DSL vs. JEPQ
DSL (DoubleLine Income Solutions Fund) and JEPQ (JPMorgan Nasdaq Equity Premium Income ETF) are both funds - DSL is a High Yield Bonds fund managed by DoubleLine, while JEPQ is a Nasdaq-100 fund tracking the Nasdaq-100 Index. Over the past 3 years, DSL returned 7.37%/yr vs 17.49%/yr for JEPQ. Their 0.40 correlation means their historical movements had little consistent relationship. DSL charges 2.28%/yr vs 0.35%/yr for JEPQ.
Performance
DSL vs. JEPQ - Performance Comparison
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Returns By Period
In the year-to-date period, DSL achieves a 1.45% return, which is significantly lower than JEPQ's 6.05% 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%
JEPQ
- 1D
- 0.57%
- 1M
- -1.92%
- 6M
- 3.71%
- YTD
- 6.05%
- 1Y
- 19.59%
- 3Y*
- 17.49%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.56%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.15M | $6.19M | $5.58M | |
| $439.89M | $417.31M | $422.49M |
DSL vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DSL DoubleLine Income Solutions Fund | 1.45% | -0.01% | 15.00% | 23.41% | -10.17% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 6.05% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between DSL and JEPQ is 0.44, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.44 |
Correlation (3Y) Balances recent behavior with more history. | 0.36 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.40 |
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Return for Risk
DSL vs. JEPQ — Risk / Return Rank
DSL
JEPQ
DSL vs. JEPQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Income Solutions Fund (DSL) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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 | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.23 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 2.02 | -2.15 |
| Martin ratioReturn relative to average drawdown | -0.24 | 8.30 | -8.54 |
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Drawdowns
DSL vs. JEPQ - Drawdown Comparison
The maximum DSL drawdown since its inception was -49.51%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for DSL and JEPQ.
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Drawdown Indicators
| DSL | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.51% | -20.07% | -29.44% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -8.82% | -2.34% |
Max Drawdown (3Y)Largest decline over 3 years | -14.43% | -20.07% | +5.64% |
Max Drawdown (5Y)Largest decline over 5 years | -34.18% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -49.51% | — | — |
Current DrawdownCurrent decline from peak | -6.31% | -4.23% | -2.08% |
Average DrawdownAverage peak-to-trough decline | -8.70% | -3.38% | -5.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.99% | 2.14% | +3.85% |
Volatility
DSL vs. JEPQ - Volatility Comparison
The current volatility for DoubleLine Income Solutions Fund (DSL) is 3.08%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 6.09%. This indicates that DSL experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSL | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 6.09% | -3.01% |
Volatility (6M)Calculated over the trailing 6-month period | 8.23% | 12.15% | -3.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.80% | 14.65% | -4.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 16.90% | -2.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.09% | 16.90% | +3.19% |
DSL vs. JEPQ - Expense Ratio Comparison
DSL has a 2.28% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Dividends
DSL vs. JEPQ - Dividend Comparison
DSL's dividend yield for the trailing twelve months is around 12.37%, more than JEPQ's 10.75% 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% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.99% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DSL and JEPQ have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JEPQ has higher volatility (6.09%) compared to DSL (3.08%). In terms of maximum drawdown, DSL dropped -49.51% vs JEPQ's -20.07%.
JEPQ currently has the higher Sharpe Ratio (1.22 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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