JSVIX vs. DBLIX

Last updated Jun 24, 2026

JSVIX (Easterly Income Opportunities Fund) and DBLIX (DoubleLine Income Fund) are both Multisector Bonds funds. A 0.57 correlation means they provide meaningful diversification when combined. JSVIX charges 1.48%/yr vs 0.65%/yr for DBLIX.

Performance

JSVIX vs. DBLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Easterly Income Opportunities Fund (JSVIX) and DoubleLine Income Fund (DBLIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

JSVIX

• 1D: -0.10%
• 1M: 0.23%
• YTD: 0.37%
• 6M: 0.73%
• 1Y: 4.47%
• 3Y*: 6.38%
• 5Y*: 3.26%
• 10Y*: —

DBLIX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JSVIX vs. DBLIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
JSVIX Easterly Income Opportunities Fund	0.37%	7.88%	8.22%	5.92%	-6.27%	4.79%	14.05%	1.33%
DBLIX DoubleLine Income Fund	0.48%	6.49%	10.61%	9.69%	-13.31%	5.72%	-5.09%	0.39%

Correlation

The correlation between JSVIX and DBLIX is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.41
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (5Y) Calculated over the trailing 5-year period	0.63
Correlation (All Time) Calculated using the full available price history since Sep 4, 2019	0.57

The correlation between JSVIX and DBLIX shifts across timeframes, from 0.41 (1 year) to 0.63 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

JSVIX vs. DBLIX — Risk / Return Rank

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

JSVIX

JSVIX Risk / Return Rank: 77
JSVIX Sharpe Ratio Rank: 89
JSVIX Sortino Ratio Rank: 93
JSVIX Omega Ratio Rank: 93
JSVIX Calmar Ratio Rank: 73
JSVIX Martin Ratio Rank: 37

DBLIX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

JSVIX vs. DBLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Easterly Income Opportunities Fund (JSVIX) and DoubleLine Income Fund (DBLIX). 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.

	JSVIX	DBLIX	Difference
Sharpe ratio: Return per unit of total volatility	2.74	—	—
Sortino ratio: Return per unit of downside risk	4.43	—	—
Omega ratio: Gain probability vs. loss probability	1.67	—	—
Calmar ratio: Return relative to maximum drawdown	3.16	—	—
Martin ratio: Return relative to average drawdown	7.68	—	—

Drawdowns

Drawdown Indicators

	JSVIX	DBLIX	Difference
Max Drawdown Largest peak-to-trough decline	-8.75%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-1.49%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-1.49%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-8.75%	—	—
Current Drawdown Current decline from peak	-1.16%	—	—
Average Drawdown Average peak-to-trough decline	-1.70%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.61%	—	—

Volatility

Volatility by Period

	JSVIX	DBLIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.52%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.22%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	1.72%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.49%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.56%	—	—

JSVIX vs. DBLIX - Expense Ratio Comparison

JSVIX has a 1.48% expense ratio, which is higher than DBLIX's 0.65% expense ratio.

Dividends

JSVIX vs. DBLIX - Dividend Comparison

JSVIX's dividend yield for the trailing twelve months is around 5.03%, more than DBLIX's 4.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DBLIX DoubleLine Income Fund	4.11%	6.33%	6.32%	7.44%	5.45%	4.76%	4.10%	1.30%	0.00%
JSVIX Easterly Income Opportunities Fund	5.03%	4.83%	5.88%	5.33%	5.57%	5.34%	6.69%	6.29%	0.96%

Frequently Asked Questions

Can I hold both JSVIX and DBLIX in my portfolio?

JSVIX and DBLIX have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.