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FCBYX vs. DBSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FCBYX vs. DBSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nuveen Strategic Income Fund (FCBYX) and Doubleline Selective Credit Fund (DBSCX). The values are adjusted to include any dividend payments, if applicable.

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FCBYX vs. DBSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FCBYX
Nuveen Strategic Income Fund
-0.09%8.55%6.86%9.14%-10.36%1.47%8.45%13.18%-3.07%5.54%
DBSCX
Doubleline Selective Credit Fund
0.30%8.46%7.78%8.55%-8.10%4.13%1.83%5.68%3.03%8.75%

Returns By Period

In the year-to-date period, FCBYX achieves a -0.09% return, which is significantly lower than DBSCX's 0.30% return. Both investments have delivered pretty close results over the past 10 years, with FCBYX having a 4.48% annualized return and DBSCX not far ahead at 4.58%.


FCBYX

1D
0.58%
1M
-1.22%
YTD
-0.09%
6M
1.25%
1Y
5.89%
3Y*
7.09%
5Y*
3.03%
10Y*
4.48%

DBSCX

1D
-0.53%
1M
-1.19%
YTD
0.30%
6M
1.84%
1Y
5.91%
3Y*
7.51%
5Y*
3.74%
10Y*
4.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FCBYX vs. DBSCX - Expense Ratio Comparison

FCBYX has a 0.59% expense ratio, which is higher than DBSCX's 0.05% expense ratio.


Return for Risk

FCBYX vs. DBSCX — Risk / Return Rank

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

FCBYX
FCBYX Risk / Return Rank: 9191
Overall Rank
FCBYX Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
FCBYX Sortino Ratio Rank: 9494
Sortino Ratio Rank
FCBYX Omega Ratio Rank: 9191
Omega Ratio Rank
FCBYX Calmar Ratio Rank: 9292
Calmar Ratio Rank
FCBYX Martin Ratio Rank: 8989
Martin Ratio Rank

DBSCX
DBSCX Risk / Return Rank: 9797
Overall Rank
DBSCX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DBSCX Sortino Ratio Rank: 9797
Sortino Ratio Rank
DBSCX Omega Ratio Rank: 9696
Omega Ratio Rank
DBSCX Calmar Ratio Rank: 9696
Calmar Ratio Rank
DBSCX Martin Ratio Rank: 9696
Martin Ratio Rank
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.

FCBYX vs. DBSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nuveen Strategic Income Fund (FCBYX) and Doubleline Selective Credit Fund (DBSCX). 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.


FCBYXDBSCXDifference

Sharpe ratio

Return per unit of total volatility

1.97

2.65

-0.68

Sortino ratio

Return per unit of downside risk

3.10

3.83

-0.73

Omega ratio

Gain probability vs. loss probability

1.43

1.60

-0.17

Calmar ratio

Return relative to maximum drawdown

2.85

3.78

-0.93

Martin ratio

Return relative to average drawdown

10.24

14.70

-4.46

FCBYX vs. DBSCX - Sharpe Ratio Comparison

The current FCBYX Sharpe Ratio is 1.97, which is comparable to the DBSCX Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of FCBYX and DBSCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FCBYXDBSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.97

2.65

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

1.39

-0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.07

1.59

-0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

1.07

1.57

-0.50

Correlation

The correlation between FCBYX and DBSCX is 0.51, 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.


Dividends

FCBYX vs. DBSCX - Dividend Comparison

FCBYX's dividend yield for the trailing twelve months is around 6.07%, more than DBSCX's 5.92% yield.


TTM20252024202320222021202020192018201720162015
FCBYX
Nuveen Strategic Income Fund
6.07%6.22%6.44%5.59%4.71%3.08%3.58%3.69%3.91%4.92%5.28%5.53%
DBSCX
Doubleline Selective Credit Fund
5.92%6.50%7.09%6.77%6.67%4.68%4.64%6.04%7.43%9.01%9.73%9.53%

Drawdowns

FCBYX vs. DBSCX - Drawdown Comparison

The maximum FCBYX drawdown since its inception was -24.49%, which is greater than DBSCX's maximum drawdown of -14.12%. Use the drawdown chart below to compare losses from any high point for FCBYX and DBSCX.


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Drawdown Indicators


FCBYXDBSCXDifference

Max Drawdown

Largest peak-to-trough decline

-24.49%

-14.12%

-10.37%

Max Drawdown (1Y)

Largest decline over 1 year

-2.39%

-1.60%

-0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-15.74%

-9.52%

-6.22%

Max Drawdown (10Y)

Largest decline over 10 years

-15.93%

-14.12%

-1.81%

Current Drawdown

Current decline from peak

-1.62%

-1.45%

-0.17%

Average Drawdown

Average peak-to-trough decline

-2.41%

-1.25%

-1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.68%

0.41%

+0.27%

Volatility

FCBYX vs. DBSCX - Volatility Comparison

Nuveen Strategic Income Fund (FCBYX) has a higher volatility of 1.08% compared to Doubleline Selective Credit Fund (DBSCX) at 1.00%. This indicates that FCBYX's price experiences larger fluctuations and is considered to be riskier than DBSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FCBYXDBSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.08%

1.00%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

1.88%

1.53%

+0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

3.17%

2.29%

+0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.10%

2.70%

+1.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.21%

2.90%

+1.31%