KIO vs. DBSCX
KIO (KKR Income Opportunities Fund) and DBSCX (Doubleline Selective Credit Fund) are both Multisector Bonds funds. Over the past 10 years, KIO returned 7.21%/yr vs 4.28%/yr for DBSCX. Their 0.11 correlation means their historical movements had little consistent relationship. KIO charges 0.04%/yr vs 0.05%/yr for DBSCX.
Performance
KIO vs. DBSCX - Performance Comparison
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Returns By Period
In the year-to-date period, KIO achieves a 2.31% return, which is significantly higher than DBSCX's 1.36% return. Over the past 10 years, KIO has outperformed DBSCX with an annualized return of 7.21%, while DBSCX has yielded a comparatively lower 4.28% annualized return.
KIO
- 1D
- -0.09%
- 1M
- -2.13%
- 6M
- 0.38%
- YTD
- 2.31%
- 1Y
- -2.19%
- 3Y*
- 9.61%
- 5Y*
- 3.32%
- 10Y*
- 7.21%
- ALL TIME*
- 5.87%
DBSCX
- 1D
- -0.67%
- 1M
- -0.81%
- 6M
- 0.87%
- YTD
- 1.36%
- 1Y
- 4.46%
- 3Y*
- 7.33%
- 5Y*
- 3.59%
- 10Y*
- 4.28%
- ALL TIME*
- 4.31%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $2.83M | $2.45M | $2.07M |
KIO vs. DBSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KIO KKR Income Opportunities Fund | 2.31% | -2.49% | 18.45% | 31.53% | -28.25% | 26.82% | 2.04% | 21.92% | -2.53% | 9.68% |
DBSCX Doubleline Selective Credit Fund | 1.36% | 8.46% | 7.78% | 8.55% | -8.10% | 4.13% | 1.83% | 5.68% | 3.03% | 8.75% |
Correlation
The correlation between KIO and DBSCX is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.11 |
Over the past year, KIO and DBSCX have become more correlated (0.32) than their long-term average of 0.11, meaning their price movements have been converging.
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Return for Risk
KIO vs. DBSCX — Risk / Return Rank
KIO
DBSCX
KIO vs. DBSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KKR Income Opportunities Fund (KIO) 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.
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.
| KIO | DBSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.52 | ||
| Sortino ratioReturn per unit of downside risk | -3.52 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.50 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 3.74 | -3.94 |
| Martin ratioReturn relative to average drawdown | -0.43 | 14.55 | -14.98 |
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Drawdowns
KIO vs. DBSCX - Drawdown Comparison
The maximum KIO drawdown since its inception was -43.87%, which is greater than DBSCX's maximum drawdown of -14.12%. Use the drawdown chart below to compare losses from any high point for KIO and DBSCX.
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Drawdown Indicators
| KIO | DBSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.87% | -14.12% | -29.75% |
Max Drawdown (1Y)Largest decline over 1 year | -11.01% | -1.32% | -9.69% |
Max Drawdown (3Y)Largest decline over 3 years | -22.85% | -1.91% | -20.94% |
Max Drawdown (5Y)Largest decline over 5 years | -31.87% | -9.52% | -22.35% |
Max Drawdown (10Y)Largest decline over 10 years | -43.87% | -14.12% | -29.75% |
Current DrawdownCurrent decline from peak | -8.92% | -1.01% | -7.91% |
Average DrawdownAverage peak-to-trough decline | -8.08% | -1.23% | -6.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.16% | 0.34% | +4.82% |
Volatility
KIO vs. DBSCX - Volatility Comparison
KKR Income Opportunities Fund (KIO) has a higher volatility of 2.61% compared to Doubleline Selective Credit Fund (DBSCX) at 0.88%. This indicates that KIO'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
| KIO | DBSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.61% | 0.88% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 7.91% | 1.76% | +6.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.29% | 2.15% | +8.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.19% | 2.75% | +10.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.34% | 2.91% | +13.43% |
KIO vs. DBSCX - Expense Ratio Comparison
KIO has a 0.04% expense ratio, which is lower than DBSCX's 0.05% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
KIO vs. DBSCX - Dividend Comparison
KIO's dividend yield for the trailing twelve months is around 13.25%, more than DBSCX's 6.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBSCX Doubleline Selective Credit Fund | 6.10% | 6.50% | 7.09% | 6.77% | 6.67% | 4.68% | 4.64% | 6.04% | 7.43% | 9.01% | 9.73% | 9.53% |
KIO KKR Income Opportunities Fund | 13.25% | 12.58% | 10.90% | 11.32% | 11.44% | 7.45% | 10.12% | 9.51% | 10.53% | 9.66% | 9.92% | 10.81% |
Frequently Asked Questions
KIO and DBSCX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KIO has higher volatility (2.61%) compared to DBSCX (0.88%). In terms of maximum drawdown, KIO dropped -43.87% vs DBSCX's -14.12%.
DBSCX currently has the higher Sharpe Ratio (2.30 vs -0.21), 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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