DLY vs. DSEUX
Compare and contrast key facts about DoubleLine Yield Opportunities Fund (DLY) and DoubleLine Shiller Enhanced International CAPE (DSEUX).
DLY is an actively managed fund by DoubleLine. It was launched on Feb 26, 2020. DSEUX is managed by DoubleLine. It was launched on Dec 22, 2016.
Performance
DLY vs. DSEUX - Performance Comparison
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DLY vs. DSEUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DLY DoubleLine Yield Opportunities Fund | -3.21% | 0.63% | 16.29% | 25.48% | -23.08% | 8.56% | -3.06% |
DSEUX DoubleLine Shiller Enhanced International CAPE | 7.07% | 29.25% | -3.73% | 17.30% | -17.38% | 18.40% | 17.73% |
Returns By Period
In the year-to-date period, DLY achieves a -3.21% return, which is significantly lower than DSEUX's 7.07% return.
DLY
- 1D
- -1.08%
- 1M
- -4.58%
- YTD
- -3.21%
- 6M
- -5.10%
- 1Y
- -6.29%
- 3Y*
- 8.76%
- 5Y*
- 2.23%
- 10Y*
- —
DSEUX
- 1D
- 0.49%
- 1M
- 0.00%
- YTD
- 7.07%
- 6M
- 12.15%
- 1Y
- 26.43%
- 3Y*
- 12.31%
- 5Y*
- 7.32%
- 10Y*
- —
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DLY vs. DSEUX - Expense Ratio Comparison
DLY has a 2.91% expense ratio, which is higher than DSEUX's 0.61% expense ratio.
Return for Risk
DLY vs. DSEUX — Risk / Return Rank
DLY
DSEUX
DLY vs. DSEUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Yield Opportunities Fund (DLY) and DoubleLine Shiller Enhanced International CAPE (DSEUX). 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.
| DLY | DSEUX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.52 | 1.65 | -2.17 |
Sortino ratioReturn per unit of downside risk | -0.58 | 2.13 | -2.71 |
Omega ratioGain probability vs. loss probability | 0.90 | 1.32 | -0.42 |
Calmar ratioReturn relative to maximum drawdown | -0.62 | 2.11 | -2.73 |
Martin ratioReturn relative to average drawdown | -1.67 | 9.99 | -11.66 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DLY | DSEUX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.52 | 1.65 | -2.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.44 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.53 | -0.38 |
Correlation
The correlation between DLY and DSEUX is 0.28, 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
DLY vs. DSEUX - Dividend Comparison
DLY's dividend yield for the trailing twelve months is around 10.19%, more than DSEUX's 3.86% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DLY DoubleLine Yield Opportunities Fund | 10.19% | 9.63% | 8.85% | 9.84% | 10.67% | 7.49% | 5.67% | 0.00% | 0.00% | 0.00% |
DSEUX DoubleLine Shiller Enhanced International CAPE | 3.86% | 4.72% | 6.88% | 5.40% | 4.30% | 2.14% | 1.87% | 3.04% | 9.19% | 5.71% |
Drawdowns
DLY vs. DSEUX - Drawdown Comparison
The maximum DLY drawdown since its inception was -28.61%, smaller than the maximum DSEUX drawdown of -36.27%. Use the drawdown chart below to compare losses from any high point for DLY and DSEUX.
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Drawdown Indicators
| DLY | DSEUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.61% | -36.27% | +7.66% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -12.18% | +3.44% |
Max Drawdown (5Y)Largest decline over 5 years | -28.61% | -31.58% | +2.97% |
Current DrawdownCurrent decline from peak | -7.19% | -3.99% | -3.20% |
Average DrawdownAverage peak-to-trough decline | -7.94% | -7.01% | -0.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.80% | 2.57% | +1.23% |
Volatility
DLY vs. DSEUX - Volatility Comparison
DoubleLine Yield Opportunities Fund (DLY) and DoubleLine Shiller Enhanced International CAPE (DSEUX) have volatilities of 5.18% and 5.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DLY | DSEUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.18% | 5.07% | +0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 6.51% | 9.24% | -2.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.26% | 16.70% | -4.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.54% | 16.74% | -3.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.19% | 17.03% | -1.84% |