DSL vs. USD=X
DSL (DoubleLine Income Solutions Fund) is High Yield Bonds fund managed by DoubleLine, while USD=X (USD Cash) is a currency. Over the past 10 years, DSL returned 5.21%/yr vs 0.00%/yr for USD=X.
Performance
DSL vs. USD=X - Performance Comparison
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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%
DSL vs. USD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
DSL
USD=X
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.
| DSL | USD=X | Difference | |
|---|---|---|---|
| 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 | — | — |
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 | USD=X | Difference | |
|---|---|---|---|
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
| DSL | USD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -6.46% | 0.00% | -6.46% |
Average DrawdownAverage peak-to-trough decline | -8.74% | 0.00% | -8.74% |
Ulcer IndexDepth 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
| DSL | USD=X | Difference | |
|---|---|---|---|
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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