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USD=X vs. DSL
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. DSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USD Cash (USD=X) and DoubleLine Income Solutions Fund (DSL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

DSL

1D
-0.09%
1M
-1.36%
YTD
1.29%
6M
2.38%
1Y
-0.92%
3Y*
8.54%
5Y*
0.87%
10Y*
5.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. DSL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DSL
DoubleLine Income Solutions Fund
1.29%-0.01%15.00%23.41%-22.61%7.39%-6.49%25.10%-6.04%16.39%

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Return for Risk

USD=X vs. DSL — Risk / Return Rank

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

USD=X

DSL
DSL Risk / Return Rank: 22
Overall Rank
DSL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DSL Sortino Ratio Rank: 22
Sortino Ratio Rank
DSL Omega Ratio Rank: 22
Omega Ratio Rank
DSL Calmar Ratio Rank: 33
Calmar Ratio Rank
DSL Martin Ratio Rank: 33
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.

USD=X vs. DSL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) and DoubleLine Income Solutions Fund (DSL). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. DSL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XDSLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

Drawdowns

USD=X vs. DSL - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum DSL drawdown of -49.51%. Use the drawdown chart below to compare losses from any high point for USD=X and DSL.


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Drawdown Indicators


USD=XDSLDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-49.51%

+49.51%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-11.16%

+11.16%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-14.43%

+14.43%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-34.18%

+34.18%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-49.51%

+49.51%

Current Drawdown

Current decline from peak

0.00%

-6.46%

+6.46%

Average Drawdown

Average peak-to-trough decline

0.00%

-8.74%

+8.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

5.59%

-5.59%

Volatility

USD=X vs. DSL - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while DoubleLine Income Solutions Fund (DSL) has a volatility of 3.53%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky than DSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USD=XDSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

3.53%

-3.53%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

7.56%

-7.56%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

9.28%

-9.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

14.84%

-14.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

20.10%

-20.10%

Frequently Asked Questions


DSL has higher volatility (3.53%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs DSL's -49.51%.

Portfolio Optimizer

Find the right allocation for USD=X and DSL

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