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DSL vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

DSL vs. USD=X - Performance Comparison

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

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Returns By Period


DSL

1D
-0.09%
1M
-1.36%
YTD
1.29%
6M
2.38%
1Y
-0.92%
3Y*
8.54%
5Y*
0.87%
10Y*
5.21%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DSL vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DSL
DoubleLine Income Solutions Fund
1.29%-0.01%15.00%23.41%-22.61%7.39%-6.49%25.10%-6.04%16.39%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

DSL vs. USD=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DSL
DSL Risk / Return Rank: 22
Overall Rank
DSL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DSL Sortino Ratio Rank: 22
Sortino Ratio Rank
DSL Omega Ratio Rank: 22
Omega Ratio Rank
DSL Calmar Ratio Rank: 33
Calmar Ratio Rank
DSL Martin Ratio Rank: 33
Martin Ratio Rank

USD=X
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DSL vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Income Solutions Fund (DSL) and USD Cash (USD=X). 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.


DSLUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.99

Calmar ratioReturn relative to maximum drawdown

-0.08

Martin ratioReturn relative to average drawdown

-0.17

DSL vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DSLUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

Drawdowns

DSL vs. USD=X - Drawdown Comparison

The maximum DSL drawdown since its inception was -49.51%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DSL and USD=X.


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Drawdown Indicators


DSLUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-49.51%

0.00%

-49.51%

Max Drawdown (1Y)

Largest decline over 1 year

-11.16%

0.00%

-11.16%

Max Drawdown (3Y)

Largest decline over 3 years

-14.43%

0.00%

-14.43%

Max Drawdown (5Y)

Largest decline over 5 years

-34.18%

0.00%

-34.18%

Max Drawdown (10Y)

Largest decline over 10 years

-49.51%

0.00%

-49.51%

Current Drawdown

Current decline from peak

-6.46%

0.00%

-6.46%

Average Drawdown

Average peak-to-trough decline

-8.74%

0.00%

-8.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.59%

0.00%

+5.59%

Volatility

DSL vs. USD=X - Volatility Comparison

DoubleLine Income Solutions Fund (DSL) has a higher volatility of 3.53% compared to USD Cash (USD=X) at 0.00%. This indicates that DSL's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSLUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.53%

0.00%

+3.53%

Volatility (6M)

Calculated over the trailing 6-month period

7.56%

0.00%

+7.56%

Volatility (1Y)

Calculated over the trailing 1-year period

9.28%

0.00%

+9.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.84%

0.00%

+14.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.10%

0.00%

+20.10%

Frequently Asked Questions


DSL has higher volatility (3.53%) compared to USD=X (0.00%). In terms of maximum drawdown, DSL dropped -49.51% vs USD=X's 0.00%.

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