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RFXIX vs. DBSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RFXIX vs. DBSCX - Performance Comparison

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

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RFXIX vs. DBSCX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
RFXIX
Rational Special Situations Income Fund
1.01%4.73%8.95%4.08%-0.85%5.30%2.84%1.91%
DBSCX
Doubleline Selective Credit Fund
0.84%8.46%7.78%8.55%-8.10%4.13%1.83%1.52%

Returns By Period

In the year-to-date period, RFXIX achieves a 1.01% return, which is significantly higher than DBSCX's 0.84% return.


RFXIX

1D
0.12%
1M
-0.27%
YTD
1.01%
6M
2.55%
1Y
4.36%
3Y*
5.84%
5Y*
4.27%
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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RFXIX vs. DBSCX - Expense Ratio Comparison

RFXIX has a 1.76% expense ratio, which is higher than DBSCX's 0.05% expense ratio.


Return for Risk

RFXIX vs. DBSCX — Risk / Return Rank

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

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

RFXIX vs. DBSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rational Special Situations Income Fund (RFXIX) 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.


RFXIXDBSCXDifference

Sharpe ratio

Return per unit of total volatility

2.77

3.00

-0.23

Sortino ratio

Return per unit of downside risk

3.92

4.46

-0.53

Omega ratio

Gain probability vs. loss probability

1.73

1.69

+0.04

Calmar ratio

Return relative to maximum drawdown

4.22

4.31

-0.09

Martin ratio

Return relative to average drawdown

15.72

17.20

-1.47

RFXIX vs. DBSCX - Sharpe Ratio Comparison

The current RFXIX Sharpe Ratio is 2.77, which is comparable to the DBSCX Sharpe Ratio of 3.00. The chart below compares the historical Sharpe Ratios of RFXIX 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


RFXIXDBSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.77

3.00

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.20

1.44

+0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.61

Sharpe Ratio (All Time)

Calculated using the full available price history

1.39

1.59

-0.19

Correlation

The correlation between RFXIX and DBSCX is 0.56, 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

RFXIX vs. DBSCX - Dividend Comparison

RFXIX's dividend yield for the trailing twelve months is around 5.57%, less than DBSCX's 5.89% yield.


TTM20252024202320222021202020192018201720162015
RFXIX
Rational Special Situations Income Fund
5.57%5.02%6.69%7.85%6.08%5.04%4.99%1.39%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

RFXIX vs. DBSCX - Drawdown Comparison

The maximum RFXIX drawdown since its inception was -12.91%, smaller than the maximum DBSCX drawdown of -14.12%. Use the drawdown chart below to compare losses from any high point for RFXIX and DBSCX.


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Drawdown Indicators


RFXIXDBSCXDifference

Max Drawdown

Largest peak-to-trough decline

-12.91%

-14.12%

+1.21%

Max Drawdown (1Y)

Largest decline over 1 year

-0.94%

-1.60%

+0.66%

Max Drawdown (5Y)

Largest decline over 5 years

-4.93%

-9.52%

+4.59%

Max Drawdown (10Y)

Largest decline over 10 years

-14.12%

Current Drawdown

Current decline from peak

-0.27%

-0.92%

+0.65%

Average Drawdown

Average peak-to-trough decline

-0.89%

-1.25%

+0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.28%

0.40%

-0.12%

Volatility

RFXIX vs. DBSCX - Volatility Comparison

The current volatility for Rational Special Situations Income Fund (RFXIX) is 0.37%, while Doubleline Selective Credit Fund (DBSCX) has a volatility of 0.89%. This indicates that RFXIX experiences smaller price fluctuations and is considered to be less risky 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


RFXIXDBSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.37%

0.89%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

0.88%

1.43%

-0.55%

Volatility (1Y)

Calculated over the trailing 1-year period

1.56%

2.23%

-0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.95%

2.69%

-0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.98%

2.89%

+0.09%