DSL vs. DBCMX
DSL (DoubleLine Income Solutions Fund) and DBCMX (DoubleLine Strategic Commodity Fund) are both mutual funds - DSL is a High Yield Bonds fund managed by DoubleLine, while DBCMX is a Commodities fund managed by DoubleLine. Over the past 10 years, DSL returned 4.86%/yr vs 7.53%/yr for DBCMX. Their 0.12 correlation means their historical movements had little consistent relationship. DSL charges 2.28%/yr vs 1.02%/yr for DBCMX.
Performance
DSL vs. DBCMX - Performance Comparison
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Returns By Period
In the year-to-date period, DSL achieves a 1.45% return, which is significantly lower than DBCMX's 29.78% return. Over the past 10 years, DSL has underperformed DBCMX with an annualized return of 4.86%, while DBCMX has yielded a comparatively higher 7.53% annualized return.
DSL
- 1D
- -0.28%
- 1M
- -2.10%
- 6M
- -1.37%
- YTD
- 1.45%
- 1Y
- -1.01%
- 3Y*
- 7.37%
- 5Y*
- 1.14%
- 10Y*
- 4.86%
- ALL TIME*
- 3.86%
DBCMX
- 1D
- -0.43%
- 1M
- 8.57%
- 6M
- 23.78%
- YTD
- 29.78%
- 1Y
- 35.56%
- 3Y*
- 9.18%
- 5Y*
- 9.45%
- 10Y*
- 7.53%
- ALL TIME*
- 7.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $5.15M | $6.19M | $5.58M |
DSL vs. DBCMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSL DoubleLine Income Solutions Fund | 1.45% | -0.01% | 15.00% | 23.41% | -22.61% | 7.39% | -6.49% | 25.10% | -6.04% | 16.39% |
DBCMX DoubleLine Strategic Commodity Fund | 29.78% | 6.10% | 0.45% | -3.96% | 13.40% | 31.24% | -6.07% | 4.78% | -10.65% | 9.17% |
Correlation
The correlation between DSL and DBCMX is -0.10, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.10 |
Correlation (3Y) Balances recent behavior with more history. | -0.06 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.05 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.12 |
The correlation between DSL and DBCMX shifts across timeframes, from -0.10 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DSL vs. DBCMX — Risk / Return Rank
DSL
DBCMX
DSL vs. DBCMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Income Solutions Fund (DSL) and DoubleLine Strategic Commodity Fund (DBCMX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DSL | DBCMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.43 | ||
| Sortino ratioReturn per unit of downside risk | -3.22 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.39 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 2.79 | -2.92 |
| Martin ratioReturn relative to average drawdown | -0.24 | 10.33 | -10.56 |
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Drawdowns
DSL vs. DBCMX - Drawdown Comparison
The maximum DSL drawdown since its inception was -49.51%, which is greater than DBCMX's maximum drawdown of -37.62%. Use the drawdown chart below to compare losses from any high point for DSL and DBCMX.
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Drawdown Indicators
| DSL | DBCMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.51% | -37.62% | -11.89% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -11.98% | +0.82% |
Max Drawdown (3Y)Largest decline over 3 years | -14.43% | -14.75% | +0.32% |
Max Drawdown (5Y)Largest decline over 5 years | -34.18% | -27.60% | -6.58% |
Max Drawdown (10Y)Largest decline over 10 years | -49.51% | -37.62% | -11.89% |
Current DrawdownCurrent decline from peak | -6.31% | -3.20% | -3.11% |
Average DrawdownAverage peak-to-trough decline | -8.70% | -13.16% | +4.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.99% | 3.25% | +2.74% |
Volatility
DSL vs. DBCMX - Volatility Comparison
The current volatility for DoubleLine Income Solutions Fund (DSL) is 3.08%, while DoubleLine Strategic Commodity Fund (DBCMX) has a volatility of 4.43%. This indicates that DSL experiences smaller price fluctuations and is considered to be less risky than DBCMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSL | DBCMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 4.43% | -1.35% |
Volatility (6M)Calculated over the trailing 6-month period | 8.23% | 12.88% | -4.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.80% | 14.67% | -4.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 16.24% | -1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.09% | 14.61% | +5.48% |
DSL vs. DBCMX - Expense Ratio Comparison
DSL has a 2.28% expense ratio, which is higher than DBCMX's 1.02% expense ratio.
Dividends
DSL vs. DBCMX - Dividend Comparison
DSL's dividend yield for the trailing twelve months is around 12.37%, more than DBCMX's 2.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBCMX DoubleLine Strategic Commodity Fund | 2.34% | 3.04% | 2.89% | 3.30% | 46.88% | 13.53% | 0.00% | 1.04% | 1.21% | 5.23% | 0.51% | 0.00% |
DSL DoubleLine Income Solutions Fund | 12.37% | 11.71% | 11.38% | 10.78% | 13.67% | 10.74% | 10.69% | 9.33% | 10.39% | 9.11% | 9.53% | 11.63% |
Frequently Asked Questions
DSL and DBCMX have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DBCMX has higher volatility (4.43%) compared to DSL (3.08%). In terms of maximum drawdown, DSL dropped -49.51% vs DBCMX's -37.62%.
DBCMX currently has the higher Sharpe Ratio (2.28 vs -0.15), 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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