DFVE vs. DSCO

Last updated Jul 14, 2026

DFVE (Doubleline Fortune 500 Equal Weight ETF) and DSCO (DoubleLine Securitized Credit ETF) are both exchange-traded funds - DFVE is a Large Cap Blend Equities fund tracking the Barclays Fortune 500 Equal Weighted Index - Benchmark TR Gross, while DSCO is a Mortgage Backed Securities fund actively managed by DoubleLine. DFVE is passively managed, while DSCO is actively managed. At a 0.34 correlation, their price movements are largely independent. DFVE charges 0.20%/yr vs 0.50%/yr for DSCO.

Performance

DFVE vs. DSCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Doubleline Fortune 500 Equal Weight ETF (DFVE) and DoubleLine Securitized Credit ETF (DSCO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DFVE

• 1D: 0.02%
• 1M: 1.16%
• 6M: 9.69%
• YTD: 14.05%
• 1Y: 20.92%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DSCO

• 1D: -0.14%
• 1M: 0.25%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DFVE vs. DSCO - Yearly Performance Comparison

	2026 (YTD)
DFVE Doubleline Fortune 500 Equal Weight ETF	9.78%
DSCO DoubleLine Securitized Credit ETF	1.23%

Correlation

The correlation between DFVE and DSCO is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 2, 2026	0.34

Return for Risk

DFVE vs. DSCO — Risk / Return Rank

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

DFVE

DFVE Risk / Return Rank: 65
DFVE Sharpe Ratio Rank: 63
DFVE Sortino Ratio Rank: 67
DFVE Omega Ratio Rank: 61
DFVE Calmar Ratio Rank: 68
DFVE Martin Ratio Rank: 67

DSCO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

DFVE vs. DSCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Doubleline Fortune 500 Equal Weight ETF (DFVE) and DoubleLine Securitized Credit ETF (DSCO). 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.

	DFVE	DSCO	Difference
Sharpe ratio: Return per unit of total volatility	1.66	—	—
Sortino ratio: Return per unit of downside risk	2.44	—	—
Omega ratio: Gain probability vs. loss probability	1.30	—	—
Calmar ratio: Return relative to maximum drawdown	2.70	—	—
Martin ratio: Return relative to average drawdown	9.60	—	—

Drawdowns

DFVE vs. DSCO - Drawdown Comparison

The maximum DFVE drawdown since its inception was -19.43%, which is greater than DSCO's maximum drawdown of -1.64%. Use the drawdown chart below to compare losses from any high point for DFVE and DSCO.

Drawdown Indicators

	DFVE	DSCO	Difference
Max Drawdown Largest peak-to-trough decline	-19.43%	-1.64%	-17.79%
Max Drawdown (1Y) Largest decline over 1 year	-7.79%	—	—
Current Drawdown Current decline from peak	0.00%	-0.19%	+0.19%
Average Drawdown Average peak-to-trough decline	-2.67%	-0.60%	-2.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.18%	—	—

Volatility

Volatility by Period

	DFVE	DSCO	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.10%	—	—
Volatility (6M) Calculated over the trailing 6-month period	9.03%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.66%	2.43%	+10.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.37%	2.43%	+12.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.37%	2.43%	+12.94%

DFVE vs. DSCO - Expense Ratio Comparison

DFVE has a 0.20% expense ratio, which is lower than DSCO's 0.50% expense ratio.

Dividends

DFVE vs. DSCO - Dividend Comparison

DFVE's dividend yield for the trailing twelve months is around 1.37%, less than DSCO's 2.26% yield.

Position	TTM	2025	2024
DFVE Doubleline Fortune 500 Equal Weight ETF	1.37%	1.52%	1.53%
DSCO DoubleLine Securitized Credit ETF	2.26%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFVE and DSCO in my portfolio?

DFVE and DSCO have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DFVE or DSCO?

On fees, DFVE is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DFVE or DSCO?

DFVE is cheaper with a 0.20% expense ratio, compared with 0.50% for DSCO.

Which ETF pays a higher dividend yield, DFVE or DSCO?

DSCO has the higher dividend yield at 2.26%, compared with 1.37% for DFVE.

What is the main difference between DFVE and DSCO?

DFVE is categorized as Large Cap Blend Equities, while DSCO is Mortgage Backed Securities. Their fees differ too: 0.20% for DFVE and 0.50% for DSCO.