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DSL vs. CRDOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSL vs. CRDOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Income Solutions Fund (DSL) and Six Circles Credit Opportunities Fund (CRDOX). The values are adjusted to include any dividend payments, if applicable.

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DSL vs. CRDOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
DSL
DoubleLine Income Solutions Fund
-1.15%-0.01%15.00%23.41%-22.61%7.39%-0.69%
CRDOX
Six Circles Credit Opportunities Fund
-1.45%7.48%8.69%8.06%-10.62%2.66%1.71%

Returns By Period

In the year-to-date period, DSL achieves a -1.15% return, which is significantly higher than CRDOX's -1.45% return.


DSL

1D
-0.09%
1M
-4.39%
YTD
-1.15%
6M
-7.24%
1Y
-3.71%
3Y*
10.00%
5Y*
0.85%
10Y*
6.02%

CRDOX

1D
0.34%
1M
-2.43%
YTD
-1.45%
6M
0.10%
1Y
6.40%
3Y*
6.56%
5Y*
2.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DSL vs. CRDOX - Expense Ratio Comparison

DSL has a 2.28% expense ratio, which is higher than CRDOX's 0.29% expense ratio.


Return for Risk

DSL vs. CRDOX — Risk / Return Rank

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

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

CRDOX
CRDOX Risk / Return Rank: 8484
Overall Rank
CRDOX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CRDOX Sortino Ratio Rank: 9292
Sortino Ratio Rank
CRDOX Omega Ratio Rank: 9393
Omega Ratio Rank
CRDOX Calmar Ratio Rank: 6868
Calmar Ratio Rank
CRDOX Martin Ratio Rank: 7474
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.

DSL vs. CRDOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Income Solutions Fund (DSL) and Six Circles Credit Opportunities Fund (CRDOX). 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.


DSLCRDOXDifference

Sharpe ratio

Return per unit of total volatility

-0.27

2.04

-2.32

Sortino ratio

Return per unit of downside risk

-0.26

2.80

-3.06

Omega ratio

Gain probability vs. loss probability

0.96

1.47

-0.52

Calmar ratio

Return relative to maximum drawdown

-0.36

1.81

-2.16

Martin ratio

Return relative to average drawdown

-0.76

8.08

-8.84

DSL vs. CRDOX - Sharpe Ratio Comparison

The current DSL Sharpe Ratio is -0.27, which is lower than the CRDOX Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of DSL and CRDOX, 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


DSLCRDOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

2.04

-2.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.66

-0.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.72

-0.52

Correlation

The correlation between DSL and CRDOX is 0.34, 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

DSL vs. CRDOX - Dividend Comparison

DSL's dividend yield for the trailing twelve months is around 12.20%, more than CRDOX's 6.34% yield.


TTM20252024202320222021202020192018201720162015
DSL
DoubleLine Income Solutions Fund
12.20%11.71%11.38%10.78%13.67%10.74%10.69%9.33%10.39%9.11%9.53%11.63%
CRDOX
Six Circles Credit Opportunities Fund
6.34%5.18%6.96%6.86%5.82%2.73%0.33%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DSL vs. CRDOX - Drawdown Comparison

The maximum DSL drawdown since its inception was -49.51%, which is greater than CRDOX's maximum drawdown of -15.92%. Use the drawdown chart below to compare losses from any high point for DSL and CRDOX.


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Drawdown Indicators


DSLCRDOXDifference

Max Drawdown

Largest peak-to-trough decline

-49.51%

-15.92%

-33.59%

Max Drawdown (1Y)

Largest decline over 1 year

-11.16%

-3.14%

-8.02%

Max Drawdown (5Y)

Largest decline over 5 years

-34.18%

-15.92%

-18.26%

Max Drawdown (10Y)

Largest decline over 10 years

-49.51%

Current Drawdown

Current decline from peak

-8.71%

-2.81%

-5.90%

Average Drawdown

Average peak-to-trough decline

-8.77%

-3.63%

-5.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.31%

0.70%

+4.61%

Volatility

DSL vs. CRDOX - Volatility Comparison

DoubleLine Income Solutions Fund (DSL) has a higher volatility of 5.02% compared to Six Circles Credit Opportunities Fund (CRDOX) at 1.44%. This indicates that DSL's price experiences larger fluctuations and is considered to be riskier than CRDOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSLCRDOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

1.44%

+3.58%

Volatility (6M)

Calculated over the trailing 6-month period

7.04%

2.19%

+4.85%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

3.28%

+10.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.80%

4.11%

+10.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.07%

4.04%

+16.03%