1 year | -1.60% | -2.32% | +0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -9.52% | -14.09% | +4.57% |
Max Drawdown (10Y)Largest decline over 10 years | -14.12% | — | — |
Current DrawdownCurrent decline from peak | -1.45% | -1.63% | +0.18% |
Average DrawdownAverage peak-to-trough decline | -1.25% | -3.50% | +2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.41% | 0.63% | -0.22% |
Volatility
DBSCX vs. PTCRX - Volatility Comparison
The current volatility for Doubleline Selective Credit Fund (DBSCX) is 1.00%, while Performance Trust Credit Fund (PTCRX) has a volatility of 1.24%. This indicates that DBSCX experiences smaller price fluctuations and is considered to be less risky than PTCRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBSCX | PTCRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.00% | 1.24% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 1.53% | 1.91% | -0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.29% | 3.09% | -0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.70% | 3.95% | -1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.90% | 3.91% | -1.01% |