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BFIX vs. CRUX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BFIX vs. CRUX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Build Bond Innovation ETF (BFIX) and Columbia Core Bond ETF (CRUX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BFIX

1D
-0.08%
1M
0.15%
YTD
1.27%
6M
1.32%
1Y
4.80%
3Y*
7.75%
5Y*
10Y*

CRUX

1D
-0.13%
1M
0.18%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BFIX vs. CRUX - Yearly Performance Comparison


Correlation

The correlation between BFIX and CRUX is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.66

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Return for Risk

BFIX vs. CRUX — Risk / Return Rank

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

BFIX
BFIX Risk / Return Rank: 6161
Overall Rank
BFIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
BFIX Sortino Ratio Rank: 5353
Sortino Ratio Rank
BFIX Omega Ratio Rank: 5151
Omega Ratio Rank
BFIX Calmar Ratio Rank: 8888
Calmar Ratio Rank
BFIX Martin Ratio Rank: 6767
Martin Ratio Rank

CRUX
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.

BFIX vs. CRUX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Build Bond Innovation ETF (BFIX) and Columbia Core Bond ETF (CRUX). 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.


BFIXCRUXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.32

Calmar ratioReturn relative to maximum drawdown

5.11

Martin ratioReturn relative to average drawdown

12.39

BFIX vs. CRUX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BFIXCRUXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

-0.12

+0.97

Drawdowns

BFIX vs. CRUX - Drawdown Comparison

The maximum BFIX drawdown since its inception was -8.03%, which is greater than CRUX's maximum drawdown of -1.85%. Use the drawdown chart below to compare losses from any high point for BFIX and CRUX.


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Drawdown Indicators


BFIXCRUXDifference

Max Drawdown

Largest peak-to-trough decline

-8.03%

-1.85%

-6.18%

Max Drawdown (1Y)

Largest decline over 1 year

-0.94%

Max Drawdown (3Y)

Largest decline over 3 years

-4.05%

Current Drawdown

Current decline from peak

-0.40%

-0.71%

+0.31%

Average Drawdown

Average peak-to-trough decline

-2.76%

-0.61%

-2.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.39%

Volatility

BFIX vs. CRUX - Volatility Comparison


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Volatility by Period


BFIXCRUXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.89%

Volatility (6M)

Calculated over the trailing 6-month period

1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

2.90%

4.32%

-1.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.77%

4.32%

+0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.77%

4.32%

+0.45%

BFIX vs. CRUX - Expense Ratio Comparison

BFIX has a 0.45% expense ratio, which is higher than CRUX's 0.32% expense ratio.


Dividends

BFIX vs. CRUX - Dividend Comparison

BFIX's dividend yield for the trailing twelve months is around 3.52%, more than CRUX's 1.06% yield.


PositionTTM2025202420232022
BFIX
Build Bond Innovation ETF
3.52%3.73%4.38%4.30%1.58%
CRUX
Columbia Core Bond ETF
1.06%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BFIX and CRUX have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CRUX is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CRUX is cheaper with a 0.32% expense ratio, compared with 0.45% for BFIX.

BFIX has the higher dividend yield at 3.52%, compared with 1.06% for CRUX.

They also come from different issuers: Build and Columbia Threadneedle. Their fees differ too: 0.45% for BFIX and 0.32% for CRUX.

Portfolio Optimizer

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