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

Correlation

The correlation between DSL and VOO is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

DSL vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Income Solutions Fund (DSL) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
55.34%
314.78%
DSL
VOO

Key characteristics

Sharpe Ratio

DSL:

0.67

VOO:

0.32

Sortino Ratio

DSL:

0.92

VOO:

0.57

Omega Ratio

DSL:

1.16

VOO:

1.08

Calmar Ratio

DSL:

0.73

VOO:

0.32

Martin Ratio

DSL:

3.89

VOO:

1.42

Ulcer Index

DSL:

2.37%

VOO:

4.19%

Daily Std Dev

DSL:

13.73%

VOO:

18.73%

Max Drawdown

DSL:

-49.51%

VOO:

-33.99%

Current Drawdown

DSL:

-7.58%

VOO:

-13.85%

Returns By Period

In the year-to-date period, DSL achieves a -3.72% return, which is significantly higher than VOO's -9.88% return. Over the past 10 years, DSL has underperformed VOO with an annualized return of 4.91%, while VOO has yielded a comparatively higher 11.61% annualized return.


DSL

YTD

-3.72%

1M

-5.90%

6M

-3.34%

1Y

8.03%

5Y*

9.48%

10Y*

4.91%

VOO

YTD

-9.88%

1M

-6.64%

6M

-9.35%

1Y

7.75%

5Y*

15.13%

10Y*

11.61%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DSL vs. VOO - Expense Ratio Comparison

DSL has a 2.28% expense ratio, which is higher than VOO's 0.03% expense ratio.


DSL
DoubleLine Income Solutions Fund
Expense ratio chart for DSL: current value is 2.28%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DSL: 2.28%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

DSL vs. VOO — 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 7575
Overall Rank
The Sharpe Ratio Rank of DSL is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of DSL is 6868
Sortino Ratio Rank
The Omega Ratio Rank of DSL is 7373
Omega Ratio Rank
The Calmar Ratio Rank of DSL is 8181
Calmar Ratio Rank
The Martin Ratio Rank of DSL is 8181
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 5757
Overall Rank
The Sharpe Ratio Rank of VOO is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 5959
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. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Income Solutions Fund (DSL) and Vanguard S&P 500 ETF (VOO). 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 0.67, compared to the broader market-1.000.001.002.003.00
DSL: 0.67
VOO: 0.32
The chart of Sortino ratio for DSL, currently valued at 0.92, compared to the broader market-2.000.002.004.006.008.00
DSL: 0.92
VOO: 0.57
The chart of Omega ratio for DSL, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.00
DSL: 1.16
VOO: 1.08
The chart of Calmar ratio for DSL, currently valued at 0.73, compared to the broader market0.002.004.006.008.0010.00
DSL: 0.73
VOO: 0.32
The chart of Martin ratio for DSL, currently valued at 3.89, compared to the broader market0.0010.0020.0030.0040.0050.00
DSL: 3.89
VOO: 1.42

The current DSL Sharpe Ratio is 0.67, which is higher than the VOO Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of DSL and VOO, 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.67
0.32
DSL
VOO

Dividends

DSL vs. VOO - Dividend Comparison

DSL's dividend yield for the trailing twelve months is around 12.24%, more than VOO's 1.44% yield.


TTM20242023202220212020201920182017201620152014
DSL
DoubleLine Income Solutions Fund
12.24%11.38%10.78%13.67%10.74%10.69%9.33%10.39%9.11%9.53%11.63%9.56%
VOO
Vanguard S&P 500 ETF
1.44%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

DSL vs. VOO - Drawdown Comparison

The maximum DSL drawdown since its inception was -49.51%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DSL and VOO. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.58%
-13.85%
DSL
VOO

Volatility

DSL vs. VOO - Volatility Comparison

The current volatility for DoubleLine Income Solutions Fund (DSL) is 10.81%, while Vanguard S&P 500 ETF (VOO) has a volatility of 13.31%. This indicates that DSL experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.81%
13.31%
DSL
VOO
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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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