DINDX vs. DBSCX

Last updated Jun 5, 2026

DINDX (Morgan Stanley Global Fixed Income Opportunities Fund) and DBSCX (Doubleline Selective Credit Fund) are both Multisector Bonds funds. At a 0.43 correlation, their price movements are largely independent. DINDX charges 0.56%/yr vs 0.05%/yr for DBSCX.

Performance

DINDX vs. DBSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Global Fixed Income Opportunities Fund (DINDX) and Doubleline Selective Credit Fund (DBSCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DINDX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DBSCX

• 1D: 0.00%
• 1M: 0.39%
• YTD: 1.71%
• 6M: 1.93%
• 1Y: 6.43%
• 3Y*: 7.62%
• 5Y*: 3.82%
• 10Y*: 4.60%

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

DINDX vs. DBSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DINDX Morgan Stanley Global Fixed Income Opportunities Fund	0.00%	8.28%	6.76%	8.49%	-7.06%	0.01%	5.10%	9.59%	-1.28%	7.54%
DBSCX Doubleline Selective Credit Fund	1.71%	8.46%	7.78%	8.55%	-8.10%	4.13%	1.83%	5.68%	3.03%	8.75%

Correlation

The correlation between DINDX and DBSCX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (10Y) Calculated over the trailing 10-year period	0.48
Correlation (All Time) Calculated using the full available price history since Jan 5, 2015	0.43

The correlation between DINDX and DBSCX shifts across timeframes, from 0.42 (1 year) to 0.69 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

DINDX vs. DBSCX — Risk / Return Rank

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

DBSCX

DBSCX Risk / Return Rank: 94
DBSCX Sharpe Ratio Rank: 94
DBSCX Sortino Ratio Rank: 95
DBSCX Omega Ratio Rank: 94
DBSCX Calmar Ratio Rank: 92
DBSCX Martin Ratio Rank: 94

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.

DINDX vs. DBSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Global Fixed Income Opportunities Fund (DINDX) 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.

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

Sharpe Ratios by Period

	DINDX	DBSCX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	3.27	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.41	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.59	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	1.60	—

Drawdowns

Drawdown Indicators

	DINDX	DBSCX	Difference
Max Drawdown Largest peak-to-trough decline	—	-14.12%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-1.32%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-1.91%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-9.52%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-14.12%	—
Current Drawdown Current decline from peak	—	-0.13%	—
Average Drawdown Average peak-to-trough decline	—	-1.24%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.33%	—

Volatility

Volatility by Period

	DINDX	DBSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.71%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.52%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	2.06%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	2.71%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	2.90%	—

DINDX vs. DBSCX - Expense Ratio Comparison

DINDX has a 0.56% expense ratio, which is higher than DBSCX's 0.05% expense ratio.

Dividends

DINDX vs. DBSCX - Dividend Comparison

DINDX has not paid dividends to shareholders, while DBSCX's dividend yield for the trailing twelve months is around 6.57%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DBSCX Doubleline Selective Credit Fund	6.57%	6.50%	7.09%	6.77%	6.67%	4.68%	4.64%	6.04%	7.43%	9.01%	9.73%	9.53%
DINDX Morgan Stanley Global Fixed Income Opportunities Fund	2.69%	4.69%	5.36%	4.69%	5.82%	3.52%	2.98%	3.43%	3.68%	3.13%	6.24%	4.80%

Frequently Asked Questions

Can I hold both DINDX and DBSCX in my portfolio?

DINDX and DBSCX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.