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CBLDX vs. FTF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CBLDX vs. FTF

Last updated Jun 20, 2026

CBLDX (CrossingBridge Low Duration High Yield Fund) and FTF (Franklin Limited Duration Income Trust) are both Multisector Bonds funds. Over the past 5 years, CBLDX returned 5.22%/yr vs 2.12%/yr for FTF. At a 0.15 correlation, their price movements are largely independent. CBLDX charges 0.88%/yr vs 3.92%/yr for FTF.

Performance

CBLDX vs. FTF - Performance Comparison

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

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Returns By Period

In the year-to-date period, CBLDX achieves a 1.83% return, which is significantly higher than FTF's -0.40% return.

CBLDX

1D
0.00%
1M
0.45%
YTD
1.83%
6M
2.29%
1Y
4.95%
3Y*
6.49%
5Y*
5.22%
10Y*
—

FTF

1D
0.17%
1M
0.00%
YTD
-0.40%
6M
1.42%
1Y
2.22%
3Y*
9.84%
5Y*
2.12%
10Y*
3.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CBLDX vs. FTF - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
CBLDX
CrossingBridge Low Duration High Yield Fund		1.83%6.04%7.11%7.71%0.66%7.44%3.59%3.50%1.67%
FTF
Franklin Limited Duration Income Trust		-0.40%4.16%19.50%12.22%-23.49%6.72%9.01%18.45%-14.32%

Correlation

The correlation between CBLDX and FTF is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.10

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (All Time)
Calculated using the full available price history since Jan 31, 2018

0.15

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

CrossingBridge Low Duration High Yield Fund

Franklin Limited Duration Income Trust

Often compared with CBLDX:
CBLDX vs. PIMIXCBLDX vs. ICMUXCBLDX vs. JAAACBLDX vs. CLOZCBLDX vs. SEIXCBLDX vs. SWVXXCBLDX vs. FFRHX
Often compared with FTF:
FTF vs. FSCOFTF vs. FSELXFTF vs. CRMVXFTF vs. FCNTXFTF vs. FSPGXFTF vs. DBSCXFTF vs. PDI

Return for Risk

CBLDX vs. FTF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CBLDX
CBLDX Risk / Return Rank: 9898
Overall Rank
CBLDX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CBLDX Sortino Ratio Rank: 9797
Sortino Ratio Rank
CBLDX Omega Ratio Rank: 9898
Omega Ratio Rank
CBLDX Calmar Ratio Rank: 9898
Calmar Ratio Rank
CBLDX Martin Ratio Rank: 9898
Martin Ratio Rank
FTF
FTF Risk / Return Rank: 55
Overall Rank
FTF Sharpe Ratio Rank: 55
Sharpe Ratio Rank
FTF Sortino Ratio Rank: 55
Sortino Ratio Rank
FTF Omega Ratio Rank: 55
Omega Ratio Rank
FTF Calmar Ratio Rank: 55
Calmar Ratio Rank
FTF Martin Ratio Rank: 55
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.

CBLDX vs. FTF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CrossingBridge Low Duration High Yield Fund (CBLDX) and Franklin Limited Duration Income Trust (FTF). 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.

CBLDXFTFDifference
Sharpe ratioReturn per unit of total volatility
3.56
0.32

+3.24

Sortino ratioReturn per unit of downside risk
5.27
0.48

+4.78

Omega ratioGain probability vs. loss probability

2.07

1.06

+1.01

Calmar ratioReturn relative to maximum drawdown

6.84

0.35

+6.49

Martin ratioReturn relative to average drawdown

27.18

0.95

+26.23

CBLDX vs. FTF - Sharpe Ratio Comparison

The current CBLDX Sharpe Ratio is 3.56, which is higher than the FTF Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of CBLDX and FTF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

CBLDX vs. FTF - Drawdown Comparison

The maximum CBLDX drawdown since its inception was -8.15%, smaller than the maximum FTF drawdown of -51.15%. Use the drawdown chart below to compare losses from any high point for CBLDX and FTF.

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Drawdown Indicators

CBLDXFTFDifference

Max Drawdown

Largest peak-to-trough decline

-8.15%

-51.15%

+43.00%

Max Drawdown (1Y)

Largest decline over 1 year

-0.73%

-6.54%

+5.81%

Max Drawdown (3Y)

Largest decline over 3 years

-1.05%

-11.58%

+10.53%

Max Drawdown (5Y)

Largest decline over 5 years

-1.88%

-28.55%

+26.67%

Max Drawdown (10Y)

Largest decline over 10 years

—

-36.64%

—

Current Drawdown

Current decline from peak

-0.10%

-2.56%

+2.46%

Average Drawdown

Average peak-to-trough decline

-0.31%

-8.03%

+7.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.18%

2.44%

-2.26%

Volatility

CBLDX vs. FTF - Volatility Comparison

The current volatility for CrossingBridge Low Duration High Yield Fund (CBLDX) is 0.33%, while Franklin Limited Duration Income Trust (FTF) has a volatility of 2.19%. This indicates that CBLDX experiences smaller price fluctuations and is considered to be less risky than FTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CBLDXFTFDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.33%

2.19%

-1.86%

Volatility (6M)

Calculated over the trailing 6-month period

1.14%

5.43%

-4.29%

Volatility (1Y)

Calculated over the trailing 1-year period

1.40%

7.24%

-5.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.59%

11.05%

-9.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.82%

13.87%

-12.05%

CBLDX vs. FTF - Expense Ratio Comparison

CBLDX has a 0.88% expense ratio, which is lower than FTF's 3.92% expense ratio.

Dividends

CBLDX vs. FTF - Dividend Comparison

CBLDX's dividend yield for the trailing twelve months is around 6.22%, less than FTF's 11.62% yield.

PositionTTM20252024202320222021202020192018201720162015
CBLDX
CrossingBridge Low Duration High Yield Fund		6.22%6.43%7.12%7.65%5.07%5.13%3.97%2.85%2.18%0.00%0.00%0.00%
FTF
Franklin Limited Duration Income Trust		11.62%12.00%11.13%11.41%12.62%10.26%9.50%10.73%12.37%10.86%6.56%6.94%

Frequently Asked Questions

CBLDX and FTF have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTF has higher volatility (2.19%) compared to CBLDX (0.33%). In terms of maximum drawdown, CBLDX dropped -8.15% vs FTF's -51.15%.

CBLDX currently has the higher Sharpe Ratio (3.56 vs 0.32), 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.

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