CBLDX vs. BDKNX

Last updated Apr 2, 2026

Compare and contrast key facts about CrossingBridge Low Duration High Yield Fund (CBLDX) and Braddock Multi-Strategy Income Fund (BDKNX).

CBLDX is managed by CrossingBridge. It was launched on Jan 30, 2018. BDKNX is managed by Liberty Street. It was launched on Jul 30, 2009.

Performance

CBLDX vs. BDKNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CrossingBridge Low Duration High Yield Fund (CBLDX) and Braddock Multi-Strategy Income Fund (BDKNX). The values are adjusted to include any dividend payments, if applicable.

CBLDX vs. BDKNX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
CBLDX CrossingBridge Low Duration High Yield Fund	0.35%	6.04%	7.11%	7.71%	0.66%	7.44%	3.59%	3.50%	1.67%
BDKNX Braddock Multi-Strategy Income Fund	0.00%	8.63%	9.00%	12.00%	-11.64%	5.71%	-27.91%	6.60%	2.87%

Returns By Period

CBLDX

• 1D: -0.10%
• 1M: -0.31%
• YTD: 0.35%
• 6M: 1.32%
• 1Y: 4.95%
• 3Y*: 6.52%
• 5Y*: 5.10%
• 10Y*: —

BDKNX

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

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

CBLDX vs. BDKNX - Expense Ratio Comparison

CBLDX has a 0.88% expense ratio, which is lower than BDKNX's 1.53% expense ratio.

BDKNX

Braddock Multi-Strategy Income Fund

CBLDX

CrossingBridge Low Duration High Yield Fund

Return for Risk

CBLDX vs. BDKNX — Risk / Return Rank

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

CBLDX

CBLDX Risk / Return Rank: 98
CBLDX Sharpe Ratio Rank: 99
CBLDX Sortino Ratio Rank: 98
CBLDX Omega Ratio Rank: 98
CBLDX Calmar Ratio Rank: 98
CBLDX Martin Ratio Rank: 98

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.

CBLDX vs. BDKNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CrossingBridge Low Duration High Yield Fund (CBLDX) and Braddock Multi-Strategy Income Fund (BDKNX). 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.

	CBLDX	BDKNX	Difference
Sharpe ratio Return per unit of total volatility	3.43	—	—
Sortino ratio Return per unit of downside risk	4.92	—	—
Omega ratio Gain probability vs. loss probability	2.03	—	—
Calmar ratio Return relative to maximum drawdown	5.34	—	—
Martin ratio Return relative to average drawdown	23.86	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CBLDX	BDKNX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.43	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	3.25	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.54	—	—

Correlation

The correlation between CBLDX and BDKNX is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

CBLDX vs. BDKNX - Dividend Comparison

CBLDX's dividend yield for the trailing twelve months is around 6.27%, less than BDKNX's 6.46% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
CBLDX CrossingBridge Low Duration High Yield Fund	6.27%	6.43%	7.12%	7.65%	5.07%	5.13%	3.97%	2.85%	2.18%	0.00%	0.00%
BDKNX Braddock Multi-Strategy Income Fund	6.46%	8.33%	6.45%	6.57%	5.46%	3.63%	4.32%	4.03%	4.42%	4.94%	5.67%

Drawdowns

Drawdown Indicators

	CBLDX	BDKNX	Difference
Max Drawdown Largest peak-to-trough decline	-8.15%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-0.93%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-1.88%	—	—
Current Drawdown Current decline from peak	-0.73%	—	—
Average Drawdown Average peak-to-trough decline	-0.31%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.21%	—	—

Volatility

Volatility by Period

	CBLDX	BDKNX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.65%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.11%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	1.45%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	1.57%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	1.83%	—	—