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

Correlation

The correlation between DSL and PDI is 0.40, 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.


-0.50.00.51.00.4

Performance

DSL vs. PDI - Performance Comparison

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

0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.06%
7.70%
DSL
PDI

Key characteristics

Sharpe Ratio

DSL:

1.28

PDI:

1.63

Sortino Ratio

DSL:

1.87

PDI:

1.94

Omega Ratio

DSL:

1.23

PDI:

1.37

Calmar Ratio

DSL:

1.20

PDI:

1.74

Martin Ratio

DSL:

7.26

PDI:

4.66

Ulcer Index

DSL:

1.91%

PDI:

3.39%

Daily Std Dev

DSL:

10.77%

PDI:

9.76%

Max Drawdown

DSL:

-49.51%

PDI:

-46.46%

Current Drawdown

DSL:

-1.38%

PDI:

-4.36%

Returns By Period

In the year-to-date period, DSL achieves a 0.96% return, which is significantly lower than PDI's 5.16% return. Over the past 10 years, DSL has underperformed PDI with an annualized return of 5.97%, while PDI has yielded a comparatively higher 8.12% annualized return.


DSL

YTD

0.96%

1M

1.85%

6M

6.15%

1Y

12.51%

5Y*

1.36%

10Y*

5.97%

PDI

YTD

5.16%

1M

4.59%

6M

7.53%

1Y

15.93%

5Y*

1.72%

10Y*

8.12%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

DSL vs. PDI — 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 6565
Overall Rank
The Sharpe Ratio Rank of DSL is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of DSL is 6464
Sortino Ratio Rank
The Omega Ratio Rank of DSL is 5858
Omega Ratio Rank
The Calmar Ratio Rank of DSL is 6969
Calmar Ratio Rank
The Martin Ratio Rank of DSL is 7373
Martin Ratio Rank

PDI
The Risk-Adjusted Performance Rank of PDI is 8585
Overall Rank
The Sharpe Ratio Rank of PDI is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of PDI is 7979
Sortino Ratio Rank
The Omega Ratio Rank of PDI is 8989
Omega Ratio Rank
The Calmar Ratio Rank of PDI is 8888
Calmar Ratio Rank
The Martin Ratio Rank of PDI is 8080
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. PDI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Income Solutions Fund (DSL) and PIMCO Dynamic Income Fund (PDI). 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.


Sharpe ratio
The chart of Sharpe ratio for DSL, currently valued at 1.28, compared to the broader market-1.000.001.002.003.004.001.281.63
The chart of Sortino ratio for DSL, currently valued at 1.87, compared to the broader market0.005.0010.001.871.94
The chart of Omega ratio for DSL, currently valued at 1.23, compared to the broader market1.002.003.004.001.231.37
The chart of Calmar ratio for DSL, currently valued at 1.20, compared to the broader market0.005.0010.0015.0020.001.201.74
The chart of Martin ratio for DSL, currently valued at 7.26, compared to the broader market0.0020.0040.0060.0080.007.264.66
DSL
PDI

The current DSL Sharpe Ratio is 1.28, which is comparable to the PDI Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of DSL and PDI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.28
1.63
DSL
PDI

Dividends

DSL vs. PDI - Dividend Comparison

DSL's dividend yield for the trailing twelve months is around 11.37%, less than PDI's 13.91% yield.


TTM20242023202220212020201920182017201620152014
DSL
DoubleLine Income Solutions Fund
11.37%11.38%10.78%13.67%10.74%10.69%9.33%10.39%9.11%9.53%11.63%9.56%
PDI
PIMCO Dynamic Income Fund
13.91%14.46%14.77%17.87%10.24%10.03%9.47%10.80%8.83%14.81%18.70%13.43%

Drawdowns

DSL vs. PDI - Drawdown Comparison

The maximum DSL drawdown since its inception was -49.51%, which is greater than PDI's maximum drawdown of -46.46%. Use the drawdown chart below to compare losses from any high point for DSL and PDI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.38%
-4.36%
DSL
PDI

Volatility

DSL vs. PDI - Volatility Comparison

DoubleLine Income Solutions Fund (DSL) has a higher volatility of 2.41% compared to PIMCO Dynamic Income Fund (PDI) at 1.95%. This indicates that DSL's price experiences larger fluctuations and is considered to be riskier than PDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
2.41%
1.95%
DSL
PDI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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