DCRE vs. FSCO
DCRE (DoubleLine Commercial Real Estate ETF) is Short-Term Bond fund actively managed by DoubleLine, while FSCO (FS Credit Opportunities Corp.) is a stock. Over the past 3 years, DCRE returned 6.03%/yr vs 10.41%/yr for FSCO. At a 0.03 correlation, their price movements are largely independent.
Performance
DCRE vs. FSCO - Performance Comparison
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Returns By Period
In the year-to-date period, DCRE achieves a 1.68% return, which is significantly higher than FSCO's -19.08% return.
DCRE
- 1D
- -0.02%
- 1M
- 0.17%
- 6M
- 1.48%
- YTD
- 1.68%
- 1Y
- 4.35%
- 3Y*
- 6.03%
- 5Y*
- —
- 10Y*
- —
FSCO
- 1D
- -1.45%
- 1M
- 0.17%
- 6M
- -20.72%
- YTD
- -19.08%
- 1Y
- -24.85%
- 3Y*
- 10.41%
- 5Y*
- —
- 10Y*
- —
DCRE vs. FSCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
DCRE DoubleLine Commercial Real Estate ETF | 1.68% | 5.86% | 6.86% | 5.22% |
FSCO FS Credit Opportunities Corp. | -19.08% | 3.68% | 34.88% | 41.04% |
Correlation
The correlation between DCRE and FSCO is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2023 | 0.03 |
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Return for Risk
DCRE vs. FSCO — Risk / Return Rank
DCRE
FSCO
DCRE vs. FSCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Commercial Real Estate ETF (DCRE) and FS Credit Opportunities Corp. (FSCO). 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.
| DCRE | FSCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.68 | ||
| Sortino ratioReturn per unit of downside risk | +7.59 | ||
| Omega ratioGain probability vs. loss probability | 1.84 | 0.85 | +0.99 |
| Calmar ratioReturn relative to maximum drawdown | 6.41 | -0.70 | +7.11 |
| Martin ratioReturn relative to average drawdown | 23.19 | -1.29 | +24.48 |
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Drawdowns
DCRE vs. FSCO - Drawdown Comparison
The maximum DCRE drawdown since its inception was -0.84%, smaller than the maximum FSCO drawdown of -35.53%. Use the drawdown chart below to compare losses from any high point for DCRE and FSCO.
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Drawdown Indicators
| DCRE | FSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.84% | -35.53% | +34.69% |
Max Drawdown (1Y)Largest decline over 1 year | -0.68% | -35.53% | +34.85% |
Max Drawdown (3Y)Largest decline over 3 years | -0.84% | -35.53% | +34.69% |
Current DrawdownCurrent decline from peak | -0.14% | -29.35% | +29.21% |
Average DrawdownAverage peak-to-trough decline | -0.11% | -8.45% | +8.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.19% | 19.26% | -19.07% |
Volatility
DCRE vs. FSCO - Volatility Comparison
The current volatility for DoubleLine Commercial Real Estate ETF (DCRE) is 0.33%, while FS Credit Opportunities Corp. (FSCO) has a volatility of 5.20%. This indicates that DCRE experiences smaller price fluctuations and is considered to be less risky than FSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DCRE | FSCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.33% | 5.20% | -4.87% |
Volatility (6M)Calculated over the trailing 6-month period | 0.92% | 22.64% | -21.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.16% | 27.60% | -26.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.57% | 28.03% | -26.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.57% | 28.03% | -26.46% |
Dividends
DCRE vs. FSCO - Dividend Comparison
DCRE's dividend yield for the trailing twelve months is around 4.76%, less than FSCO's 16.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DCRE DoubleLine Commercial Real Estate ETF | 4.76% | 4.84% | 5.52% | 3.47% | 0.00% |
FSCO FS Credit Opportunities Corp. | 16.29% | 12.65% | 10.47% | 11.26% | 1.95% |
Frequently Asked Questions
DCRE and FSCO have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FSCO has higher volatility (5.20%) compared to DCRE (0.33%). In terms of maximum drawdown, DCRE dropped -0.84% vs FSCO's -35.53%.
DCRE currently has the higher Sharpe Ratio (3.77 vs -0.90), 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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