DSL vs. DBLSX
DSL (DoubleLine Income Solutions Fund) and DBLSX (DoubleLine Low Duration Bond Fund) are both mutual funds - DSL is a High Yield Bonds fund managed by DoubleLine, while DBLSX is a Short-Term Bond fund managed by DoubleLine. Over the past 10 years, DSL returned 5.34%/yr vs 2.85%/yr for DBLSX. At a 0.17 correlation, their price movements are largely independent. DSL charges 2.28%/yr vs 0.41%/yr for DBLSX.
Performance
DSL vs. DBLSX - Performance Comparison
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Returns By Period
In the year-to-date period, DSL achieves a 1.56% return, which is significantly higher than DBLSX's 1.17% return. Over the past 10 years, DSL has outperformed DBLSX with an annualized return of 5.34%, while DBLSX has yielded a comparatively lower 2.85% annualized return.
DSL
- 1D
- -0.19%
- 1M
- 0.18%
- YTD
- 1.56%
- 6M
- 1.92%
- 1Y
- -0.66%
- 3Y*
- 8.22%
- 5Y*
- 1.04%
- 10Y*
- 5.34%
DBLSX
- 1D
- 0.10%
- 1M
- 0.35%
- YTD
- 1.17%
- 6M
- 1.27%
- 1Y
- 3.97%
- 3Y*
- 5.44%
- 5Y*
- 3.19%
- 10Y*
- 2.85%
DSL vs. DBLSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSL DoubleLine Income Solutions Fund | 1.56% | -0.01% | 15.00% | 23.41% | -22.61% | 7.39% | -6.49% | 25.10% | -6.04% | 16.39% |
DBLSX DoubleLine Low Duration Bond Fund | 1.17% | 5.74% | 5.32% | 6.76% | -2.69% | 0.70% | 2.02% | 4.73% | 1.40% | 2.65% |
Correlation
The correlation between DSL and DBLSX is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2013 | 0.17 |
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Return for Risk
DSL vs. DBLSX — Risk / Return Rank
DSL
DBLSX
DSL vs. DBLSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Income Solutions Fund (DSL) and DoubleLine Low Duration Bond Fund (DBLSX). 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 | DBLSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.48 | ||
| Sortino ratioReturn per unit of downside risk | -5.57 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.93 | -0.94 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 5.67 | -5.73 |
| Martin ratioReturn relative to average drawdown | -0.12 | 25.87 | -25.99 |
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Drawdowns
DSL vs. DBLSX - Drawdown Comparison
The maximum DSL drawdown since its inception was -49.51%, smaller than the maximum DBLSX drawdown of -57.22%. Use the drawdown chart below to compare losses from any high point for DSL and DBLSX.
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Drawdown Indicators
| DSL | DBLSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.51% | -57.22% | +7.71% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -0.72% | -10.44% |
Max Drawdown (3Y)Largest decline over 3 years | -14.43% | -0.72% | -13.71% |
Max Drawdown (5Y)Largest decline over 5 years | -34.18% | -4.71% | -29.47% |
Max Drawdown (10Y)Largest decline over 10 years | -49.51% | -57.22% | +7.71% |
Current DrawdownCurrent decline from peak | -6.21% | -44.94% | +38.73% |
Average DrawdownAverage peak-to-trough decline | -8.73% | -31.56% | +22.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.73% | 0.16% | +5.57% |
Volatility
DSL vs. DBLSX - Volatility Comparison
DoubleLine Income Solutions Fund (DSL) has a higher volatility of 2.18% compared to DoubleLine Low Duration Bond Fund (DBLSX) at 0.38%. This indicates that DSL's price experiences larger fluctuations and is considered to be riskier than DBLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSL | DBLSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.18% | 0.38% | +1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 7.66% | 0.92% | +6.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.33% | 1.20% | +8.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 1.40% | +13.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.10% | 64.00% | -43.90% |
DSL vs. DBLSX - Expense Ratio Comparison
DSL has a 2.28% expense ratio, which is higher than DBLSX's 0.41% expense ratio.
Dividends
DSL vs. DBLSX - Dividend Comparison
DSL's dividend yield for the trailing twelve months is around 12.23%, more than DBLSX's 4.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBLSX DoubleLine Low Duration Bond Fund | 4.54% | 4.64% | 5.09% | 4.49% | 2.50% | 1.72% | 2.37% | 3.21% | 2.92% | 2.42% | 2.52% | 2.47% |
DSL DoubleLine Income Solutions Fund | 12.23% | 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 DBLSX have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DSL has higher volatility (2.18%) compared to DBLSX (0.38%). In terms of maximum drawdown, DSL dropped -49.51% vs DBLSX's -57.22%.
DBLSX currently has the higher Sharpe Ratio (3.41 vs -0.07), 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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