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HICOX vs. DBSCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HICOX and DBSCX is 0.03, 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.


Performance

HICOX vs. DBSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Colorado Bond Shares A Tax Exempt Fund (HICOX) and Doubleline Selective Credit Fund (DBSCX). The values are adjusted to include any dividend payments, if applicable.

52.00%53.00%54.00%55.00%56.00%57.00%58.00%December2025FebruaryMarchAprilMay
54.05%
56.39%
HICOX
DBSCX

Key characteristics

Sharpe Ratio

HICOX:

1.25

DBSCX:

3.01

Sortino Ratio

HICOX:

1.76

DBSCX:

4.54

Omega Ratio

HICOX:

1.32

DBSCX:

1.59

Calmar Ratio

HICOX:

1.47

DBSCX:

5.25

Martin Ratio

HICOX:

5.74

DBSCX:

16.05

Ulcer Index

HICOX:

0.94%

DBSCX:

0.53%

Daily Std Dev

HICOX:

4.03%

DBSCX:

2.82%

Max Drawdown

HICOX:

-8.07%

DBSCX:

-14.12%

Current Drawdown

HICOX:

-2.07%

DBSCX:

-0.72%

Returns By Period

In the year-to-date period, HICOX achieves a -0.33% return, which is significantly lower than DBSCX's 2.12% return. Both investments have delivered pretty close results over the past 10 years, with HICOX having a 4.09% annualized return and DBSCX not far behind at 4.03%.


HICOX

YTD

-0.33%

1M

0.57%

6M

0.83%

1Y

5.01%

5Y*

4.47%

10Y*

4.09%

DBSCX

YTD

2.12%

1M

0.08%

6M

2.65%

1Y

8.44%

5Y*

4.75%

10Y*

4.03%

*Annualized

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HICOX vs. DBSCX - Expense Ratio Comparison

HICOX has a 0.55% expense ratio, which is higher than DBSCX's 0.05% expense ratio.


Risk-Adjusted Performance

HICOX vs. DBSCX — Risk-Adjusted Performance Rank

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

HICOX
The Risk-Adjusted Performance Rank of HICOX is 8787
Overall Rank
The Sharpe Ratio Rank of HICOX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of HICOX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of HICOX is 8989
Omega Ratio Rank
The Calmar Ratio Rank of HICOX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of HICOX is 8888
Martin Ratio Rank

DBSCX
The Risk-Adjusted Performance Rank of DBSCX is 9797
Overall Rank
The Sharpe Ratio Rank of DBSCX is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of DBSCX is 9797
Sortino Ratio Rank
The Omega Ratio Rank of DBSCX is 9595
Omega Ratio Rank
The Calmar Ratio Rank of DBSCX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of DBSCX is 9797
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.

HICOX vs. DBSCX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Colorado Bond Shares A Tax Exempt Fund (HICOX) 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.


The current HICOX Sharpe Ratio is 1.25, which is lower than the DBSCX Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of HICOX 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.00December2025FebruaryMarchAprilMay
1.25
3.01
HICOX
DBSCX

Dividends

HICOX vs. DBSCX - Dividend Comparison

HICOX's dividend yield for the trailing twelve months is around 5.51%, less than DBSCX's 6.94% yield.


TTM20242023202220212020201920182017201620152014
HICOX
Colorado Bond Shares A Tax Exempt Fund
5.51%5.44%4.97%4.43%3.84%4.00%4.07%4.03%4.69%4.73%4.13%4.79%
DBSCX
Doubleline Selective Credit Fund
6.94%7.10%6.77%6.68%4.68%4.67%6.05%7.45%9.04%9.75%9.53%2.40%

Drawdowns

HICOX vs. DBSCX - Drawdown Comparison

The maximum HICOX drawdown since its inception was -8.07%, smaller than the maximum DBSCX drawdown of -14.12%. Use the drawdown chart below to compare losses from any high point for HICOX and DBSCX. For additional features, visit the drawdowns tool.


-4.00%-3.00%-2.00%-1.00%0.00%December2025FebruaryMarchAprilMay
-2.07%
-0.72%
HICOX
DBSCX

Volatility

HICOX vs. DBSCX - Volatility Comparison

Colorado Bond Shares A Tax Exempt Fund (HICOX) has a higher volatility of 2.09% compared to Doubleline Selective Credit Fund (DBSCX) at 0.86%. This indicates that HICOX'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.


0.50%1.00%1.50%2.00%2.50%3.00%December2025FebruaryMarchAprilMay
2.09%
0.86%
HICOX
DBSCX