PTCRX vs. DBSCX
Compare and contrast key facts about Performance Trust Credit Fund (PTCRX) and Doubleline Selective Credit Fund (DBSCX).
PTCRX is managed by Performance Trust Asset Management. It was launched on Dec 30, 2020. DBSCX is managed by DoubleLine. It was launched on Aug 3, 2014.
Performance
PTCRX vs. DBSCX - Performance Comparison
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PTCRX vs. DBSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PTCRX Performance Trust Credit Fund | -0.52% | 6.58% | 8.01% | 10.10% | -10.71% | 8.22% |
DBSCX Doubleline Selective Credit Fund | 0.84% | 8.46% | 7.78% | 8.55% | -8.10% | 4.25% |
Returns By Period
In the year-to-date period, PTCRX achieves a -0.52% return, which is significantly lower than DBSCX's 0.84% return.
PTCRX
- 1D
- 0.45%
- 1M
- -1.74%
- YTD
- -0.52%
- 6M
- 0.78%
- 1Y
- 4.97%
- 3Y*
- 7.50%
- 5Y*
- 4.10%
- 10Y*
- —
DBSCX
- 1D
- 0.27%
- 1M
- -0.92%
- YTD
- 0.84%
- 6M
- 2.52%
- 1Y
- 6.62%
- 3Y*
- 7.70%
- 5Y*
- 3.85%
- 10Y*
- 4.64%
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PTCRX vs. DBSCX - Expense Ratio Comparison
PTCRX has a 0.99% expense ratio, which is higher than DBSCX's 0.05% expense ratio.
Return for Risk
PTCRX vs. DBSCX — Risk / Return Rank
PTCRX
DBSCX
PTCRX vs. DBSCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Performance Trust Credit Fund (PTCRX) 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.
| PTCRX | DBSCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.65 | 3.00 | -1.34 |
Sortino ratioReturn per unit of downside risk | 2.41 | 4.46 | -2.05 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.69 | -0.37 |
Calmar ratioReturn relative to maximum drawdown | 2.29 | 4.31 | -2.02 |
Martin ratioReturn relative to average drawdown | 8.50 | 17.20 | -8.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PTCRX | DBSCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 3.00 | -1.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.04 | 1.44 | -0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.61 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.99 | 1.59 | -0.60 |
Correlation
The correlation between PTCRX and DBSCX is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
PTCRX vs. DBSCX - Dividend Comparison
PTCRX's dividend yield for the trailing twelve months is around 5.34%, less than DBSCX's 5.89% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PTCRX Performance Trust Credit Fund | 5.34% | 4.34% | 5.67% | 5.95% | 4.69% | 8.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBSCX Doubleline Selective Credit Fund | 5.89% | 6.50% | 7.09% | 6.77% | 6.67% | 4.68% | 4.64% | 6.04% | 7.43% | 9.01% | 9.73% | 9.53% |
Drawdowns
PTCRX vs. DBSCX - Drawdown Comparison
The maximum PTCRX drawdown since its inception was -14.09%, roughly equal to the maximum DBSCX drawdown of -14.12%. Use the drawdown chart below to compare losses from any high point for PTCRX and DBSCX.
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Drawdown Indicators
| PTCRX | DBSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.09% | -14.12% | +0.03% |
Max Drawdown (1Y)Largest decline over 1 year | -2.32% | -1.60% | -0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -14.09% | -9.52% | -4.57% |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.12% | — |
Current DrawdownCurrent decline from peak | -1.85% | -0.92% | -0.93% |
Average DrawdownAverage peak-to-trough decline | -3.50% | -1.25% | -2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.63% | 0.40% | +0.23% |
Volatility
PTCRX vs. DBSCX - Volatility Comparison
Performance Trust Credit Fund (PTCRX) has a higher volatility of 1.24% compared to Doubleline Selective Credit Fund (DBSCX) at 0.89%. This indicates that PTCRX'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
| PTCRX | DBSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.24% | 0.89% | +0.35% |
Volatility (6M)Calculated over the trailing 6-month period | 1.91% | 1.43% | +0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.09% | 2.23% | +0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.95% | 2.69% | +1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.91% | 2.89% | +1.02% |