CBLDX vs. VMVFX
CBLDX (CrossingBridge Low Duration High Yield Fund) and VMVFX (Vanguard Global Minimum Volatility Fund Investor Shares) are both mutual funds - CBLDX is a Multisector Bonds fund managed by CrossingBridge, while VMVFX is a Global Equities fund managed by Vanguard. Over the past 5 years, CBLDX returned 5.09%/yr vs 10.60%/yr for VMVFX. Their 0.20 correlation means their historical movements had little consistent relationship. CBLDX charges 0.88%/yr vs 0.21%/yr for VMVFX.
Performance
CBLDX vs. VMVFX - Performance Comparison
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Returns By Period
In the year-to-date period, CBLDX achieves a 1.66% return, which is significantly lower than VMVFX's 10.15% return.
CBLDX
- 1D
- -0.10%
- 1M
- 0.36%
- 6M
- 1.14%
- YTD
- 1.66%
- 1Y
- 3.81%
- 3Y*
- 6.15%
- 5Y*
- 5.09%
- 10Y*
- —
- ALL TIME*
- 4.61%
VMVFX
- 1D
- -0.06%
- 1M
- 0.46%
- 6M
- 6.37%
- YTD
- 10.15%
- 1Y
- 15.34%
- 3Y*
- 13.40%
- 5Y*
- 10.60%
- 10Y*
- 9.21%
- ALL TIME*
- 9.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CBLDX vs. VMVFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CBLDX CrossingBridge Low Duration High Yield Fund | 1.66% | 6.04% | 7.11% | 7.71% | 0.66% | 7.44% | 3.59% | 3.50% | 1.67% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 10.15% | 12.74% | 13.38% | 7.82% | -4.48% | 23.74% | -3.99% | 23.28% | -3.50% |
Correlation
The correlation between CBLDX and VMVFX is 0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.08 |
Correlation (3Y) Balances recent behavior with more history. | 0.12 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2018 | 0.20 |
The correlation between CBLDX and VMVFX shifts across timeframes, from 0.08 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CBLDX vs. VMVFX — Risk / Return Rank
CBLDX
VMVFX
CBLDX vs. VMVFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CrossingBridge Low Duration High Yield Fund (CBLDX) and Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX). 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.
| CBLDX | VMVFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.48 | ||
| Sortino ratioReturn per unit of downside risk | +0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.69 | 1.38 | +0.31 |
| Calmar ratioReturn relative to maximum drawdown | 5.26 | 2.31 | +2.95 |
| Martin ratioReturn relative to average drawdown | 16.70 | 8.93 | +7.77 |
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Drawdowns
CBLDX vs. VMVFX - Drawdown Comparison
The maximum CBLDX drawdown since its inception was -8.15%, smaller than the maximum VMVFX drawdown of -33.09%. Use the drawdown chart below to compare losses from any high point for CBLDX and VMVFX.
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Drawdown Indicators
| CBLDX | VMVFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.15% | -33.09% | +24.94% |
Max Drawdown (1Y)Largest decline over 1 year | -0.73% | -6.27% | +5.54% |
Max Drawdown (3Y)Largest decline over 3 years | -1.05% | -7.96% | +6.91% |
Max Drawdown (5Y)Largest decline over 5 years | -1.88% | -13.02% | +11.14% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.09% | — |
Current DrawdownCurrent decline from peak | -0.27% | -0.46% | +0.19% |
Average DrawdownAverage peak-to-trough decline | -0.31% | -2.80% | +2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.23% | 1.62% | -1.39% |
Volatility
CBLDX vs. VMVFX - Volatility Comparison
The current volatility for CrossingBridge Low Duration High Yield Fund (CBLDX) is 0.35%, while Vanguard Global Minimum Volatility Fund Investor Shares (VMVFX) has a volatility of 1.95%. This indicates that CBLDX experiences smaller price fluctuations and is considered to be less risky than VMVFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CBLDX | VMVFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.35% | 1.95% | -1.60% |
Volatility (6M)Calculated over the trailing 6-month period | 1.22% | 5.56% | -4.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.50% | 6.99% | -5.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.60% | 10.76% | -9.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.82% | 12.43% | -10.61% |
CBLDX vs. VMVFX - Expense Ratio Comparison
CBLDX has a 0.88% expense ratio, which is higher than VMVFX's 0.21% expense ratio.
Dividends
CBLDX vs. VMVFX - Dividend Comparison
CBLDX's dividend yield for the trailing twelve months is around 5.67%, less than VMVFX's 9.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBLDX CrossingBridge Low Duration High Yield Fund | 5.67% | 6.43% | 7.12% | 7.65% | 5.07% | 5.13% | 3.97% | 2.85% | 2.18% | 0.00% | 0.00% | 0.00% |
VMVFX Vanguard Global Minimum Volatility Fund Investor Shares | 9.06% | 9.98% | 3.77% | 3.05% | 4.96% | 12.73% | 2.02% | 5.12% | 7.27% | 2.30% | 2.71% | 3.22% |
Frequently Asked Questions
CBLDX and VMVFX have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VMVFX has higher volatility (1.95%) compared to CBLDX (0.35%). In terms of maximum drawdown, CBLDX dropped -8.15% vs VMVFX's -33.09%.
CBLDX currently has the higher Sharpe Ratio (2.56 vs 2.08), 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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