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TSDOX vs. CBUDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TSDOX vs. CBUDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Touchstone Ultra Short Duration Fixed Income Fund (TSDOX) and CrossingBridge Ultra-Short Duration Fund (CBUDX). The values are adjusted to include any dividend payments, if applicable.

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TSDOX vs. CBUDX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TSDOX
Touchstone Ultra Short Duration Fixed Income Fund
0.51%4.73%6.87%5.75%-0.37%-0.01%
CBUDX
CrossingBridge Ultra-Short Duration Fund
0.75%5.25%5.83%5.61%2.25%0.26%

Returns By Period

In the year-to-date period, TSDOX achieves a 0.51% return, which is significantly lower than CBUDX's 0.75% return.


TSDOX

1D
0.00%
1M
-0.22%
YTD
0.51%
6M
1.54%
1Y
3.96%
3Y*
5.60%
5Y*
3.45%
10Y*
2.58%

CBUDX

1D
0.10%
1M
0.10%
YTD
0.75%
6M
1.94%
1Y
4.88%
3Y*
5.46%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TSDOX vs. CBUDX - Expense Ratio Comparison

TSDOX has a 0.69% expense ratio, which is lower than CBUDX's 0.89% expense ratio.


Return for Risk

TSDOX vs. CBUDX — Risk / Return Rank

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

TSDOX
TSDOX Risk / Return Rank: 9999
Overall Rank
TSDOX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
TSDOX Sortino Ratio Rank: 100100
Sortino Ratio Rank
TSDOX Omega Ratio Rank: 100100
Omega Ratio Rank
TSDOX Calmar Ratio Rank: 100100
Calmar Ratio Rank
TSDOX Martin Ratio Rank: 9999
Martin Ratio Rank

CBUDX
CBUDX Risk / Return Rank: 100100
Overall Rank
CBUDX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CBUDX Sortino Ratio Rank: 100100
Sortino Ratio Rank
CBUDX Omega Ratio Rank: 100100
Omega Ratio Rank
CBUDX Calmar Ratio Rank: 9999
Calmar Ratio Rank
CBUDX Martin Ratio Rank: 100100
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.

TSDOX vs. CBUDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Touchstone Ultra Short Duration Fixed Income Fund (TSDOX) and CrossingBridge Ultra-Short Duration Fund (CBUDX). 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.


TSDOXCBUDXDifference

Sharpe ratio

Return per unit of total volatility

3.07

5.73

-2.67

Sortino ratio

Return per unit of downside risk

10.12

10.91

-0.79

Omega ratio

Gain probability vs. loss probability

4.01

4.60

-0.59

Calmar ratio

Return relative to maximum drawdown

13.64

12.17

+1.47

Martin ratio

Return relative to average drawdown

54.32

84.05

-29.74

TSDOX vs. CBUDX - Sharpe Ratio Comparison

The current TSDOX Sharpe Ratio is 3.07, which is lower than the CBUDX Sharpe Ratio of 5.73. The chart below compares the historical Sharpe Ratios of TSDOX and CBUDX, 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


TSDOXCBUDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.07

5.73

-2.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.60

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.97

Sharpe Ratio (All Time)

Calculated using the full available price history

1.75

4.58

-2.83

Correlation

The correlation between TSDOX and CBUDX is 0.12, 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

TSDOX vs. CBUDX - Dividend Comparison

TSDOX's dividend yield for the trailing twelve months is around 4.10%, less than CBUDX's 4.57% yield.


TTM20252024202320222021202020192018201720162015
TSDOX
Touchstone Ultra Short Duration Fixed Income Fund
4.10%4.51%5.64%4.11%1.61%0.86%1.66%2.48%2.16%1.64%1.29%1.27%
CBUDX
CrossingBridge Ultra-Short Duration Fund
4.57%4.61%5.68%5.67%2.94%0.16%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TSDOX vs. CBUDX - Drawdown Comparison

The maximum TSDOX drawdown since its inception was -5.27%, which is greater than CBUDX's maximum drawdown of -0.40%. Use the drawdown chart below to compare losses from any high point for TSDOX and CBUDX.


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Drawdown Indicators


TSDOXCBUDXDifference

Max Drawdown

Largest peak-to-trough decline

-5.27%

-0.40%

-4.87%

Max Drawdown (1Y)

Largest decline over 1 year

-0.32%

-0.40%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-1.50%

Max Drawdown (10Y)

Largest decline over 10 years

-5.27%

Current Drawdown

Current decline from peak

-0.22%

-0.30%

+0.08%

Average Drawdown

Average peak-to-trough decline

-0.18%

-0.03%

-0.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.08%

0.06%

+0.02%

Volatility

TSDOX vs. CBUDX - Volatility Comparison

The current volatility for Touchstone Ultra Short Duration Fixed Income Fund (TSDOX) is 0.15%, while CrossingBridge Ultra-Short Duration Fund (CBUDX) has a volatility of 0.42%. This indicates that TSDOX experiences smaller price fluctuations and is considered to be less risky than CBUDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TSDOXCBUDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.15%

0.42%

-0.27%

Volatility (6M)

Calculated over the trailing 6-month period

1.04%

0.68%

+0.36%

Volatility (1Y)

Calculated over the trailing 1-year period

1.42%

0.86%

+0.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.33%

0.92%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.31%

0.92%

+0.39%