CBRDX vs. JSVIX

Last updated Jun 4, 2026

CBRDX (CrossingBridge Responsible Credit Fund) and JSVIX (Easterly Income Opportunities Fund) are both Multisector Bonds funds. Over the past 3 years, CBRDX returned 6.23%/yr vs 6.45%/yr for JSVIX. At a 0.09 correlation, their price movements are largely independent. CBRDX charges 0.89%/yr vs 1.48%/yr for JSVIX.

Performance

CBRDX vs. JSVIX - Performance Comparison

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

Returns By Period

In the year-to-date period, CBRDX achieves a 0.73% return, which is significantly higher than JSVIX's 0.37% return.

CBRDX

• 1D: 0.11%
• 1M: 0.31%
• YTD: 0.73%
• 6M: 0.88%
• 1Y: 3.99%
• 3Y*: 6.23%
• 5Y*: —
• 10Y*: —

JSVIX

• 1D: 0.00%
• 1M: 0.13%
• YTD: 0.37%
• 6M: 0.83%
• 1Y: 5.10%
• 3Y*: 6.45%
• 5Y*: 3.30%
• 10Y*: —

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

CBRDX vs. JSVIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
CBRDX CrossingBridge Responsible Credit Fund	0.73%	5.01%	7.21%	8.00%	1.49%	1.14%
JSVIX Easterly Income Opportunities Fund	0.37%	7.88%	8.22%	5.92%	-6.27%	0.79%

Correlation

The correlation between CBRDX and JSVIX is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.04
Correlation (All Time) Calculated using the full available price history since Jul 1, 2021	0.09

Return for Risk

CBRDX vs. JSVIX — Risk / Return Rank

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

CBRDX

CBRDX Risk / Return Rank: 70
CBRDX Sharpe Ratio Rank: 64
CBRDX Sortino Ratio Rank: 61
CBRDX Omega Ratio Rank: 86
CBRDX Calmar Ratio Rank: 85
CBRDX Martin Ratio Rank: 54

JSVIX

JSVIX Risk / Return Rank: 79
JSVIX Sharpe Ratio Rank: 89
JSVIX Sortino Ratio Rank: 93
JSVIX Omega Ratio Rank: 93
JSVIX Calmar Ratio Rank: 76
JSVIX Martin Ratio Rank: 44

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. JSVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CrossingBridge Responsible Credit Fund (CBRDX) and Easterly Income Opportunities Fund (JSVIX). 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	JSVIX	Difference
Sharpe ratio: Return per unit of total volatility	2.35	2.94	-0.59
Sortino ratio: Return per unit of downside risk	3.30	4.73	-1.44
Omega ratio: Gain probability vs. loss probability	1.59	1.72	-0.13
Calmar ratio: Return relative to maximum drawdown	4.03	3.45	+0.59
Martin ratio: Return relative to average drawdown	10.92	9.16	+1.76
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CBRDX vs. JSVIX - Sharpe Ratio Comparison

The current CBRDX Sharpe Ratio is 2.35, which is comparable to the JSVIX Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of CBRDX and JSVIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CBRDX	JSVIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.35	2.94	-0.59
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.33	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.32	2.16	+0.16

Drawdowns

CBRDX vs. JSVIX - Drawdown Comparison

The maximum CBRDX drawdown since its inception was -2.46%, smaller than the maximum JSVIX drawdown of -8.75%. Use the drawdown chart below to compare losses from any high point for CBRDX and JSVIX.

Drawdown Indicators

	CBRDX	JSVIX	Difference
Max Drawdown Largest peak-to-trough decline	-2.46%	-8.75%	+6.29%
Max Drawdown (1Y) Largest decline over 1 year	-1.02%	-1.49%	+0.47%
Max Drawdown (3Y) Largest decline over 3 years	-2.46%	-1.49%	-0.97%
Max Drawdown (5Y) Largest decline over 5 years	—	-8.75%	—
Current Drawdown Current decline from peak	-0.49%	-1.16%	+0.67%
Average Drawdown Average peak-to-trough decline	-0.35%	-1.71%	+1.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.38%	0.56%	-0.18%

Volatility

CBRDX vs. JSVIX - Volatility Comparison

CrossingBridge Responsible Credit Fund (CBRDX) and Easterly Income Opportunities Fund (JSVIX) have volatilities of 0.41% and 0.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CBRDX	JSVIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.41%	0.40%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	1.22%	1.18%	+0.04%
Volatility (1Y) Calculated over the trailing 1-year period	1.76%	1.74%	+0.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	2.06%	2.49%	-0.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	2.06%	2.56%	-0.50%

CBRDX vs. JSVIX - Expense Ratio Comparison

CBRDX has a 0.89% expense ratio, which is lower than JSVIX's 1.48% expense ratio.

Dividends

CBRDX vs. JSVIX - Dividend Comparison

CBRDX's dividend yield for the trailing twelve months is around 6.60%, more than JSVIX's 5.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
CBRDX CrossingBridge Responsible Credit Fund	6.60%	7.52%	8.57%	8.57%	6.67%	1.34%	0.00%	0.00%	0.00%
JSVIX Easterly Income Opportunities Fund	5.03%	4.83%	5.88%	5.33%	5.57%	5.34%	6.69%	6.29%	0.96%

Frequently Asked Questions

Can I hold both CBRDX and JSVIX in my portfolio?

CBRDX and JSVIX have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CBRDX or JSVIX?

CBRDX has higher volatility (0.41%) compared to JSVIX (0.40%). In terms of maximum drawdown, CBRDX dropped -2.46% vs JSVIX's -8.75%.

Which has better risk-adjusted returns?

JSVIX currently has the higher Sharpe Ratio (2.94 vs 2.35), 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.