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ISIN
US0570715245
CUSIP
057071524
Issuer
Baird
Inception Date
Nov 14, 2019
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Bond

Share Price Chart


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Performance

BSNSX Performance Chart

Baird Strategic Municipal Bond Fund (BSNSX) is up 1.7% since the beginning of the year. BSNSX is currently trading at $10 per share. Investors who bought $1,000 worth of BSNSX shares 5 years ago would now be looking at an investment worth $1,110.


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S&P 500 Index

Returns By Period

Baird Strategic Municipal Bond Fund (BSNSX) has returned 1.68% so far this year and 5.75% over the past 12 months.


Baird Strategic Municipal Bond Fund

1D
0.10%
1M
1.07%
YTD
1.68%
6M
1.79%
1Y
5.75%
3Y*
4.44%
5Y*
2.11%
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BSNSX Monthly Returns History

Based on dividend-adjusted daily data since Nov 15, 2019, BSNSX's average daily return is +0.01%, while the average monthly return is +0.26%. At this rate, an investment would double in approximately 22.2 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +4.5%, while the worst month was Sep 2022 at -3.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, BSNSX closed higher 36% of trading days. The best single day was Mar 25, 2020 with a return of +3.1%, while the worst single day was Mar 20, 2020 at -2.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.73%1.05%-1.51%0.75%0.30%0.39%1.68%
20250.44%0.90%-0.88%-0.23%0.27%0.68%0.11%0.77%1.34%0.77%0.38%0.20%4.83%
20240.03%0.18%0.09%-0.61%-0.11%1.27%0.86%0.95%0.76%-0.97%1.17%-0.72%2.92%
20232.49%-1.61%1.65%0.05%-0.55%0.75%0.27%-0.53%-1.84%-0.64%4.51%1.98%6.53%
2022-1.53%-0.28%-2.37%-2.22%1.15%-1.25%2.14%-1.81%-3.02%-0.61%4.07%0.27%-5.54%
20210.53%-0.28%0.33%0.43%0.16%0.34%0.35%-0.03%-0.31%-0.11%0.44%0.14%2.00%

Benchmark Metrics

Baird Strategic Municipal Bond Fund has an annualized alpha of 2.71%, beta of 0.03, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since November 15, 2019.

  • This fund participated in 15.67% of S&P 500 Index downside but only 14.00% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.03 may look defensive, but with R2 of 0.04 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
  • R2 of 0.04 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.71%
Beta
0.03
0.04
Upside Capture
14.00%
Downside Capture
15.67%

Expense Ratio

BSNSX has an expense ratio of 0.55%, placing it in the medium range.


Return for Risk

Risk / Return Rank

BSNSX ranks 86 for risk / return — in the top 86% of mutual funds on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


BSNSX Risk / Return Rank: 8686
Overall Rank
BSNSX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
BSNSX Sortino Ratio Rank: 9797
Sortino Ratio Rank
BSNSX Omega Ratio Rank: 9898
Omega Ratio Rank
BSNSX Calmar Ratio Rank: 7474
Calmar Ratio Rank
BSNSX Martin Ratio Rank: 6262
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Baird Strategic Municipal Bond Fund (BSNSX) and compare them to S&P 500 Index.

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.


BSNSXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+1.61

Sortino ratioReturn per unit of downside risk

+2.81

Omega ratioGain probability vs. loss probability

2.03

1.37

+0.66

Calmar ratioReturn relative to maximum drawdown

3.20

2.78

+0.42

Martin ratioReturn relative to average drawdown

11.49

12.44

-0.95

Dividends

Dividend History

Baird Strategic Municipal Bond Fund provided a 3.34% dividend yield over the last twelve months, with an annual payout of $0.35 per share. The fund has been increasing its distributions for 4 consecutive years.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.352019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022202120202019
Dividend$0.35$0.34$0.34$0.31$0.18$0.14$0.21$0.02

Dividend yield

3.34%3.32%3.28%2.99%1.84%1.33%1.99%0.15%

Monthly Dividends

The table displays the monthly dividend distributions for Baird Strategic Municipal Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.03$0.03$0.03$0.03$0.03$0.00$0.14
2025$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.34
2024$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.34
2023$0.02$0.03$0.03$0.03$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.31
2022$0.01$0.01$0.01$0.01$0.02$0.01$0.01$0.02$0.02$0.02$0.02$0.03$0.18
2021$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.06$0.14

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Baird Strategic Municipal Bond Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Baird Strategic Municipal Bond Fund was 9.77%, occurring on Oct 25, 2022. Recovery took 286 trading sessions.

The current Baird Strategic Municipal Bond Fund drawdown is 0.10%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-9.77%Oct 2022
9mo 25d1y 1mo
1y 11moJan 2022 - Dec 2023
COVID crash2020
-8.23%Mar 2020
11d2mo 3d
2mo 14dMar 2020 - May 2020
2025 selloff2025
-2.92%Apr 2025
1mo 5d3mo 24d
4mo 29dMar 2025 - Aug 2025
2024 pullback2024
-2.31%Dec 2024
10d2mo 7d
2mo 17dDec 2024 - Feb 2025
2026 pullback2026
-1.81%Mar 2026
22d
3mo 23dMar 2026 - now

Drawdown Indicators


BSNSXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-9.77%

-56.78%

+47.01%

Max Drawdown (1Y)

Largest decline over 1 year

-1.81%

-9.10%

+7.29%

Max Drawdown (3Y)

Largest decline over 3 years

-3.54%

-18.90%

+15.36%

Max Drawdown (5Y)

Largest decline over 5 years

-9.77%

-25.43%

+15.66%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.10%

-1.80%

+1.70%

Average Drawdown

Average peak-to-trough decline

-1.57%

-10.71%

+9.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

2.03%

-1.53%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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