CBRDX vs. DBLIX

Last updated Apr 1, 2026

Compare and contrast key facts about CrossingBridge Responsible Credit Fund (CBRDX) and DoubleLine Income Fund (DBLIX).

CBRDX is managed by CrossingBridge. It was launched on Jun 29, 2021. DBLIX is managed by DoubleLine. It was launched on Sep 2, 2019.

Performance

CBRDX vs. DBLIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CrossingBridge Responsible Credit Fund (CBRDX) and DoubleLine Income Fund (DBLIX). The values are adjusted to include any dividend payments, if applicable.

CBRDX vs. DBLIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
CBRDX CrossingBridge Responsible Credit Fund	0.44%	5.01%	7.21%	8.00%	1.49%	1.14%
DBLIX DoubleLine Income Fund	0.48%	6.49%	10.61%	9.69%	-13.31%	0.38%

Returns By Period

CBRDX

• 1D: -0.22%
• 1M: -0.55%
• YTD: 0.44%
• 6M: 1.09%
• 1Y: 4.35%
• 3Y*: 6.19%
• 5Y*: —
• 10Y*: —

DBLIX

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

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

CBRDX vs. DBLIX - Expense Ratio Comparison

CBRDX has a 0.89% expense ratio, which is higher than DBLIX's 0.65% expense ratio.

CBRDX

CrossingBridge Responsible Credit Fund

DBLIX

DoubleLine Income Fund

Return for Risk

CBRDX vs. DBLIX — Risk / Return Rank

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

CBRDX

CBRDX Risk / Return Rank: 81
CBRDX Sharpe Ratio Rank: 87
CBRDX Sortino Ratio Rank: 85
CBRDX Omega Ratio Rank: 91
CBRDX Calmar Ratio Rank: 70
CBRDX Martin Ratio Rank: 69

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.

CBRDX vs. DBLIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CrossingBridge Responsible Credit Fund (CBRDX) and DoubleLine Income Fund (DBLIX). 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.

	CBRDX	DBLIX	Difference
Sharpe ratio Return per unit of total volatility	1.74	—	—
Sortino ratio Return per unit of downside risk	2.27	—	—
Omega ratio Gain probability vs. loss probability	1.42	—	—
Calmar ratio Return relative to maximum drawdown	1.62	—	—
Martin ratio Return relative to average drawdown	6.59	—	—
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

	CBRDX	DBLIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.74	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.36	—	—

Correlation

The correlation between CBRDX and DBLIX is 0.12, 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

CBRDX vs. DBLIX - Dividend Comparison

CBRDX's dividend yield for the trailing twelve months is around 6.79%, more than DBLIX's 5.20% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
CBRDX CrossingBridge Responsible Credit Fund	6.79%	7.52%	8.57%	8.57%	6.67%	1.34%	0.00%	0.00%
DBLIX DoubleLine Income Fund	5.20%	6.33%	6.32%	7.44%	5.45%	4.76%	4.10%	1.30%

Drawdowns

Drawdown Indicators

	CBRDX	DBLIX	Difference
Max Drawdown Largest peak-to-trough decline	-2.46%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-1.74%	—	—
Current Drawdown Current decline from peak	-0.77%	—	—
Average Drawdown Average peak-to-trough decline	-0.33%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.56%	—	—

Volatility

Volatility by Period

	CBRDX	DBLIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.77%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.29%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	2.13%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.07%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.07%	—	—