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DLSNX vs. DSL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DLSNX vs. DSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Low Duration Bond Fund Class N (DLSNX) and DoubleLine Income Solutions Fund (DSL). The values are adjusted to include any dividend payments, if applicable.

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DLSNX vs. DSL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DLSNX
DoubleLine Low Duration Bond Fund Class N
0.32%5.49%5.06%6.50%-3.04%0.56%1.76%4.47%1.15%2.30%
DSL
DoubleLine Income Solutions Fund
-1.06%-0.01%15.00%23.41%-22.61%7.39%-6.49%25.10%-6.04%16.39%

Returns By Period

In the year-to-date period, DLSNX achieves a 0.32% return, which is significantly higher than DSL's -1.06% return. Over the past 10 years, DLSNX has underperformed DSL with an annualized return of 2.61%, while DSL has yielded a comparatively higher 6.03% annualized return.


DLSNX

1D
0.10%
1M
-0.52%
YTD
0.32%
6M
1.41%
1Y
4.24%
3Y*
5.15%
5Y*
2.86%
10Y*
2.61%

DSL

1D
2.85%
1M
-4.14%
YTD
-1.06%
6M
-6.55%
1Y
-3.92%
3Y*
10.04%
5Y*
0.87%
10Y*
6.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DLSNX vs. DSL - Expense Ratio Comparison

DLSNX has a 0.70% expense ratio, which is lower than DSL's 2.28% expense ratio.


Return for Risk

DLSNX vs. DSL — Risk / Return Rank

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

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

DSL
DSL Risk / Return Rank: 33
Overall Rank
DSL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DSL Sortino Ratio Rank: 33
Sortino Ratio Rank
DSL Omega Ratio Rank: 22
Omega Ratio Rank
DSL Calmar Ratio Rank: 33
Calmar Ratio Rank
DSL Martin Ratio Rank: 44
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.

DLSNX vs. DSL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Low Duration Bond Fund Class N (DLSNX) and DoubleLine Income Solutions Fund (DSL). 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.


DLSNXDSLDifference

Sharpe ratio

Return per unit of total volatility

3.40

-0.29

+3.69

Sortino ratio

Return per unit of downside risk

5.53

-0.28

+5.81

Omega ratio

Gain probability vs. loss probability

1.90

0.95

+0.95

Calmar ratio

Return relative to maximum drawdown

6.10

-0.29

+6.38

Martin ratio

Return relative to average drawdown

27.65

-0.62

+28.27

DLSNX vs. DSL - Sharpe Ratio Comparison

The current DLSNX Sharpe Ratio is 3.40, which is higher than the DSL Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of DLSNX and DSL, 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


DLSNXDSLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.40

-0.29

+3.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.05

0.06

+1.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.30

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.20

-0.18

Correlation

The correlation between DLSNX and DSL is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DLSNX vs. DSL - Dividend Comparison

DLSNX's dividend yield for the trailing twelve months is around 3.96%, less than DSL's 12.19% yield.


TTM20252024202320222021202020192018201720162015
DLSNX
DoubleLine Low Duration Bond Fund Class N
3.96%4.40%4.85%4.25%2.24%1.47%2.12%2.96%2.67%2.18%2.27%2.22%
DSL
DoubleLine Income Solutions Fund
12.19%11.71%11.38%10.78%13.67%10.74%10.69%9.33%10.39%9.11%9.53%11.63%

Drawdowns

DLSNX vs. DSL - Drawdown Comparison

The maximum DLSNX drawdown since its inception was -86.56%, which is greater than DSL's maximum drawdown of -49.51%. Use the drawdown chart below to compare losses from any high point for DLSNX and DSL.


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Drawdown Indicators


DLSNXDSLDifference

Max Drawdown

Largest peak-to-trough decline

-86.56%

-49.51%

-37.05%

Max Drawdown (1Y)

Largest decline over 1 year

-0.72%

-11.30%

+10.58%

Max Drawdown (5Y)

Largest decline over 5 years

-4.91%

-34.18%

+29.27%

Max Drawdown (10Y)

Largest decline over 10 years

-86.56%

-49.51%

-37.05%

Current Drawdown

Current decline from peak

-83.09%

-8.63%

-74.46%

Average Drawdown

Average peak-to-trough decline

-50.17%

-8.77%

-41.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.16%

5.32%

-5.16%

Volatility

DLSNX vs. DSL - Volatility Comparison

The current volatility for DoubleLine Low Duration Bond Fund Class N (DLSNX) is 0.45%, while DoubleLine Income Solutions Fund (DSL) has a volatility of 5.09%. This indicates that DLSNX experiences smaller price fluctuations and is considered to be less risky than DSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DLSNXDSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.45%

5.09%

-4.64%

Volatility (6M)

Calculated over the trailing 6-month period

0.81%

7.05%

-6.24%

Volatility (1Y)

Calculated over the trailing 1-year period

1.27%

13.58%

-12.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.40%

14.80%

-13.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

203.30%

20.08%

+183.22%