DSL vs. DBSCX
DSL (DoubleLine Income Solutions Fund) and DBSCX (Doubleline Selective Credit Fund) are both mutual funds - DSL is a High Yield Bonds fund managed by DoubleLine, while DBSCX is a Multisector Bonds fund managed by DoubleLine. Over the past 10 years, DSL returned 5.15%/yr vs 4.48%/yr for DBSCX. At a 0.13 correlation, their price movements are largely independent. DSL charges 2.28%/yr vs 0.05%/yr for DBSCX.
Performance
DSL vs. DBSCX - Performance Comparison
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Returns By Period
In the year-to-date period, DSL achieves a 3.44% return, which is significantly higher than DBSCX's 2.05% return. Over the past 10 years, DSL has outperformed DBSCX with an annualized return of 5.15%, while DBSCX has yielded a comparatively lower 4.48% annualized return.
DSL
- 1D
- -0.54%
- 1M
- 1.10%
- 6M
- 2.89%
- YTD
- 3.44%
- 1Y
- 1.77%
- 3Y*
- 8.58%
- 5Y*
- 1.44%
- 10Y*
- 5.15%
DBSCX
- 1D
- 0.00%
- 1M
- 0.19%
- 6M
- 1.78%
- YTD
- 2.05%
- 1Y
- 6.19%
- 3Y*
- 7.78%
- 5Y*
- 3.78%
- 10Y*
- 4.48%
DSL vs. DBSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DSL DoubleLine Income Solutions Fund | 3.44% | -0.01% | 15.00% | 23.41% | -22.61% | 7.39% | -6.49% | 25.10% | -6.04% | 16.39% |
DBSCX Doubleline Selective Credit Fund | 2.05% | 8.46% | 7.78% | 8.55% | -8.10% | 4.13% | 1.83% | 5.68% | 3.03% | 8.75% |
Correlation
The correlation between DSL and DBSCX is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.13 |
The correlation between DSL and DBSCX shifts across timeframes, from 0.13 (all time) to 0.26 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
DSL vs. DBSCX — Risk / Return Rank
DSL
DBSCX
DSL vs. DBSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Income Solutions Fund (DSL) and Doubleline Selective Credit Fund (DBSCX). 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 | DBSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.82 | ||
| Sortino ratioReturn per unit of downside risk | -4.25 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.68 | -0.64 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | 4.63 | -4.48 |
| Martin ratioReturn relative to average drawdown | 0.30 | 19.01 | -18.70 |
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Drawdowns
DSL vs. DBSCX - Drawdown Comparison
The maximum DSL drawdown since its inception was -49.51%, which is greater than DBSCX's maximum drawdown of -14.12%. Use the drawdown chart below to compare losses from any high point for DSL and DBSCX.
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Drawdown Indicators
| DSL | DBSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.51% | -14.12% | -35.39% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -1.32% | -9.84% |
Max Drawdown (3Y)Largest decline over 3 years | -14.43% | -1.91% | -12.52% |
Max Drawdown (5Y)Largest decline over 5 years | -34.18% | -9.52% | -24.66% |
Max Drawdown (10Y)Largest decline over 10 years | -49.51% | -14.12% | -35.39% |
Current DrawdownCurrent decline from peak | -4.47% | -0.34% | -4.13% |
Average DrawdownAverage peak-to-trough decline | -8.71% | -1.23% | -7.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.82% | 0.32% | +5.50% |
Volatility
DSL vs. DBSCX - Volatility Comparison
DoubleLine Income Solutions Fund (DSL) has a higher volatility of 2.50% compared to Doubleline Selective Credit Fund (DBSCX) at 0.66%. This indicates that DSL's price experiences larger fluctuations and is considered to be riskier than DBSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSL | DBSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.50% | 0.66% | +1.84% |
Volatility (6M)Calculated over the trailing 6-month period | 7.87% | 1.60% | +6.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.46% | 2.04% | +7.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.85% | 2.73% | +12.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.09% | 2.91% | +17.18% |
DSL vs. DBSCX - Expense Ratio Comparison
DSL has a 2.28% expense ratio, which is higher than DBSCX's 0.05% expense ratio.
Dividends
DSL vs. DBSCX - Dividend Comparison
DSL's dividend yield for the trailing twelve months is around 12.01%, more than DBSCX's 6.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBSCX Doubleline Selective Credit Fund | 6.63% | 6.50% | 7.09% | 6.77% | 6.67% | 4.68% | 4.64% | 6.04% | 7.43% | 9.01% | 9.73% | 9.53% |
DSL DoubleLine Income Solutions Fund | 12.01% | 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 DBSCX have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DSL has higher volatility (2.50%) compared to DBSCX (0.66%). In terms of maximum drawdown, DSL dropped -49.51% vs DBSCX's -14.12%.
DBSCX currently has the higher Sharpe Ratio (3.01 vs 0.19), 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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