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DSL vs. DBL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DSL vs. DBL - Performance Comparison

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

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DSL vs. DBL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DSL
DoubleLine Income Solutions Fund
-1.15%-0.01%15.00%23.41%-22.61%7.39%-6.49%25.10%-6.04%16.39%
DBL
DoubleLine Opportunistic Credit Fund
-1.86%7.16%10.05%13.11%-15.83%4.61%3.93%16.74%-6.24%4.49%

Returns By Period

In the year-to-date period, DSL achieves a -1.15% return, which is significantly higher than DBL's -1.86% return. Over the past 10 years, DSL has outperformed DBL with an annualized return of 6.02%, while DBL has yielded a comparatively lower 2.32% annualized 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%

DBL

1D
0.27%
1M
-0.94%
YTD
-1.86%
6M
-1.42%
1Y
2.18%
3Y*
10.28%
5Y*
2.46%
10Y*
2.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DSL vs. DBL - Expense Ratio Comparison

DSL has a 2.28% expense ratio, which is lower than DBL's 2.43% expense ratio.


Return for Risk

DSL vs. DBL — 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

DBL
DBL Risk / Return Rank: 88
Overall Rank
DBL Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DBL Sortino Ratio Rank: 77
Sortino Ratio Rank
DBL Omega Ratio Rank: 66
Omega Ratio Rank
DBL Calmar Ratio Rank: 99
Calmar Ratio Rank
DBL Martin Ratio Rank: 99
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. DBL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Income Solutions Fund (DSL) and DoubleLine Opportunistic Credit Fund (DBL). 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.


DSLDBLDifference

Sharpe ratio

Return per unit of total volatility

-0.27

0.27

-0.55

Sortino ratio

Return per unit of downside risk

-0.26

0.46

-0.72

Omega ratio

Gain probability vs. loss probability

0.96

1.05

-0.10

Calmar ratio

Return relative to maximum drawdown

-0.36

0.37

-0.73

Martin ratio

Return relative to average drawdown

-0.76

1.25

-2.00

DSL vs. DBL - Sharpe Ratio Comparison

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


DSLDBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

0.27

-0.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.21

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

0.16

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.32

-0.13

Correlation

The correlation between DSL and DBL is 0.29, 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. DBL - Dividend Comparison

DSL's dividend yield for the trailing twelve months is around 12.20%, more than DBL's 9.02% 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%
DBL
DoubleLine Opportunistic Credit Fund
9.02%8.66%8.52%8.60%8.89%7.17%8.69%6.83%10.27%9.03%8.68%9.35%

Drawdowns

DSL vs. DBL - Drawdown Comparison

The maximum DSL drawdown since its inception was -49.51%, which is greater than DBL's maximum drawdown of -26.45%. Use the drawdown chart below to compare losses from any high point for DSL and DBL.


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Drawdown Indicators


DSLDBLDifference

Max Drawdown

Largest peak-to-trough decline

-49.51%

-26.45%

-23.06%

Max Drawdown (1Y)

Largest decline over 1 year

-11.16%

-5.72%

-5.44%

Max Drawdown (5Y)

Largest decline over 5 years

-34.18%

-24.54%

-9.64%

Max Drawdown (10Y)

Largest decline over 10 years

-49.51%

-26.45%

-23.06%

Current Drawdown

Current decline from peak

-8.71%

-2.80%

-5.91%

Average Drawdown

Average peak-to-trough decline

-8.77%

-6.90%

-1.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.31%

1.69%

+3.62%

Volatility

DSL vs. DBL - Volatility Comparison

DoubleLine Income Solutions Fund (DSL) has a higher volatility of 5.02% compared to DoubleLine Opportunistic Credit Fund (DBL) at 3.81%. This indicates that DSL's price experiences larger fluctuations and is considered to be riskier than DBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSLDBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

3.81%

+1.21%

Volatility (6M)

Calculated over the trailing 6-month period

7.04%

5.44%

+1.60%

Volatility (1Y)

Calculated over the trailing 1-year period

13.57%

8.04%

+5.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.80%

11.59%

+3.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.07%

14.62%

+5.45%