CRXP vs. BYLD
CRXP (Columbia Core Plus Bond ETF) and BYLD (iShares Yield Optimized Bond ETF) are both Intermediate Core-Plus Bond funds. CRXP is actively managed, while BYLD is passively managed. Their 0.78 correlation means they have sometimes moved together and sometimes differently. CRXP charges 0.22%/yr vs 0.17%/yr for BYLD.
Performance
CRXP vs. BYLD - Performance Comparison
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Returns By Period
In the year-to-date period, CRXP achieves a -0.10% return, which is significantly lower than BYLD's 0.51% return.
CRXP
- 1D
- -0.18%
- 1M
- -1.13%
- 6M
- -0.61%
- YTD
- -0.10%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
BYLD
- 1D
- -0.18%
- 1M
- -1.20%
- 6M
- -0.09%
- YTD
- 0.51%
- 1Y
- 3.72%
- 3Y*
- 6.00%
- 5Y*
- 1.80%
- 10Y*
- 2.79%
- ALL TIME*
- 2.86%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $970.44K | $1.44M | $2.66M | |
| $4.49K | $319.92K | $113.61K |
CRXP vs. BYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CRXP Columbia Core Plus Bond ETF | -0.10% | -0.22% |
BYLD iShares Yield Optimized Bond ETF | 0.51% | 0.07% |
Correlation
The correlation between CRXP and BYLD is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 11, 2025 | 0.78 |
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Return for Risk
CRXP vs. BYLD — Risk / Return Rank
CRXP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BYLD
CRXP vs. BYLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Core Plus Bond ETF (CRXP) and iShares Yield Optimized Bond ETF (BYLD). 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.
| CRXP | BYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.20 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.56 | — |
| Martin ratioReturn relative to average drawdown | — | 5.90 | — |
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Drawdowns
CRXP vs. BYLD - Drawdown Comparison
The maximum CRXP drawdown since its inception was -2.80%, smaller than the maximum BYLD drawdown of -14.75%. Use the drawdown chart below to compare losses from any high point for CRXP and BYLD.
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Drawdown Indicators
| CRXP | BYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.80% | -14.75% | +11.95% |
Max Drawdown (1Y)Largest decline over 1 year | — | -2.71% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -3.54% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.65% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.75% | — |
Current DrawdownCurrent decline from peak | -2.22% | -1.37% | -0.85% |
Average DrawdownAverage peak-to-trough decline | -1.04% | -2.49% | +1.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.71% | — |
Volatility
CRXP vs. BYLD - Volatility Comparison
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Volatility by Period
| CRXP | BYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.87% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 3.09% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 3.76% | 3.81% | -0.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.76% | 5.21% | -1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.76% | 5.42% | -1.66% |
CRXP vs. BYLD - Expense Ratio Comparison
CRXP has a 0.22% expense ratio, which is higher than BYLD's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
CRXP vs. BYLD - Dividend Comparison
CRXP's dividend yield for the trailing twelve months is around 2.53%, less than BYLD's 5.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BYLD iShares Yield Optimized Bond ETF | 5.42% | 5.32% | 5.31% | 4.45% | 3.39% | 2.18% | 3.41% | 3.67% | 4.22% | 3.22% | 3.14% | 3.37% |
CRXP Columbia Core Plus Bond ETF | 2.53% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CRXP and BYLD have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, BYLD is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.
BYLD is cheaper with a 0.17% expense ratio, compared with 0.22% for CRXP.
BYLD has the higher dividend yield at 5.42%, compared with 2.53% for CRXP.
They also come from different issuers: Columbia and iShares. Their fees differ too: 0.22% for CRXP and 0.17% for BYLD.
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