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FHAIX vs. DSL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FHAIX vs. DSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin High Income Fund (FHAIX) and DoubleLine Income Solutions Fund (DSL). The values are adjusted to include any dividend payments, if applicable.

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FHAIX vs. DSL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
FHAIX
Franklin High Income Fund
-1.80%7.28%7.83%13.84%-9.29%5.77%6.76%14.29%-3.19%6.73%
DSL
DoubleLine Income Solutions Fund
-1.06%-0.01%15.00%23.41%-22.61%7.39%-6.49%25.10%-6.04%16.39%

Returns By Period

In the year-to-date period, FHAIX achieves a -1.80% return, which is significantly lower than DSL's -1.06% return. Both investments have delivered pretty close results over the past 10 years, with FHAIX having a 6.26% annualized return and DSL not far behind at 6.03%.


FHAIX

1D
0.00%
1M
-2.26%
YTD
-1.80%
6M
-0.17%
1Y
5.96%
3Y*
7.51%
5Y*
4.11%
10Y*
6.26%

DSL

1D
2.85%
1M
-4.14%
YTD
-1.06%
6M
-6.55%
1Y
-3.92%
3Y*
10.04%
5Y*
0.87%
10Y*
6.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FHAIX vs. DSL - Expense Ratio Comparison

FHAIX has a 0.77% expense ratio, which is lower than DSL's 2.28% expense ratio.


Return for Risk

FHAIX vs. DSL — Risk / Return Rank

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

FHAIX
FHAIX Risk / Return Rank: 7272
Overall Rank
FHAIX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
FHAIX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FHAIX Omega Ratio Rank: 8888
Omega Ratio Rank
FHAIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
FHAIX Martin Ratio Rank: 7777
Martin Ratio Rank

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: 22
Omega Ratio Rank
DSL Calmar Ratio Rank: 33
Calmar Ratio Rank
DSL Martin Ratio Rank: 44
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.

FHAIX vs. DSL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin High Income Fund (FHAIX) and DoubleLine Income Solutions Fund (DSL). 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.


FHAIXDSLDifference

Sharpe ratio

Return per unit of total volatility

1.15

-0.29

+1.44

Sortino ratio

Return per unit of downside risk

1.58

-0.28

+1.86

Omega ratio

Gain probability vs. loss probability

1.38

0.95

+0.43

Calmar ratio

Return relative to maximum drawdown

1.55

-0.29

+1.84

Martin ratio

Return relative to average drawdown

7.48

-0.62

+8.10

FHAIX vs. DSL - Sharpe Ratio Comparison

The current FHAIX Sharpe Ratio is 1.15, which is higher than the DSL Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of FHAIX and DSL, 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


FHAIXDSLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

-0.29

+1.44

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.06

+0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.01

0.30

+0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

1.01

0.20

+0.82

Correlation

The correlation between FHAIX and DSL is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

FHAIX vs. DSL - Dividend Comparison

FHAIX's dividend yield for the trailing twelve months is around 5.92%, less than DSL's 12.19% yield.


TTM20252024202320222021202020192018201720162015
FHAIX
Franklin High Income Fund
5.92%4.71%6.37%6.09%5.97%5.63%5.19%5.45%5.99%5.49%5.84%7.19%
DSL
DoubleLine Income Solutions Fund
12.19%11.71%11.38%10.78%13.67%10.74%10.69%9.33%10.39%9.11%9.53%11.63%

Drawdowns

FHAIX vs. DSL - Drawdown Comparison

The maximum FHAIX drawdown since its inception was -31.52%, smaller than the maximum DSL drawdown of -49.51%. Use the drawdown chart below to compare losses from any high point for FHAIX and DSL.


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Drawdown Indicators


FHAIXDSLDifference

Max Drawdown

Largest peak-to-trough decline

-31.52%

-49.51%

+17.99%

Max Drawdown (1Y)

Largest decline over 1 year

-3.45%

-11.30%

+7.85%

Max Drawdown (5Y)

Largest decline over 5 years

-14.32%

-34.18%

+19.86%

Max Drawdown (10Y)

Largest decline over 10 years

-19.49%

-49.51%

+30.02%

Current Drawdown

Current decline from peak

-2.84%

-8.63%

+5.79%

Average Drawdown

Average peak-to-trough decline

-3.09%

-8.77%

+5.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

5.32%

-4.60%

Volatility

FHAIX vs. DSL - Volatility Comparison

The current volatility for Franklin High Income Fund (FHAIX) is 1.77%, while DoubleLine Income Solutions Fund (DSL) has a volatility of 5.09%. This indicates that FHAIX experiences smaller price fluctuations and is considered to be less risky than DSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FHAIXDSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.77%

5.09%

-3.32%

Volatility (6M)

Calculated over the trailing 6-month period

2.99%

7.05%

-4.06%

Volatility (1Y)

Calculated over the trailing 1-year period

5.20%

13.58%

-8.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.83%

14.80%

-8.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.24%

20.08%

-13.84%