DSL vs. DSEEX
DSL (DoubleLine Income Solutions Fund) and DSEEX (DoubleLine Shiller Enhanced CAPE) are both mutual funds - DSL is a High Yield Bonds fund managed by DoubleLine, while DSEEX is a Large Cap Blend Equities fund managed by DoubleLine. Over the past 10 years, DSL returned 4.86%/yr vs 11.64%/yr for DSEEX. Their 0.41 correlation means their historical movements had little consistent relationship. DSL charges 2.28%/yr vs 0.54%/yr for DSEEX.
Performance
DSL vs. DSEEX - Performance Comparison
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Returns By Period
In the year-to-date period, DSL achieves a 1.45% return, which is significantly higher than DSEEX's 1.08% return. Over the past 10 years, DSL has underperformed DSEEX with an annualized return of 4.86%, while DSEEX has yielded a comparatively higher 11.64% 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%
DSEEX
- 1D
- -0.76%
- 1M
- -0.94%
- 6M
- -1.04%
- YTD
- 1.08%
- 1Y
- 4.90%
- 3Y*
- 9.52%
- 5Y*
- 5.11%
- 10Y*
- 11.64%
- ALL TIME*
- 12.29%
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. DSEEX - 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% |
DSEEX DoubleLine Shiller Enhanced CAPE | 1.08% | 9.49% | 12.84% | 27.03% | -23.24% | 24.91% | 16.27% | 37.28% | -3.99% | 21.61% |
Correlation
The correlation between DSL and DSEEX is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.43 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.43 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2013 | 0.41 |
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Return for Risk
DSL vs. DSEEX — Risk / Return Rank
DSL
DSEEX
DSL vs. DSEEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Income Solutions Fund (DSL) and DoubleLine Shiller Enhanced CAPE (DSEEX). 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 | DSEEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.07 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 0.37 | -0.49 |
| Martin ratioReturn relative to average drawdown | -0.24 | 1.23 | -1.47 |
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Drawdowns
DSL vs. DSEEX - Drawdown Comparison
The maximum DSL drawdown since its inception was -49.51%, which is greater than DSEEX's maximum drawdown of -41.66%. Use the drawdown chart below to compare losses from any high point for DSL and DSEEX.
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Drawdown Indicators
| DSL | DSEEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.51% | -41.66% | -7.85% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -10.80% | -0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -14.43% | -14.57% | +0.14% |
Max Drawdown (5Y)Largest decline over 5 years | -34.18% | -41.66% | +7.48% |
Max Drawdown (10Y)Largest decline over 10 years | -49.51% | -41.66% | -7.85% |
Current DrawdownCurrent decline from peak | -6.31% | -2.31% | -4.00% |
Average DrawdownAverage peak-to-trough decline | -8.70% | -8.41% | -0.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.99% | 3.20% | +2.79% |
Volatility
DSL vs. DSEEX - Volatility Comparison
The current volatility for DoubleLine Income Solutions Fund (DSL) is 3.08%, while DoubleLine Shiller Enhanced CAPE (DSEEX) has a volatility of 4.54%. This indicates that DSL experiences smaller price fluctuations and is considered to be less risky than DSEEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSL | DSEEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 4.54% | -1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 8.23% | 9.83% | -1.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.80% | 12.00% | -2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 22.93% | -8.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.09% | 21.73% | -1.64% |
DSL vs. DSEEX - Expense Ratio Comparison
DSL has a 2.28% expense ratio, which is higher than DSEEX's 0.54% expense ratio.
Dividends
DSL vs. DSEEX - Dividend Comparison
DSL's dividend yield for the trailing twelve months is around 12.37%, more than DSEEX's 4.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DSEEX DoubleLine Shiller Enhanced CAPE | 4.49% | 4.93% | 4.92% | 4.59% | 16.41% | 28.54% | 1.73% | 7.57% | 15.27% | 9.09% | 4.09% | 4.43% |
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 DSEEX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DSEEX has higher volatility (4.54%) compared to DSL (3.08%). In terms of maximum drawdown, DSL dropped -49.51% vs DSEEX's -41.66%.
DSEEX currently has the higher Sharpe Ratio (0.33 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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