CBRDX vs. DBLIX

Last updated Jun 25, 2026

CBRDX (CrossingBridge Responsible Credit Fund) and DBLIX (DoubleLine Income Fund) are both Multisector Bonds funds. At a 0.11 correlation, their price movements are largely independent. CBRDX charges 0.89%/yr vs 0.65%/yr for DBLIX.

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.

Returns By Period

CBRDX

• 1D: 0.00%
• 1M: 0.08%
• YTD: 0.27%
• 6M: 0.27%
• 1Y: 3.07%
• 3Y*: 5.96%
• 5Y*: —
• 10Y*: —

DBLIX

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

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

CBRDX vs. DBLIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
CBRDX CrossingBridge Responsible Credit Fund	0.27%	5.01%	7.21%	8.00%	1.49%	1.14%
DBLIX DoubleLine Income Fund	0.48%	6.49%	10.61%	9.69%	-13.31%	0.43%

Correlation

The correlation between CBRDX and DBLIX is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (All Time) Calculated using the full available price history since Jun 30, 2021	0.11

The correlation between CBRDX and DBLIX shifts across timeframes, from -0.12 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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: 55
CBRDX Sharpe Ratio Rank: 46
CBRDX Sortino Ratio Rank: 41
CBRDX Omega Ratio Rank: 77
CBRDX Calmar Ratio Rank: 72
CBRDX Martin Ratio Rank: 40

DBLIX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

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.

	CBRDX	DBLIX	Difference
Sharpe ratio: Return per unit of total volatility	1.77	—	—
Sortino ratio: Return per unit of downside risk	2.38	—	—
Omega ratio: Gain probability vs. loss probability	1.45	—	—
Calmar ratio: Return relative to maximum drawdown	3.05	—	—
Martin ratio: Return relative to average drawdown	7.82	—	—

Drawdowns

Drawdown Indicators

	CBRDX	DBLIX	Difference
Max Drawdown Largest peak-to-trough decline	-2.46%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-1.05%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-2.46%	—	—
Current Drawdown Current decline from peak	-0.94%	—	—
Average Drawdown Average peak-to-trough decline	-0.35%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	0.41%	—	—

Volatility

Volatility by Period

	CBRDX	DBLIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.69%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.35%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	1.82%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.07%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.07%	—	—

CBRDX vs. DBLIX - Expense Ratio Comparison

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

Dividends

CBRDX vs. DBLIX - Dividend Comparison

CBRDX's dividend yield for the trailing twelve months is around 6.63%, more than DBLIX's 4.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
CBRDX CrossingBridge Responsible Credit Fund	6.63%	7.52%	8.57%	8.57%	6.67%	1.34%	0.00%	0.00%
DBLIX DoubleLine Income Fund	4.11%	6.33%	6.32%	7.44%	5.45%	4.76%	4.10%	1.30%

Frequently Asked Questions

Can I hold both CBRDX and DBLIX in my portfolio?

CBRDX and DBLIX 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.