DSL vs. FAGIX
DSL (DoubleLine Income Solutions Fund) and FAGIX (Fidelity Capital & Income Fund) are both High Yield Bonds funds. Over the past 10 years, DSL returned 4.86%/yr vs 7.47%/yr for FAGIX. Their 0.45 correlation means their historical movements had little consistent relationship. DSL charges 2.28%/yr vs 0.67%/yr for FAGIX.
Performance
DSL vs. FAGIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DSL achieves a 1.45% return, which is significantly lower than FAGIX's 5.47% return. Over the past 10 years, DSL has underperformed FAGIX with an annualized return of 4.86%, while FAGIX has yielded a comparatively higher 7.47% 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%
FAGIX
- 1D
- 1.00%
- 1M
- -1.59%
- 6M
- 3.79%
- YTD
- 5.47%
- 1Y
- 11.22%
- 3Y*
- 11.21%
- 5Y*
- 6.17%
- 10Y*
- 7.47%
- ALL TIME*
- 6.07%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.15M | $6.19M | $5.58M | |
| $0.00 | $0.00 | $0.00 |
DSL vs. FAGIX - 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% |
FAGIX Fidelity Capital & Income Fund | 5.47% | 12.38% | 10.69% | 13.02% | -11.50% | 11.13% | 9.95% | 18.96% | -7.17% | 11.66% |
Correlation
The correlation between DSL and FAGIX is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.42 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.48 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.47 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2013 | 0.45 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DSL vs. FAGIX — Risk / Return Rank
DSL
FAGIX
DSL vs. FAGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Income Solutions Fund (DSL) and Fidelity Capital & Income Fund (FAGIX). 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 | FAGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.28 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 2.72 | -2.84 |
| Martin ratioReturn relative to average drawdown | -0.24 | 10.26 | -10.50 |
Loading charts...
Drawdowns
DSL vs. FAGIX - Drawdown Comparison
The maximum DSL drawdown since its inception was -49.51%, which is greater than FAGIX's maximum drawdown of -37.97%. Use the drawdown chart below to compare losses from any high point for DSL and FAGIX.
Loading charts...
Drawdown Indicators
| DSL | FAGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.51% | -37.97% | -11.54% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -4.02% | -7.14% |
Max Drawdown (3Y)Largest decline over 3 years | -14.43% | -7.26% | -7.17% |
Max Drawdown (5Y)Largest decline over 5 years | -34.18% | -15.42% | -18.76% |
Max Drawdown (10Y)Largest decline over 10 years | -49.51% | -28.45% | -21.06% |
Current DrawdownCurrent decline from peak | -6.31% | -3.07% | -3.24% |
Average DrawdownAverage peak-to-trough decline | -8.70% | -6.97% | -1.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.99% | 1.06% | +4.93% |
Volatility
DSL vs. FAGIX - Volatility Comparison
DoubleLine Income Solutions Fund (DSL) has a higher volatility of 3.08% compared to Fidelity Capital & Income Fund (FAGIX) at 2.24%. This indicates that DSL's price experiences larger fluctuations and is considered to be riskier than FAGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DSL | FAGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 2.24% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 8.23% | 5.94% | +2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.80% | 7.04% | +2.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 6.79% | +8.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.09% | 7.84% | +12.25% |
DSL vs. FAGIX - Expense Ratio Comparison
DSL has a 2.28% expense ratio, which is higher than FAGIX's 0.67% expense ratio.
Dividends
DSL vs. FAGIX - Dividend Comparison
DSL's dividend yield for the trailing twelve months is around 12.37%, more than FAGIX's 5.05% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FAGIX Fidelity Capital & Income Fund | 5.05% | 4.74% | 5.02% | 5.28% | 10.25% | 6.08% | 4.59% | 5.00% | 5.67% | 5.05% | 4.57% | 4.51% |
Frequently Asked Questions
DSL and FAGIX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DSL has higher volatility (3.08%) compared to FAGIX (2.24%). In terms of maximum drawdown, DSL dropped -49.51% vs FAGIX's -37.97%.
FAGIX currently has the higher Sharpe Ratio (1.55 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.
Find the right allocation for DSL and FAGIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer