DBSCX vs. RPIFX
DBSCX (Doubleline Selective Credit Fund) and RPIFX (T. Rowe Price Institutional Floating Rate Fund) are both mutual funds - DBSCX is a Multisector Bonds fund managed by DoubleLine, while RPIFX is a Bank Loan fund managed by T. Rowe Price. Over the past 10 years, DBSCX returned 4.28%/yr vs 4.66%/yr for RPIFX. Their 0.09 correlation means their historical movements had little consistent relationship. DBSCX charges 0.05%/yr vs 0.57%/yr for RPIFX.
Performance
DBSCX vs. RPIFX - Performance Comparison
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Returns By Period
In the year-to-date period, DBSCX achieves a 1.36% return, which is significantly higher than RPIFX's 0.83% return. Over the past 10 years, DBSCX has underperformed RPIFX with an annualized return of 4.28%, while RPIFX has yielded a comparatively higher 4.66% annualized return.
DBSCX
- 1D
- -0.67%
- 1M
- -0.81%
- 6M
- 0.87%
- YTD
- 1.36%
- 1Y
- 4.46%
- 3Y*
- 7.33%
- 5Y*
- 3.59%
- 10Y*
- 4.28%
- ALL TIME*
- 4.31%
RPIFX
- 1D
- 0.00%
- 1M
- -0.11%
- 6M
- 0.78%
- YTD
- 0.83%
- 1Y
- 3.67%
- 3Y*
- 6.47%
- 5Y*
- 5.11%
- 10Y*
- 4.66%
- ALL TIME*
- 4.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
DBSCX vs. RPIFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DBSCX Doubleline Selective Credit Fund | 1.36% | 8.46% | 7.78% | 8.55% | -8.10% | 4.13% | 1.83% | 5.68% | 3.03% | 8.75% |
RPIFX T. Rowe Price Institutional Floating Rate Fund | 0.83% | 6.71% | 8.47% | 10.13% | -1.96% | 4.67% | 2.42% | 8.82% | 0.39% | 3.78% |
Correlation
The correlation between DBSCX and RPIFX is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.14 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.13 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.09 |
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Return for Risk
DBSCX vs. RPIFX — Risk / Return Rank
DBSCX
RPIFX
DBSCX vs. RPIFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Doubleline Selective Credit Fund (DBSCX) and T. Rowe Price Institutional Floating Rate Fund (RPIFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DBSCX | RPIFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 1.51 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.74 | 2.49 | +1.26 |
| Martin ratioReturn relative to average drawdown | 14.55 | 8.13 | +6.42 |
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Drawdowns
DBSCX vs. RPIFX - Drawdown Comparison
The maximum DBSCX drawdown since its inception was -14.12%, smaller than the maximum RPIFX drawdown of -25.10%. Use the drawdown chart below to compare losses from any high point for DBSCX and RPIFX.
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Drawdown Indicators
| DBSCX | RPIFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.12% | -25.10% | +10.98% |
Max Drawdown (1Y)Largest decline over 1 year | -1.32% | -1.44% | +0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -1.91% | -2.28% | +0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -9.52% | -5.90% | -3.62% |
Max Drawdown (10Y)Largest decline over 10 years | -14.12% | -19.67% | +5.55% |
Current DrawdownCurrent decline from peak | -1.01% | -0.39% | -0.62% |
Average DrawdownAverage peak-to-trough decline | -1.23% | -1.33% | +0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.34% | 0.44% | -0.10% |
Volatility
DBSCX vs. RPIFX - Volatility Comparison
Doubleline Selective Credit Fund (DBSCX) has a higher volatility of 0.88% compared to T. Rowe Price Institutional Floating Rate Fund (RPIFX) at 0.31%. This indicates that DBSCX's price experiences larger fluctuations and is considered to be riskier than RPIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DBSCX | RPIFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.88% | 0.31% | +0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 1.76% | 1.69% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.15% | 2.25% | -0.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 2.75% | 2.76% | -0.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 2.91% | 3.79% | -0.88% |
DBSCX vs. RPIFX - Expense Ratio Comparison
DBSCX has a 0.05% expense ratio, which is lower than RPIFX's 0.57% expense ratio.
Dividends
DBSCX vs. RPIFX - Dividend Comparison
DBSCX's dividend yield for the trailing twelve months is around 6.10%, more than RPIFX's 5.80% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBSCX Doubleline Selective Credit Fund | 6.10% | 6.50% | 7.09% | 6.77% | 6.67% | 4.68% | 4.64% | 6.04% | 7.43% | 9.01% | 9.73% | 9.53% |
RPIFX T. Rowe Price Institutional Floating Rate Fund | 5.80% | 7.22% | 7.77% | 6.53% | 4.12% | 3.94% | 4.29% | 5.12% | 5.16% | 4.32% | 4.31% | 4.45% |
Frequently Asked Questions
DBSCX and RPIFX have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DBSCX has higher volatility (0.88%) compared to RPIFX (0.31%). In terms of maximum drawdown, DBSCX dropped -14.12% vs RPIFX's -25.10%.
DBSCX currently has the higher Sharpe Ratio (2.30 vs 1.60), 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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