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CBLDX vs. SWVXX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between CBLDX and SWVXX is 0.00, 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.


-0.50.00.51.0
Correlation: 0.0

Performance

CBLDX vs. SWVXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CrossingBridge Low Duration High Yield Fund (CBLDX) and Schwab Value Advantage Money Fund (SWVXX). The values are adjusted to include any dividend payments, if applicable.

15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
33.96%
17.83%
CBLDX
SWVXX

Key characteristics

Sharpe Ratio

CBLDX:

6.10

SWVXX:

3.56

Ulcer Index

CBLDX:

0.16%

SWVXX:

0.00%

Daily Std Dev

CBLDX:

0.87%

SWVXX:

1.30%

Max Drawdown

CBLDX:

-8.16%

SWVXX:

0.00%

Current Drawdown

CBLDX:

-0.60%

SWVXX:

0.00%

Returns By Period

In the year-to-date period, CBLDX achieves a 0.83% return, which is significantly lower than SWVXX's 1.03% return.


CBLDX

YTD

0.83%

1M

-0.46%

6M

1.92%

1Y

5.27%

5Y*

5.65%

10Y*

N/A

SWVXX

YTD

1.03%

1M

0.33%

6M

2.00%

1Y

4.64%

5Y*

2.56%

10Y*

1.74%

*Annualized

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Risk-Adjusted Performance

CBLDX vs. SWVXX — Risk-Adjusted Performance Rank

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

CBLDX
The Risk-Adjusted Performance Rank of CBLDX is 9999
Overall Rank
The Sharpe Ratio Rank of CBLDX is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of CBLDX is 9999
Sortino Ratio Rank
The Omega Ratio Rank of CBLDX is 9999
Omega Ratio Rank
The Calmar Ratio Rank of CBLDX is 9797
Calmar Ratio Rank
The Martin Ratio Rank of CBLDX is 9898
Martin Ratio Rank

SWVXX
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CBLDX vs. SWVXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CrossingBridge Low Duration High Yield Fund (CBLDX) and Schwab Value Advantage Money Fund (SWVXX). 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.


Sharpe ratio
The chart of Sharpe ratio for CBLDX, currently valued at 6.04, compared to the broader market-1.000.001.002.003.00
CBLDX: 6.04
SWVXX: 3.56
The chart of Sortino ratio for CBLDX, currently valued at 8.87, compared to the broader market-2.000.002.004.006.008.00
CBLDX: 8.87
The chart of Omega ratio for CBLDX, currently valued at 2.86, compared to the broader market0.501.001.502.002.503.00
CBLDX: 2.86
The chart of Calmar ratio for CBLDX, currently valued at 5.17, compared to the broader market0.002.004.006.008.0010.00
CBLDX: 5.17
The chart of Martin ratio for CBLDX, currently valued at 32.53, compared to the broader market0.0010.0020.0030.0040.0050.00
CBLDX: 32.53

The current CBLDX Sharpe Ratio is 6.10, which is higher than the SWVXX Sharpe Ratio of 3.56. The chart below compares the historical Sharpe Ratios of CBLDX and SWVXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio4.006.008.0010.00NovemberDecember2025FebruaryMarchApril
6.04
3.56
CBLDX
SWVXX

Drawdowns

CBLDX vs. SWVXX - Drawdown Comparison

The maximum CBLDX drawdown since its inception was -8.16%, which is greater than SWVXX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for CBLDX and SWVXX. For additional features, visit the drawdowns tool.


-1.00%-0.80%-0.60%-0.40%-0.20%0.00%NovemberDecember2025FebruaryMarchApril
-0.60%
0
CBLDX
SWVXX

Volatility

CBLDX vs. SWVXX - Volatility Comparison

CrossingBridge Low Duration High Yield Fund (CBLDX) has a higher volatility of 0.51% compared to Schwab Value Advantage Money Fund (SWVXX) at 0.33%. This indicates that CBLDX's price experiences larger fluctuations and is considered to be riskier than SWVXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.10%0.20%0.30%0.40%0.50%NovemberDecember2025FebruaryMarchApril
0.51%
0.33%
CBLDX
SWVXX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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