DSL vs. VWEHX
DSL (DoubleLine Income Solutions Fund) and VWEHX (Vanguard High-Yield Corporate Fund Investor Shares) are both High Yield Bonds funds. Over the past 10 years, DSL returned 4.86%/yr vs 4.84%/yr for VWEHX. Their 0.38 correlation means their historical movements had little consistent relationship. DSL charges 2.28%/yr vs 0.22%/yr for VWEHX.
Performance
DSL vs. VWEHX - Performance Comparison
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Returns By Period
In the year-to-date period, DSL achieves a 1.45% return, which is significantly higher than VWEHX's 0.76% return. Both investments have delivered pretty close results over the past 10 years, with DSL having a 4.86% annualized return and VWEHX not far behind at 4.84%.
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%
VWEHX
- 1D
- 0.18%
- 1M
- -0.73%
- 6M
- 0.61%
- YTD
- 0.76%
- 1Y
- 4.52%
- 3Y*
- 7.46%
- 5Y*
- 3.72%
- 10Y*
- 4.84%
- ALL TIME*
- 4.73%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.15M | $6.19M | $5.58M | |
| $0.00 | $0.00 | $0.00 |
DSL vs. VWEHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VWEHX Vanguard High-Yield Corporate Fund Investor Shares | 0.76% | 9.38% | 6.33% | 11.66% | -9.04% | 2.97% | 5.30% | 15.81% | -2.93% | 7.05% |
Correlation
The correlation between DSL and VWEHX is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.43 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.43 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.39 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2013 | 0.38 |
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Return for Risk
DSL vs. VWEHX — Risk / Return Rank
DSL
VWEHX
DSL vs. VWEHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DoubleLine Income Solutions Fund (DSL) and Vanguard High-Yield Corporate Fund Investor Shares (VWEHX). 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.
| DSL | VWEHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.69 | ||
| Sortino ratioReturn per unit of downside risk | -2.76 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.36 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 2.02 | -2.15 |
| Martin ratioReturn relative to average drawdown | -0.24 | 9.69 | -9.93 |
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Drawdowns
DSL vs. VWEHX - Drawdown Comparison
The maximum DSL drawdown since its inception was -49.51%, which is greater than VWEHX's maximum drawdown of -30.17%. Use the drawdown chart below to compare losses from any high point for DSL and VWEHX.
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Drawdown Indicators
| DSL | VWEHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.51% | -30.17% | -19.34% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -2.52% | -8.64% |
Max Drawdown (3Y)Largest decline over 3 years | -14.43% | -3.33% | -11.10% |
Max Drawdown (5Y)Largest decline over 5 years | -34.18% | -13.83% | -20.35% |
Max Drawdown (10Y)Largest decline over 10 years | -49.51% | -19.69% | -29.82% |
Current DrawdownCurrent decline from peak | -6.31% | -0.91% | -5.40% |
Average DrawdownAverage peak-to-trough decline | -8.70% | -4.28% | -4.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.99% | 0.52% | +5.47% |
Volatility
DSL vs. VWEHX - Volatility Comparison
DoubleLine Income Solutions Fund (DSL) has a higher volatility of 3.08% compared to Vanguard High-Yield Corporate Fund Investor Shares (VWEHX) at 0.68%. This indicates that DSL's price experiences larger fluctuations and is considered to be riskier than VWEHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DSL | VWEHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 0.68% | +2.40% |
Volatility (6M)Calculated over the trailing 6-month period | 8.23% | 2.68% | +5.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.80% | 3.31% | +6.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.81% | 4.92% | +9.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.09% | 5.24% | +14.85% |
DSL vs. VWEHX - Expense Ratio Comparison
DSL has a 2.28% expense ratio, which is higher than VWEHX's 0.22% expense ratio.
Dividends
DSL vs. VWEHX - Dividend Comparison
DSL's dividend yield for the trailing twelve months is around 12.37%, more than VWEHX's 5.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VWEHX Vanguard High-Yield Corporate Fund Investor Shares | 5.77% | 6.15% | 6.11% | 5.68% | 5.11% | 3.43% | 4.62% | 5.24% | 5.94% | 5.29% | 5.41% | 6.42% |
Frequently Asked Questions
DSL and VWEHX have a correlation of 0.42, 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 VWEHX (0.68%). In terms of maximum drawdown, DSL dropped -49.51% vs VWEHX's -30.17%.
VWEHX currently has the higher Sharpe Ratio (1.54 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.
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