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DLY vs. RFXIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DLY vs. RFXIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Yield Opportunities Fund (DLY) and Rational Special Situations Income Fund (RFXIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DLY achieves a -0.38% return, which is significantly lower than RFXIX's 1.79% return.


DLY

1D
-0.36%
1M
-1.37%
YTD
-0.38%
6M
0.15%
1Y
-2.54%
3Y*
9.10%
5Y*
2.07%
10Y*

RFXIX

1D
0.00%
1M
0.23%
YTD
1.79%
6M
1.65%
1Y
5.05%
3Y*
5.71%
5Y*
4.26%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DLY vs. RFXIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DLY
DoubleLine Yield Opportunities Fund
-0.38%0.63%16.29%25.48%-23.08%8.56%-3.06%
RFXIX
Rational Special Situations Income Fund
1.79%4.73%8.95%4.08%-0.85%5.30%-0.27%

Correlation

The correlation between DLY and RFXIX is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Feb 27, 2020

0.14

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Return for Risk

DLY vs. RFXIX — Risk / Return Rank

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

DLY
DLY Risk / Return Rank: 11
Overall Rank
DLY Sharpe Ratio Rank: 11
Sharpe Ratio Rank
DLY Sortino Ratio Rank: 11
Sortino Ratio Rank
DLY Omega Ratio Rank: 11
Omega Ratio Rank
DLY Calmar Ratio Rank: 11
Calmar Ratio Rank
DLY Martin Ratio Rank: 11
Martin Ratio Rank

RFXIX
RFXIX Risk / Return Rank: 9797
Overall Rank
RFXIX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
RFXIX Sortino Ratio Rank: 9696
Sortino Ratio Rank
RFXIX Omega Ratio Rank: 9898
Omega Ratio Rank
RFXIX Calmar Ratio Rank: 9797
Calmar Ratio Rank
RFXIX Martin Ratio Rank: 9797
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.

DLY vs. RFXIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Yield Opportunities Fund (DLY) and Rational Special Situations Income Fund (RFXIX). 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.


DLYRFXIXDifference
Sharpe ratioReturn per unit of total volatility

-3.93

Sortino ratioReturn per unit of downside risk

-5.78

Omega ratioGain probability vs. loss probability

0.95

2.10

-1.15

Calmar ratioReturn relative to maximum drawdown

-0.29

7.03

-7.32

Martin ratioReturn relative to average drawdown

-0.75

28.70

-29.45

DLY vs. RFXIX - Sharpe Ratio Comparison

The current DLY Sharpe Ratio is -0.32, which is lower than the RFXIX Sharpe Ratio of 3.61. The chart below compares the historical Sharpe Ratios of DLY and RFXIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DLYRFXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.32

3.61

-3.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

2.19

-2.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.18

1.41

-1.23

Drawdowns

DLY vs. RFXIX - Drawdown Comparison

The maximum DLY drawdown since its inception was -28.61%, which is greater than RFXIX's maximum drawdown of -12.91%. Use the drawdown chart below to compare losses from any high point for DLY and RFXIX.


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Drawdown Indicators


DLYRFXIXDifference

Max Drawdown

Largest peak-to-trough decline

-28.61%

-12.91%

-15.70%

Max Drawdown (1Y)

Largest decline over 1 year

-8.74%

-0.72%

-8.02%

Max Drawdown (3Y)

Largest decline over 3 years

-10.81%

-1.05%

-9.76%

Max Drawdown (5Y)

Largest decline over 5 years

-28.61%

-4.93%

-23.68%

Current Drawdown

Current decline from peak

-4.48%

0.00%

-4.48%

Average Drawdown

Average peak-to-trough decline

-7.82%

-0.87%

-6.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

0.18%

+3.22%

Volatility

DLY vs. RFXIX - Volatility Comparison

DoubleLine Yield Opportunities Fund (DLY) has a higher volatility of 1.93% compared to Rational Special Situations Income Fund (RFXIX) at 0.32%. This indicates that DLY's price experiences larger fluctuations and is considered to be riskier than RFXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DLYRFXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.93%

0.32%

+1.61%

Volatility (6M)

Calculated over the trailing 6-month period

6.85%

0.77%

+6.08%

Volatility (1Y)

Calculated over the trailing 1-year period

8.09%

1.41%

+6.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.57%

1.95%

+11.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.05%

2.95%

+12.10%

DLY vs. RFXIX - Expense Ratio Comparison

DLY has a 2.91% expense ratio, which is higher than RFXIX's 1.76% expense ratio.


Dividends

DLY vs. RFXIX - Dividend Comparison

DLY's dividend yield for the trailing twelve months is around 10.07%, more than RFXIX's 5.40% yield.


PositionTTM2025202420232022202120202019
DLY
DoubleLine Yield Opportunities Fund
10.07%9.63%8.85%9.84%10.67%7.49%5.67%0.00%
RFXIX
Rational Special Situations Income Fund
5.40%5.02%6.69%7.85%6.08%5.04%4.99%1.39%

Frequently Asked Questions


DLY and RFXIX have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DLY has higher volatility (1.93%) compared to RFXIX (0.32%). In terms of maximum drawdown, DLY dropped -28.61% vs RFXIX's -12.91%.

RFXIX currently has the higher Sharpe Ratio (3.61 vs -0.32), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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