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DSL vs. DLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DSL and DLY is 0.37, 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.


Performance

DSL vs. DLY - Performance Comparison

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

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Key characteristics

Sharpe Ratio

DSL:

0.56

DLY:

0.47

Sortino Ratio

DSL:

0.81

DLY:

0.69

Omega Ratio

DSL:

1.14

DLY:

1.11

Calmar Ratio

DSL:

0.63

DLY:

0.61

Martin Ratio

DSL:

2.90

DLY:

2.37

Ulcer Index

DSL:

2.76%

DLY:

2.78%

Daily Std Dev

DSL:

13.72%

DLY:

13.45%

Max Drawdown

DSL:

-49.51%

DLY:

-28.60%

Current Drawdown

DSL:

-4.10%

DLY:

-3.82%

Returns By Period

In the year-to-date period, DSL achieves a -0.09% return, which is significantly lower than DLY's 0.61% return.


DSL

YTD

-0.09%

1M

8.56%

6M

-0.79%

1Y

7.06%

5Y*

9.59%

10Y*

5.26%

DLY

YTD

0.61%

1M

3.12%

6M

-1.11%

1Y

6.33%

5Y*

6.69%

10Y*

N/A

*Annualized

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DSL vs. DLY - Expense Ratio Comparison

DSL has a 2.28% expense ratio, which is lower than DLY's 2.91% expense ratio.


Risk-Adjusted Performance

DSL vs. DLY — Risk-Adjusted Performance Rank

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

DSL
The Risk-Adjusted Performance Rank of DSL is 6767
Overall Rank
The Sharpe Ratio Rank of DSL is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of DSL is 5858
Sortino Ratio Rank
The Omega Ratio Rank of DSL is 6868
Omega Ratio Rank
The Calmar Ratio Rank of DSL is 7575
Calmar Ratio Rank
The Martin Ratio Rank of DSL is 7575
Martin Ratio Rank

DLY
The Risk-Adjusted Performance Rank of DLY is 6161
Overall Rank
The Sharpe Ratio Rank of DLY is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of DLY is 5050
Sortino Ratio Rank
The Omega Ratio Rank of DLY is 5757
Omega Ratio Rank
The Calmar Ratio Rank of DLY is 7373
Calmar Ratio Rank
The Martin Ratio Rank of DLY is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DSL vs. DLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Income Solutions Fund (DSL) and DoubleLine Yield Opportunities Fund (DLY). 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.


The current DSL Sharpe Ratio is 0.56, which is comparable to the DLY Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of DSL and DLY, 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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Dividends

DSL vs. DLY - Dividend Comparison

DSL's dividend yield for the trailing twelve months is around 11.80%, more than DLY's 9.47% yield.


TTM20242023202220212020201920182017201620152014
DSL
DoubleLine Income Solutions Fund
11.80%11.38%10.78%13.67%10.74%10.69%9.33%10.39%9.11%9.53%11.63%9.56%
DLY
DoubleLine Yield Opportunities Fund
9.47%9.25%9.86%10.70%7.50%5.69%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DSL vs. DLY - Drawdown Comparison

The maximum DSL drawdown since its inception was -49.51%, which is greater than DLY's maximum drawdown of -28.60%. Use the drawdown chart below to compare losses from any high point for DSL and DLY. For additional features, visit the drawdowns tool.


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Volatility

DSL vs. DLY - Volatility Comparison


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