LSFIX vs. DBSCX
LSFIX (Loomis Sayles Fixed Income Fund) and DBSCX (Doubleline Selective Credit Fund) are both Multisector Bonds funds. Over the past 10 years, LSFIX returned 3.97%/yr vs 4.54%/yr for DBSCX. At a 0.47 correlation, their price movements are largely independent. LSFIX charges 0.58%/yr vs 0.05%/yr for DBSCX.
Performance
LSFIX vs. DBSCX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LSFIX achieves a 0.17% return, which is significantly lower than DBSCX's 1.85% return. Over the past 10 years, LSFIX has underperformed DBSCX with an annualized return of 3.97%, while DBSCX has yielded a comparatively higher 4.54% annualized return.
LSFIX
- 1D
- 0.00%
- 1M
- 0.50%
- YTD
- 0.17%
- 6M
- 0.42%
- 1Y
- 4.80%
- 3Y*
- 6.69%
- 5Y*
- 2.15%
- 10Y*
- 3.97%
DBSCX
- 1D
- -0.13%
- 1M
- 0.52%
- YTD
- 1.85%
- 6M
- 1.93%
- 1Y
- 6.01%
- 3Y*
- 7.62%
- 5Y*
- 3.80%
- 10Y*
- 4.54%
LSFIX vs. DBSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSFIX Loomis Sayles Fixed Income Fund | 0.17% | 9.10% | 5.39% | 8.21% | -11.74% | 2.89% | 5.38% | 13.56% | -3.07% | 8.40% |
DBSCX Doubleline Selective Credit Fund | 1.85% | 8.46% | 7.78% | 8.55% | -8.10% | 4.13% | 1.83% | 5.68% | 3.03% | 8.75% |
Correlation
The correlation between LSFIX and DBSCX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.47 |
Over the past year, LSFIX and DBSCX have become more correlated (0.69) than their long-term average of 0.47, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LSFIX vs. DBSCX — Risk / Return Rank
LSFIX
DBSCX
LSFIX vs. DBSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Loomis Sayles Fixed Income Fund (LSFIX) 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.
| LSFIX | DBSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.72 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 2.22 | 4.78 | -2.56 |
| Martin ratioReturn relative to average drawdown | 7.23 | 19.37 | -12.14 |
Loading charts...
Drawdowns
LSFIX vs. DBSCX - Drawdown Comparison
The maximum LSFIX drawdown since its inception was -26.33%, which is greater than DBSCX's maximum drawdown of -14.12%. Use the drawdown chart below to compare losses from any high point for LSFIX and DBSCX.
Loading charts...
Drawdown Indicators
| LSFIX | DBSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.33% | -14.12% | -12.21% |
Max Drawdown (1Y)Largest decline over 1 year | -2.80% | -1.32% | -1.48% |
Max Drawdown (3Y)Largest decline over 3 years | -5.45% | -1.91% | -3.54% |
Max Drawdown (5Y)Largest decline over 5 years | -15.86% | -9.52% | -6.34% |
Max Drawdown (10Y)Largest decline over 10 years | -19.60% | -14.12% | -5.48% |
Current DrawdownCurrent decline from peak | -1.24% | -0.27% | -0.97% |
Average DrawdownAverage peak-to-trough decline | -3.24% | -1.24% | -2.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.80% | 0.33% | +0.47% |
Volatility
LSFIX vs. DBSCX - Volatility Comparison
Loomis Sayles Fixed Income Fund (LSFIX) has a higher volatility of 1.08% compared to Doubleline Selective Credit Fund (DBSCX) at 0.63%. This indicates that LSFIX'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.
Loading charts...
Volatility by Period
| LSFIX | DBSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.08% | 0.63% | +0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 2.63% | 1.55% | +1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.46% | 2.02% | +1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.94% | 2.72% | +2.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.94% | 2.91% | +2.03% |
LSFIX vs. DBSCX - Expense Ratio Comparison
LSFIX has a 0.58% expense ratio, which is higher than DBSCX's 0.05% expense ratio.
Dividends
LSFIX vs. DBSCX - Dividend Comparison
LSFIX's dividend yield for the trailing twelve months is around 4.69%, less than DBSCX's 6.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DBSCX Doubleline Selective Credit Fund | 6.56% | 6.50% | 7.09% | 6.77% | 6.67% | 4.68% | 4.64% | 6.04% | 7.43% | 9.01% | 9.73% | 9.53% |
LSFIX Loomis Sayles Fixed Income Fund | 4.69% | 4.70% | 5.79% | 4.41% | 1.53% | 6.23% | 6.23% | 4.24% | 5.62% | 5.62% | 3.57% | 6.77% |
Frequently Asked Questions
LSFIX and DBSCX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LSFIX has higher volatility (1.08%) compared to DBSCX (0.63%). In terms of maximum drawdown, LSFIX dropped -26.33% vs DBSCX's -14.12%.
DBSCX currently has the higher Sharpe Ratio (3.13 vs 1.80), 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.
Find the right allocation for LSFIX and DBSCX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer