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PTCRX vs. DBSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTCRX vs. DBSCX - Performance Comparison

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

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PTCRX vs. DBSCX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

PTCRX
PTCRX Risk / Return Rank: 8585
Overall Rank
PTCRX Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
PTCRX Sortino Ratio Rank: 8888
Sortino Ratio Rank
PTCRX Omega Ratio Rank: 8080
Omega Ratio Rank
PTCRX Calmar Ratio Rank: 8787
Calmar Ratio Rank
PTCRX Martin Ratio Rank: 8484
Martin Ratio Rank

DBSCX
DBSCX Risk / Return Rank: 9898
Overall Rank
DBSCX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
DBSCX Sortino Ratio Rank: 9898
Sortino Ratio Rank
DBSCX Omega Ratio Rank: 9797
Omega Ratio Rank
DBSCX Calmar Ratio Rank: 9898
Calmar Ratio Rank
DBSCX Martin Ratio Rank: 9797
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.

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.


PTCRXDBSCXDifference

Sharpe ratio

Return per unit of total volatility

1.65

3.00

-1.34

Sortino ratio

Return per unit of downside risk

2.41

4.46

-2.05

Omega ratio

Gain probability vs. loss probability

1.32

1.69

-0.37

Calmar ratio

Return relative to maximum drawdown

2.29

4.31

-2.02

Martin ratio

Return relative to average drawdown

8.50

17.20

-8.69

PTCRX vs. DBSCX - Sharpe Ratio Comparison

The current PTCRX Sharpe Ratio is 1.65, which is lower than the DBSCX Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of PTCRX 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


PTCRXDBSCXDifference

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.


TTM20252024202320222021202020192018201720162015
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


PTCRXDBSCXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.85%

-0.92%

-0.93%

Average Drawdown

Average peak-to-trough decline

-3.50%

-1.25%

-2.25%

Ulcer Index

Depth 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


PTCRXDBSCXDifference

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%