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MXIIX vs. DBSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXIIX vs. DBSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Flexible Income Fund (MXIIX) and Doubleline Selective Credit Fund (DBSCX). The values are adjusted to include any dividend payments, if applicable.

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MXIIX vs. DBSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXIIX
Touchstone Flexible Income Fund
-0.19%6.11%4.82%7.96%-8.14%3.17%8.15%8.73%-1.47%6.75%
DBSCX
Doubleline Selective Credit Fund
0.30%8.46%7.78%8.55%-8.10%4.13%1.83%5.68%3.03%8.75%

Returns By Period

In the year-to-date period, MXIIX achieves a -0.19% return, which is significantly lower than DBSCX's 0.30% return. Over the past 10 years, MXIIX has underperformed DBSCX with an annualized return of 3.67%, while DBSCX has yielded a comparatively higher 4.58% annualized return.


MXIIX

1D
0.29%
1M
-1.53%
YTD
-0.19%
6M
0.45%
1Y
3.89%
3Y*
5.68%
5Y*
2.55%
10Y*
3.67%

DBSCX

1D
-0.53%
1M
-1.19%
YTD
0.30%
6M
1.84%
1Y
5.91%
3Y*
7.51%
5Y*
3.74%
10Y*
4.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXIIX vs. DBSCX - Expense Ratio Comparison

MXIIX has a 0.79% expense ratio, which is higher than DBSCX's 0.05% expense ratio.


Return for Risk

MXIIX vs. DBSCX — Risk / Return Rank

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

MXIIX
MXIIX Risk / Return Rank: 5454
Overall Rank
MXIIX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
MXIIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
MXIIX Omega Ratio Rank: 4545
Omega Ratio Rank
MXIIX Calmar Ratio Rank: 6060
Calmar Ratio Rank
MXIIX Martin Ratio Rank: 4747
Martin Ratio Rank

DBSCX
DBSCX Risk / Return Rank: 9797
Overall Rank
DBSCX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
DBSCX Sortino Ratio Rank: 9797
Sortino Ratio Rank
DBSCX Omega Ratio Rank: 9696
Omega Ratio Rank
DBSCX Calmar Ratio Rank: 9696
Calmar Ratio Rank
DBSCX Martin Ratio Rank: 9696
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.

MXIIX vs. DBSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Flexible Income Fund (MXIIX) 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.


MXIIXDBSCXDifference

Sharpe ratio

Return per unit of total volatility

1.20

2.65

-1.45

Sortino ratio

Return per unit of downside risk

1.71

3.83

-2.12

Omega ratio

Gain probability vs. loss probability

1.22

1.60

-0.38

Calmar ratio

Return relative to maximum drawdown

1.65

3.78

-2.13

Martin ratio

Return relative to average drawdown

5.45

14.70

-9.25

MXIIX vs. DBSCX - Sharpe Ratio Comparison

The current MXIIX Sharpe Ratio is 1.20, which is lower than the DBSCX Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of MXIIX 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.


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Sharpe Ratios by Period


MXIIXDBSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

2.65

-1.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

1.39

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

1.59

-0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

1.57

-0.87

Correlation

The correlation between MXIIX and DBSCX is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MXIIX vs. DBSCX - Dividend Comparison

MXIIX's dividend yield for the trailing twelve months is around 5.14%, less than DBSCX's 5.92% yield.


TTM20252024202320222021202020192018201720162015
MXIIX
Touchstone Flexible Income Fund
5.14%4.66%4.03%3.77%4.70%3.49%4.66%3.84%4.04%2.72%2.91%3.30%
DBSCX
Doubleline Selective Credit Fund
5.92%6.50%7.09%6.77%6.67%4.68%4.64%6.04%7.43%9.01%9.73%9.53%

Drawdowns

MXIIX vs. DBSCX - Drawdown Comparison

The maximum MXIIX drawdown since its inception was -37.45%, which is greater than DBSCX's maximum drawdown of -14.12%. Use the drawdown chart below to compare losses from any high point for MXIIX and DBSCX.


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Drawdown Indicators


MXIIXDBSCXDifference

Max Drawdown

Largest peak-to-trough decline

-37.45%

-14.12%

-23.33%

Max Drawdown (1Y)

Largest decline over 1 year

-2.66%

-1.60%

-1.06%

Max Drawdown (5Y)

Largest decline over 5 years

-11.59%

-9.52%

-2.07%

Max Drawdown (10Y)

Largest decline over 10 years

-15.21%

-14.12%

-1.09%

Current Drawdown

Current decline from peak

-1.99%

-1.45%

-0.54%

Average Drawdown

Average peak-to-trough decline

-3.45%

-1.25%

-2.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

0.41%

+0.40%

Volatility

MXIIX vs. DBSCX - Volatility Comparison

Touchstone Flexible Income Fund (MXIIX) has a higher volatility of 1.35% compared to Doubleline Selective Credit Fund (DBSCX) at 1.00%. This indicates that MXIIX'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


MXIIXDBSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

1.00%

+0.35%

Volatility (6M)

Calculated over the trailing 6-month period

2.20%

1.53%

+0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

3.75%

2.29%

+1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.38%

2.70%

+0.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.39%

2.90%

+1.49%