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OSTIX vs. DBLSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

OSTIX vs. DBLSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Osterweis Strategic Income Fund (OSTIX) and DoubleLine Low Duration Bond Fund (DBLSX). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%JuneJulyAugustSeptemberOctoberNovember
4.12%
2.79%
OSTIX
DBLSX

Returns By Period

In the year-to-date period, OSTIX achieves a 7.33% return, which is significantly higher than DBLSX's 4.77% return. Over the past 10 years, OSTIX has outperformed DBLSX with an annualized return of 4.66%, while DBLSX has yielded a comparatively lower 2.37% annualized return.


OSTIX

YTD

7.33%

1M

0.48%

6M

4.12%

1Y

11.16%

5Y (annualized)

5.72%

10Y (annualized)

4.66%

DBLSX

YTD

4.77%

1M

0.11%

6M

2.79%

1Y

6.52%

5Y (annualized)

2.34%

10Y (annualized)

2.37%

Key characteristics


OSTIXDBLSX
Sharpe Ratio6.215.00
Sortino Ratio13.378.90
Omega Ratio3.432.56
Calmar Ratio17.4715.64
Martin Ratio78.6445.56
Ulcer Index0.14%0.14%
Daily Std Dev1.78%1.30%
Max Drawdown-10.06%-7.45%
Current Drawdown0.00%-0.20%

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OSTIX vs. DBLSX - Expense Ratio Comparison

OSTIX has a 0.84% expense ratio, which is higher than DBLSX's 0.41% expense ratio.


OSTIX
Osterweis Strategic Income Fund
Expense ratio chart for OSTIX: current value at 0.84% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.84%
Expense ratio chart for DBLSX: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%

Correlation

-0.50.00.51.00.2

The correlation between OSTIX and DBLSX is 0.19, 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.

Risk-Adjusted Performance

OSTIX vs. DBLSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Osterweis Strategic Income Fund (OSTIX) and DoubleLine Low Duration Bond Fund (DBLSX). 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.


Sharpe ratio
The chart of Sharpe ratio for OSTIX, currently valued at 6.21, compared to the broader market-1.000.001.002.003.004.005.006.215.00
The chart of Sortino ratio for OSTIX, currently valued at 13.37, compared to the broader market0.005.0010.0013.378.90
The chart of Omega ratio for OSTIX, currently valued at 3.43, compared to the broader market1.002.003.004.003.432.56
The chart of Calmar ratio for OSTIX, currently valued at 17.47, compared to the broader market0.005.0010.0015.0020.0025.0017.4715.64
The chart of Martin ratio for OSTIX, currently valued at 78.64, compared to the broader market0.0020.0040.0060.0080.00100.0078.6445.56
OSTIX
DBLSX

The current OSTIX Sharpe Ratio is 6.21, which is comparable to the DBLSX Sharpe Ratio of 5.00. The chart below compares the historical Sharpe Ratios of OSTIX and DBLSX, 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 Ratio4.505.005.506.006.507.00JuneJulyAugustSeptemberOctoberNovember
6.21
5.00
OSTIX
DBLSX

Dividends

OSTIX vs. DBLSX - Dividend Comparison

OSTIX's dividend yield for the trailing twelve months is around 6.03%, more than DBLSX's 5.06% yield.


TTM20232022202120202019201820172016201520142013
OSTIX
Osterweis Strategic Income Fund
6.03%5.71%4.71%4.03%3.85%4.74%4.66%4.58%5.24%5.98%5.15%4.70%
DBLSX
DoubleLine Low Duration Bond Fund
5.06%4.48%2.49%1.74%2.39%3.19%2.91%2.43%2.54%2.47%2.09%1.74%

Drawdowns

OSTIX vs. DBLSX - Drawdown Comparison

The maximum OSTIX drawdown since its inception was -10.06%, which is greater than DBLSX's maximum drawdown of -7.45%. Use the drawdown chart below to compare losses from any high point for OSTIX and DBLSX. For additional features, visit the drawdowns tool.


-0.40%-0.30%-0.20%-0.10%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.20%
OSTIX
DBLSX

Volatility

OSTIX vs. DBLSX - Volatility Comparison

Osterweis Strategic Income Fund (OSTIX) has a higher volatility of 0.46% compared to DoubleLine Low Duration Bond Fund (DBLSX) at 0.35%. This indicates that OSTIX's price experiences larger fluctuations and is considered to be riskier than DBLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.25%0.30%0.35%0.40%0.45%0.50%JuneJulyAugustSeptemberOctoberNovember
0.46%
0.35%
OSTIX
DBLSX