VCRDX vs. DFLEX

Last updated Jun 5, 2026

VCRDX (Harrison Street Infrastructure Income Fund) and DFLEX (DoubleLine Flexible Income Fund) are both Nontraditional Bonds funds. At a 0.02 correlation, their price movements are largely independent. VCRDX charges 3.55%/yr vs 0.74%/yr for DFLEX.

Performance

VCRDX vs. DFLEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harrison Street Infrastructure Income Fund (VCRDX) and DoubleLine Flexible Income Fund (DFLEX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

VCRDX

• 1D: 0.00%
• 1M: 0.59%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DFLEX

• 1D: -0.11%
• 1M: 0.22%
• YTD: 1.49%
• 6M: 1.82%
• 1Y: 5.41%
• 3Y*: 7.45%
• 5Y*: 3.18%
• 10Y*: 3.74%

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

VCRDX vs. DFLEX - Yearly Performance Comparison

	2026 (YTD)
VCRDX Harrison Street Infrastructure Income Fund	2.49%
DFLEX DoubleLine Flexible Income Fund	0.92%

Correlation

The correlation between VCRDX and DFLEX is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Mar 17, 2026	0.02

Return for Risk

VCRDX vs. DFLEX — Risk / Return Rank

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

DFLEX

DFLEX Risk / Return Rank: 98
DFLEX Sharpe Ratio Rank: 99
DFLEX Sortino Ratio Rank: 98
DFLEX Omega Ratio Rank: 98
DFLEX Calmar Ratio Rank: 96
DFLEX Martin Ratio Rank: 97

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.

VCRDX vs. DFLEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harrison Street Infrastructure Income Fund (VCRDX) and DoubleLine Flexible Income Fund (DFLEX). 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.

Sharpe Ratios by Period

	VCRDX	DFLEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	4.24	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.66	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.37	—
Sharpe Ratio (All Time) Calculated using the full available price history	6.43	1.38	+5.05

Drawdowns

VCRDX vs. DFLEX - Drawdown Comparison

The maximum VCRDX drawdown since its inception was -0.19%, smaller than the maximum DFLEX drawdown of -17.29%. Use the drawdown chart below to compare losses from any high point for VCRDX and DFLEX.

Drawdown Indicators

	VCRDX	DFLEX	Difference
Max Drawdown Largest peak-to-trough decline	-0.19%	-17.29%	+17.10%
Max Drawdown (1Y) Largest decline over 1 year	—	-0.91%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-1.15%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-11.00%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-17.29%	—
Current Drawdown Current decline from peak	0.00%	-0.11%	+0.11%
Average Drawdown Average peak-to-trough decline	-0.01%	-1.55%	+1.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.20%	—

Volatility

Volatility by Period

	VCRDX	DFLEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.45%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.00%	—
Volatility (1Y) Calculated over the trailing 1-year period	1.88%	1.31%	+0.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.88%	1.93%	-0.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.88%	2.73%	-0.85%

VCRDX vs. DFLEX - Expense Ratio Comparison

VCRDX has a 3.55% expense ratio, which is higher than DFLEX's 0.74% expense ratio.

Dividends

VCRDX vs. DFLEX - Dividend Comparison

VCRDX's dividend yield for the trailing twelve months is around 2.79%, less than DFLEX's 5.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFLEX DoubleLine Flexible Income Fund	5.54%	5.68%	6.05%	5.95%	4.72%	3.86%	3.96%	4.46%	4.46%	3.82%	3.75%	4.32%
VCRDX Harrison Street Infrastructure Income Fund	2.79%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VCRDX and DFLEX in my portfolio?

VCRDX and DFLEX have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.