DLY vs. DSL

In the year-to-date period, DLY achieves a 1.39% return, which is significantly higher than DSL's 0.56% return.

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DLY has a 2.91% expense ratio, which is higher than DSL's 2.28% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Yield Opportunities Fund (DLY) 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.

The current DLY Sharpe Ratio is 0.57, which is comparable to the DSL Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of DLY 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.

DLY's dividend yield for the trailing twelve months is around 9.40%, less than DSL's 10.82% yield.

The maximum DLY drawdown since its inception was -28.60%, smaller than the maximum DSL drawdown of -49.51%. Use the drawdown chart below to compare losses from any high point for DLY and DSL. For additional features, visit the drawdowns tool.

The current volatility for DoubleLine Yield Opportunities Fund (DLY) is 3.02%, while DoubleLine Income Solutions Fund (DSL) has a volatility of 3.84%. This indicates that DLY 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.