DBLIX vs. CBRDX

Last updated Aug 1, 2026

DBLIX (DoubleLine Income Fund) and CBRDX (CrossingBridge Responsible Credit Fund) are both Multisector Bonds funds. Their 0.11 correlation means their historical movements had little consistent relationship. DBLIX charges 0.65%/yr vs 0.89%/yr for CBRDX.

Performance

DBLIX vs. CBRDX - Performance Comparison

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

Returns By Period

DBLIX

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

CBRDX

• 1D: -0.11%
• 1M: 0.39%
• 6M: -0.62%
• YTD: -0.01%
• 1Y: 1.80%
• 3Y*: 5.42%
• 5Y*: 4.57%
• 10Y*: —
• ALL TIME*: 4.45%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CBRDX CrossingBridge Responsible Credit Fund	$0.00	$0.00	$0.00

DBLIX vs. CBRDX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DBLIX DoubleLine Income Fund	0.48%	6.49%	10.61%	9.69%	-13.31%	0.43%
CBRDX CrossingBridge Responsible Credit Fund	-0.01%	5.01%	7.21%	8.00%	1.49%	1.14%

Correlation

The correlation between DBLIX and CBRDX is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.14
Correlation (3Y) Balances recent behavior with more history.	0.09
Correlation (5Y) Shows whether the relationship held over a longer period.	0.11
Correlation (All Time) Calculated using the full available price history since Jun 30, 2021	0.11

The correlation between DBLIX and CBRDX shifts across timeframes, from -0.14 (1 year) to 0.11 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

DBLIX vs. CBRDX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DBLIX

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

CBRDX

CBRDX Risk / Return Rank: 24
CBRDX Sharpe Ratio Rank: 25
CBRDX Sortino Ratio Rank: 21
CBRDX Omega Ratio Rank: 33
CBRDX Calmar Ratio Rank: 21
CBRDX Martin Ratio Rank: 20

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DBLIX vs. CBRDX - Risk-Adjusted Trends Comparison

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

	DBLIX	CBRDX	Difference
Sharpe ratio: Return per unit of total volatility	—	0.87	—
Sortino ratio: Return per unit of downside risk	—	1.14	—
Omega ratio: Gain probability vs. loss probability	—	1.20	—
Calmar ratio: Return relative to maximum drawdown	—	0.99	—
Martin ratio: Return relative to average drawdown	—	2.88	—

Drawdowns

Drawdown Indicators

	DBLIX	CBRDX	Difference
Max Drawdown Largest peak-to-trough decline	—	-2.46%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-1.72%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-2.46%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-2.46%	—
Current Drawdown Current decline from peak	—	-1.22%	—
Average Drawdown Average peak-to-trough decline	—	-0.37%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.59%	—

Volatility

Volatility by Period

	DBLIX	CBRDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.57%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.55%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	1.96%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	2.09%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	2.08%	—

DBLIX vs. CBRDX - Expense Ratio Comparison

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

Dividends

DBLIX vs. CBRDX - Dividend Comparison

DBLIX's dividend yield for the trailing twelve months is around 3.10%, less than CBRDX's 5.73% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
CBRDX CrossingBridge Responsible Credit Fund	5.73%	7.52%	8.57%	8.57%	6.67%	1.34%	0.00%	0.00%
DBLIX DoubleLine Income Fund	3.10%	6.33%	6.32%	7.44%	5.45%	4.76%	4.10%	1.30%

Frequently Asked Questions

Can I hold both DBLIX and CBRDX in my portfolio?

DBLIX and CBRDX have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.