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DFLEX vs. DBSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DFLEX vs. DBSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Flexible Income Fund (DFLEX) and Doubleline Selective Credit Fund (DBSCX). The values are adjusted to include any dividend payments, if applicable.

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DFLEX vs. DBSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DFLEX
DoubleLine Flexible Income Fund
0.22%6.58%8.65%7.84%-8.48%3.79%2.93%7.21%0.10%5.27%
DBSCX
Doubleline Selective Credit Fund
0.84%8.46%7.78%8.55%-8.10%4.13%1.83%5.68%3.03%8.75%

Returns By Period

In the year-to-date period, DFLEX achieves a 0.22% return, which is significantly lower than DBSCX's 0.84% return. Over the past 10 years, DFLEX has underperformed DBSCX with an annualized return of 3.79%, while DBSCX has yielded a comparatively higher 4.64% annualized return.


DFLEX

1D
0.11%
1M
-0.80%
YTD
0.22%
6M
1.54%
1Y
5.12%
3Y*
7.13%
5Y*
3.19%
10Y*
3.79%

DBSCX

1D
0.27%
1M
-0.92%
YTD
0.84%
6M
2.52%
1Y
6.62%
3Y*
7.70%
5Y*
3.85%
10Y*
4.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DFLEX vs. DBSCX - Expense Ratio Comparison

DFLEX has a 0.74% expense ratio, which is higher than DBSCX's 0.05% expense ratio.


Return for Risk

DFLEX vs. DBSCX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DFLEX
DFLEX Risk / Return Rank: 9898
Overall Rank
DFLEX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
DFLEX Sortino Ratio Rank: 9999
Sortino Ratio Rank
DFLEX Omega Ratio Rank: 9898
Omega Ratio Rank
DFLEX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DFLEX Martin Ratio Rank: 9898
Martin Ratio Rank

DBSCX
DBSCX Risk / Return Rank: 9898
Overall Rank
DBSCX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DBSCX Sortino Ratio Rank: 9898
Sortino Ratio Rank
DBSCX Omega Ratio Rank: 9797
Omega Ratio Rank
DBSCX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DBSCX Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DFLEX vs. DBSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Flexible Income Fund (DFLEX) and Doubleline Selective Credit Fund (DBSCX). 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.


DFLEXDBSCXDifference

Sharpe ratio

Return per unit of total volatility

3.69

3.00

+0.69

Sortino ratio

Return per unit of downside risk

6.09

4.46

+1.63

Omega ratio

Gain probability vs. loss probability

2.08

1.69

+0.38

Calmar ratio

Return relative to maximum drawdown

4.58

4.31

+0.27

Martin ratio

Return relative to average drawdown

20.46

17.20

+3.26

DFLEX vs. DBSCX - Sharpe Ratio Comparison

The current DFLEX Sharpe Ratio is 3.69, which is comparable to the DBSCX Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of DFLEX and DBSCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DFLEXDBSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.69

3.00

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.67

1.44

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.39

1.61

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

1.35

1.59

-0.24

Correlation

The correlation between DFLEX and DBSCX is 0.51, 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

DFLEX vs. DBSCX - Dividend Comparison

DFLEX's dividend yield for the trailing twelve months is around 5.14%, less than DBSCX's 5.89% yield.


TTM20252024202320222021202020192018201720162015
DFLEX
DoubleLine Flexible Income Fund
5.14%5.68%6.05%5.95%4.72%3.86%3.96%4.46%4.46%3.82%3.75%4.32%
DBSCX
Doubleline Selective Credit Fund
5.89%6.50%7.09%6.77%6.67%4.68%4.64%6.04%7.43%9.01%9.73%9.53%

Drawdowns

DFLEX vs. DBSCX - Drawdown Comparison

The maximum DFLEX drawdown since its inception was -17.29%, which is greater than DBSCX's maximum drawdown of -14.12%. Use the drawdown chart below to compare losses from any high point for DFLEX and DBSCX.


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Drawdown Indicators


DFLEXDBSCXDifference

Max Drawdown

Largest peak-to-trough decline

-17.29%

-14.12%

-3.17%

Max Drawdown (1Y)

Largest decline over 1 year

-1.15%

-1.60%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-11.00%

-9.52%

-1.48%

Max Drawdown (10Y)

Largest decline over 10 years

-17.29%

-14.12%

-3.17%

Current Drawdown

Current decline from peak

-0.80%

-0.92%

+0.12%

Average Drawdown

Average peak-to-trough decline

-1.58%

-1.25%

-0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.26%

0.40%

-0.14%

Volatility

DFLEX vs. DBSCX - Volatility Comparison

The current volatility for DoubleLine Flexible Income Fund (DFLEX) is 0.56%, while Doubleline Selective Credit Fund (DBSCX) has a volatility of 0.89%. This indicates that DFLEX experiences smaller price fluctuations and is considered to be less risky than DBSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DFLEXDBSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.56%

0.89%

-0.33%

Volatility (6M)

Calculated over the trailing 6-month period

0.91%

1.43%

-0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

1.40%

2.23%

-0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.92%

2.69%

-0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.73%

2.89%

-0.16%