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DSL vs. UTF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DSL vs. UTF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Income Solutions Fund (DSL) and Cohen & Steers Infrastructure Fund, Inc (UTF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DSL achieves a 1.45% return, which is significantly lower than UTF's 20.28% return. Over the past 10 years, DSL has underperformed UTF with an annualized return of 4.86%, while UTF has yielded a comparatively higher 11.49% 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%

UTF

1D
-0.11%
1M
1.47%
6M
11.47%
YTD
20.28%
1Y
14.01%
3Y*
15.30%
5Y*
7.78%
10Y*
11.49%
ALL TIME*
11.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.15M$6.19M$5.58M
$6.45M$6.34M$7.48M

DSL vs. UTF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
UTF
Cohen & Steers Infrastructure Fund, Inc
20.28%9.93%22.37%-3.83%-9.60%17.91%6.93%42.74%-9.87%34.10%

Correlation

The correlation between DSL and UTF is 0.27, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.27

Correlation (3Y)
Balances recent behavior with more history.

0.29

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.36

Correlation (10Y)
Provides a long-term view across more market conditions.

0.37

Correlation (All Time)
Calculated using the full available price history since Apr 26, 2013

0.38

The correlation between DSL and UTF shifts across timeframes, from 0.27 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DSL vs. UTF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DSL
DSL Risk / Return Rank: 33
Overall Rank
DSL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DSL Sortino Ratio Rank: 33
Sortino Ratio Rank
DSL Omega Ratio Rank: 33
Omega Ratio Rank
DSL Calmar Ratio Rank: 44
Calmar Ratio Rank
DSL Martin Ratio Rank: 44
Martin Ratio Rank

UTF
UTF Risk / Return Rank: 7474
Overall Rank
UTF Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
UTF Sortino Ratio Rank: 7474
Sortino Ratio Rank
UTF Omega Ratio Rank: 7272
Omega Ratio Rank
UTF Calmar Ratio Rank: 7373
Calmar Ratio Rank
UTF Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DSL vs. UTF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Income Solutions Fund (DSL) and Cohen & Steers Infrastructure Fund, Inc (UTF). 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.


DSLUTFDifference
Sharpe ratioReturn per unit of total volatility

-1.32

Sortino ratioReturn per unit of downside risk

-1.81

Omega ratioGain probability vs. loss probability

0.98

1.20

-0.22

Calmar ratioReturn relative to maximum drawdown

-0.13

1.41

-1.54

Martin ratioReturn relative to average drawdown

-0.24

2.88

-3.12

DSL vs. UTF - Sharpe Ratio Comparison

The current DSL Sharpe Ratio is -0.15, which is lower than the UTF Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of DSL and UTF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DSL vs. UTF - Drawdown Comparison

The maximum DSL drawdown since its inception was -49.51%, smaller than the maximum UTF drawdown of -72.62%. Use the drawdown chart below to compare losses from any high point for DSL and UTF.


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Drawdown Indicators


DSLUTFDifference

Max Drawdown

Largest peak-to-trough decline

-49.51%

-72.62%

+23.11%

Max Drawdown (1Y)

Largest decline over 1 year

-11.16%

-10.33%

-0.83%

Max Drawdown (3Y)

Largest decline over 3 years

-14.43%

-19.00%

+4.57%

Max Drawdown (5Y)

Largest decline over 5 years

-34.18%

-30.28%

-3.90%

Max Drawdown (10Y)

Largest decline over 10 years

-49.51%

-52.53%

+3.02%

Current Drawdown

Current decline from peak

-6.31%

-1.00%

-5.31%

Average Drawdown

Average peak-to-trough decline

-8.70%

-10.30%

+1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.99%

5.05%

+0.94%

Volatility

DSL vs. UTF - Volatility Comparison

DoubleLine Income Solutions Fund (DSL) has a higher volatility of 3.08% compared to Cohen & Steers Infrastructure Fund, Inc (UTF) at 2.59%. This indicates that DSL's price experiences larger fluctuations and is considered to be riskier than UTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DSLUTFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.08%

2.59%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

8.23%

7.98%

+0.25%

Volatility (1Y)

Calculated over the trailing 1-year period

9.80%

12.46%

-2.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.81%

18.20%

-3.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.09%

23.30%

-3.21%

Dividends

DSL vs. UTF - Dividend Comparison

DSL's dividend yield for the trailing twelve months is around 12.37%, more than UTF's 6.82% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
UTF
Cohen & Steers Infrastructure Fund, Inc
6.82%7.62%7.74%8.76%7.75%6.53%7.20%7.10%10.12%7.37%10.51%8.39%

Frequently Asked Questions


DSL and UTF have a correlation of 0.27, 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 UTF (2.59%). In terms of maximum drawdown, DSL dropped -49.51% vs UTF's -72.62%.

UTF currently has the higher Sharpe Ratio (1.17 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.

Portfolio Optimizer

Find the right allocation for DSL and UTF

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