RGCYX vs. DBSCX

Last updated Jun 24, 2026

RGCYX (Russell Investments Opportunistic Credit Fund) and DBSCX (Doubleline Selective Credit Fund) are both Multisector Bonds funds. Over the past 10 years, RGCYX returned 4.46%/yr vs 4.54%/yr for DBSCX. At a 0.36 correlation, their price movements are largely independent. RGCYX charges 0.71%/yr vs 0.05%/yr for DBSCX.

Performance

RGCYX vs. DBSCX - Performance Comparison

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

Returns By Period

In the year-to-date period, RGCYX achieves a 2.17% return, which is significantly higher than DBSCX's 1.85% return. Both investments have delivered pretty close results over the past 10 years, with RGCYX having a 4.46% annualized return and DBSCX not far ahead at 4.54%.

RGCYX

• 1D: -0.12%
• 1M: 0.89%
• YTD: 2.17%
• 6M: 2.29%
• 1Y: 7.00%
• 3Y*: 8.52%
• 5Y*: 3.29%
• 10Y*: 4.46%

DBSCX

• 1D: -0.13%
• 1M: 0.52%
• YTD: 1.85%
• 6M: 1.93%
• 1Y: 6.01%
• 3Y*: 7.62%
• 5Y*: 3.80%
• 10Y*: 4.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RGCYX vs. DBSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RGCYX Russell Investments Opportunistic Credit Fund	2.17%	8.69%	7.34%	11.22%	-11.40%	2.71%	3.73%	11.98%	-3.22%	9.84%
DBSCX Doubleline Selective Credit Fund	1.85%	8.46%	7.78%	8.55%	-8.10%	4.13%	1.83%	5.68%	3.03%	8.75%

Correlation

The correlation between RGCYX and DBSCX is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.56
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (5Y) Calculated over the trailing 5-year period	0.59
Correlation (10Y) Calculated over the trailing 10-year period	0.43
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015	0.37

The correlation between RGCYX and DBSCX shifts across timeframes, from 0.36 (all time) to 0.66 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

RGCYX vs. DBSCX — Risk / Return Rank

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

RGCYX

RGCYX Risk / Return Rank: 91
RGCYX Sharpe Ratio Rank: 96
RGCYX Sortino Ratio Rank: 96
RGCYX Omega Ratio Rank: 94
RGCYX Calmar Ratio Rank: 81
RGCYX Martin Ratio Rank: 87

DBSCX

DBSCX Risk / Return Rank: 94
DBSCX Sharpe Ratio Rank: 96
DBSCX Sortino Ratio Rank: 96
DBSCX Omega Ratio Rank: 94
DBSCX Calmar Ratio Rank: 93
DBSCX Martin Ratio Rank: 94

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.

RGCYX vs. DBSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments Opportunistic Credit Fund (RGCYX) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	RGCYX	DBSCX	Difference
Sharpe ratio: Return per unit of total volatility	3.17	3.13	+0.04
Sortino ratio: Return per unit of downside risk	4.98	4.86	+0.12
Omega ratio: Gain probability vs. loss probability	1.70	1.72	-0.02
Calmar ratio: Return relative to maximum drawdown	3.54	4.78	-1.24
Martin ratio: Return relative to average drawdown	15.19	19.37	-4.18

RGCYX vs. DBSCX - Sharpe Ratio Comparison

The current RGCYX Sharpe Ratio is 3.17, which is comparable to the DBSCX Sharpe Ratio of 3.13. The chart below compares the historical Sharpe Ratios of RGCYX and DBSCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

RGCYX vs. DBSCX - Drawdown Comparison

The maximum RGCYX drawdown since its inception was -19.48%, which is greater than DBSCX's maximum drawdown of -14.12%. Use the drawdown chart below to compare losses from any high point for RGCYX and DBSCX.

Drawdown Indicators

	RGCYX	DBSCX	Difference
Max Drawdown Largest peak-to-trough decline	-19.48%	-14.12%	-5.36%
Max Drawdown (1Y) Largest decline over 1 year	-2.02%	-1.32%	-0.70%
Max Drawdown (3Y) Largest decline over 3 years	-2.75%	-1.91%	-0.84%
Max Drawdown (5Y) Largest decline over 5 years	-16.72%	-9.52%	-7.20%
Max Drawdown (10Y) Largest decline over 10 years	-19.48%	-14.12%	-5.36%
Current Drawdown Current decline from peak	-0.12%	-0.27%	+0.15%
Average Drawdown Average peak-to-trough decline	-2.81%	-1.24%	-1.57%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.47%	0.33%	+0.14%

Volatility

RGCYX vs. DBSCX - Volatility Comparison

The current volatility for Russell Investments Opportunistic Credit Fund (RGCYX) is 0.59%, while Doubleline Selective Credit Fund (DBSCX) has a volatility of 0.63%. This indicates that RGCYX 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.

Volatility by Period

	RGCYX	DBSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.59%	0.63%	-0.04%
Volatility (6M) Calculated over the trailing 6-month period	1.85%	1.55%	+0.30%
Volatility (1Y) Calculated over the trailing 1-year period	2.26%	2.02%	+0.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.46%	2.72%	+0.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	4.17%	2.91%	+1.26%

RGCYX vs. DBSCX - Expense Ratio Comparison

RGCYX has a 0.71% expense ratio, which is higher than DBSCX's 0.05% expense ratio.

Dividends

RGCYX vs. DBSCX - Dividend Comparison

RGCYX's dividend yield for the trailing twelve months is around 5.85%, less than DBSCX's 6.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DBSCX Doubleline Selective Credit Fund	6.56%	6.50%	7.09%	6.77%	6.67%	4.68%	4.64%	6.04%	7.43%	9.01%	9.73%	9.53%
RGCYX Russell Investments Opportunistic Credit Fund	5.85%	5.77%	5.35%	4.83%	4.78%	4.60%	3.85%	6.91%	5.89%	4.53%	4.61%	4.21%

Frequently Asked Questions

Can I hold both RGCYX and DBSCX in my portfolio?

RGCYX and DBSCX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RGCYX or DBSCX?

DBSCX has higher volatility (0.63%) compared to RGCYX (0.59%). In terms of maximum drawdown, RGCYX dropped -19.48% vs DBSCX's -14.12%.

Which has better risk-adjusted returns?

RGCYX currently has the higher Sharpe Ratio (3.17 vs 3.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.