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MXIIX vs. CBRDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXIIX vs. CBRDX - Performance Comparison

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

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MXIIX vs. CBRDX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MXIIX
Touchstone Flexible Income Fund
-0.48%6.11%4.82%7.96%-8.14%0.51%
CBRDX
CrossingBridge Responsible Credit Fund
0.44%5.01%7.21%8.00%1.49%1.14%

Returns By Period

In the year-to-date period, MXIIX achieves a -0.48% return, which is significantly lower than CBRDX's 0.44% return.


MXIIX

1D
0.39%
1M
-2.28%
YTD
-0.48%
6M
0.35%
1Y
4.19%
3Y*
5.58%
5Y*
2.53%
10Y*
3.64%

CBRDX

1D
-0.22%
1M
-0.55%
YTD
0.44%
6M
1.09%
1Y
4.35%
3Y*
6.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXIIX vs. CBRDX - Expense Ratio Comparison

MXIIX has a 0.79% expense ratio, which is lower than CBRDX's 0.89% expense ratio.


Return for Risk

MXIIX vs. CBRDX — Risk / Return Rank

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

MXIIX
MXIIX Risk / Return Rank: 6060
Overall Rank
MXIIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
MXIIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
MXIIX Omega Ratio Rank: 4646
Omega Ratio Rank
MXIIX Calmar Ratio Rank: 7474
Calmar Ratio Rank
MXIIX Martin Ratio Rank: 6060
Martin Ratio Rank

CBRDX
CBRDX Risk / Return Rank: 8181
Overall Rank
CBRDX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CBRDX Sortino Ratio Rank: 8585
Sortino Ratio Rank
CBRDX Omega Ratio Rank: 9191
Omega Ratio Rank
CBRDX Calmar Ratio Rank: 7070
Calmar Ratio Rank
CBRDX Martin Ratio Rank: 6969
Martin Ratio Rank
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.

MXIIX vs. CBRDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Flexible Income Fund (MXIIX) 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.


MXIIXCBRDXDifference

Sharpe ratio

Return per unit of total volatility

1.10

1.74

-0.64

Sortino ratio

Return per unit of downside risk

1.56

2.27

-0.71

Omega ratio

Gain probability vs. loss probability

1.20

1.42

-0.22

Calmar ratio

Return relative to maximum drawdown

1.74

1.62

+0.11

Martin ratio

Return relative to average drawdown

5.79

6.59

-0.80

MXIIX vs. CBRDX - Sharpe Ratio Comparison

The current MXIIX Sharpe Ratio is 1.10, which is lower than the CBRDX Sharpe Ratio of 1.74. The chart below compares the historical Sharpe Ratios of MXIIX and CBRDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MXIIXCBRDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.74

-0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

2.36

-1.67

Correlation

The correlation between MXIIX and CBRDX is 0.20, 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

MXIIX vs. CBRDX - Dividend Comparison

MXIIX's dividend yield for the trailing twelve months is around 5.15%, less than CBRDX's 6.79% yield.


TTM20252024202320222021202020192018201720162015
MXIIX
Touchstone Flexible Income Fund
5.15%4.66%4.03%3.77%4.70%3.49%4.66%3.84%4.04%2.72%2.91%3.30%
CBRDX
CrossingBridge Responsible Credit Fund
6.79%7.52%8.57%8.57%6.67%1.34%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MXIIX vs. CBRDX - Drawdown Comparison

The maximum MXIIX drawdown since its inception was -37.45%, which is greater than CBRDX's maximum drawdown of -2.46%. Use the drawdown chart below to compare losses from any high point for MXIIX and CBRDX.


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Drawdown Indicators


MXIIXCBRDXDifference

Max Drawdown

Largest peak-to-trough decline

-37.45%

-2.46%

-34.99%

Max Drawdown (1Y)

Largest decline over 1 year

-2.66%

-1.74%

-0.92%

Max Drawdown (5Y)

Largest decline over 5 years

-11.59%

Max Drawdown (10Y)

Largest decline over 10 years

-15.21%

Current Drawdown

Current decline from peak

-2.28%

-0.77%

-1.51%

Average Drawdown

Average peak-to-trough decline

-3.46%

-0.33%

-3.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.80%

0.56%

+0.24%

Volatility

MXIIX vs. CBRDX - Volatility Comparison

Touchstone Flexible Income Fund (MXIIX) has a higher volatility of 1.35% compared to CrossingBridge Responsible Credit Fund (CBRDX) at 0.77%. This indicates that MXIIX's price experiences larger fluctuations and is considered to be riskier than CBRDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXIIXCBRDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

0.77%

+0.58%

Volatility (6M)

Calculated over the trailing 6-month period

2.22%

1.29%

+0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

3.75%

2.13%

+1.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.38%

2.07%

+1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.39%

2.07%

+2.32%