DSL vs. DSEEX
Compare and contrast key facts about DoubleLine Income Solutions Fund (DSL) and DoubleLine Shiller Enhanced CAPE (DSEEX).
DSL is managed by DoubleLine. It was launched on Apr 26, 2013. DSEEX is managed by DoubleLine. It was launched on Oct 31, 2013.
Performance
DSL vs. DSEEX - Performance Comparison
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DSL vs. DSEEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DSEEX DoubleLine Shiller Enhanced CAPE | -5.30% | 9.49% | 12.84% | 27.03% | -23.24% | 24.91% | 16.27% | 37.28% | -3.99% | 21.61% |
Returns By Period
In the year-to-date period, DSL achieves a -1.15% return, which is significantly higher than DSEEX's -5.30% return. Over the past 10 years, DSL has underperformed DSEEX with an annualized return of 6.02%, while DSEEX has yielded a comparatively higher 11.79% 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%
DSEEX
- 1D
- 2.04%
- 1M
- -7.64%
- YTD
- -5.30%
- 6M
- -5.08%
- 1Y
- 1.67%
- 3Y*
- 11.05%
- 5Y*
- 5.79%
- 10Y*
- 11.79%
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DSL vs. DSEEX - Expense Ratio Comparison
DSL has a 2.28% expense ratio, which is higher than DSEEX's 0.54% expense ratio.
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.
| DSL | DSEEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.27 | 0.14 | -0.41 |
Sortino ratioReturn per unit of downside risk | -0.26 | 0.31 | -0.57 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.04 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | -0.36 | 0.28 | -0.64 |
Martin ratioReturn relative to average drawdown | -0.76 | 1.06 | -1.82 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DSL | DSEEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.27 | 0.14 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.06 | 0.25 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.30 | 0.55 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.59 | -0.40 |
Correlation
The correlation between DSL and DSEEX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DSL vs. DSEEX - Dividend Comparison
DSL's dividend yield for the trailing twelve months is around 12.20%, more than DSEEX's 4.77% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DSEEX DoubleLine Shiller Enhanced CAPE | 4.77% | 4.93% | 4.92% | 4.59% | 16.41% | 28.54% | 1.73% | 7.57% | 15.27% | 9.09% | 4.09% | 4.43% |
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% | -10.96% | -0.20% |
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 | -8.71% | -8.48% | -0.23% |
Average DrawdownAverage peak-to-trough decline | -8.77% | -8.54% | -0.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.31% | 2.92% | +2.39% |
Volatility
DSL vs. DSEEX - Volatility Comparison
DoubleLine Income Solutions Fund (DSL) and DoubleLine Shiller Enhanced CAPE (DSEEX) have volatilities of 5.02% and 5.00%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 5.02% | 5.00% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.04% | 8.00% | -0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.57% | 15.29% | -1.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.80% | 22.84% | -8.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.07% | 21.69% | -1.62% |