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BAGIX vs. BHYIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BAGIX vs. BHYIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baird Aggregate Bond Fund Class I (BAGIX) and BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BAGIX achieves a 0.63% return, which is significantly lower than BHYIX's 1.76% return. Over the past 10 years, BAGIX has underperformed BHYIX with an annualized return of 1.97%, while BHYIX has yielded a comparatively higher 5.89% annualized return.


BAGIX

1D
0.31%
1M
0.98%
YTD
0.63%
6M
0.88%
1Y
4.93%
3Y*
4.56%
5Y*
0.28%
10Y*
1.97%

BHYIX

1D
0.00%
1M
0.70%
YTD
1.76%
6M
2.48%
1Y
7.59%
3Y*
9.10%
5Y*
4.41%
10Y*
5.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BAGIX vs. BHYIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAGIX
Baird Aggregate Bond Fund Class I
0.63%7.37%1.85%6.42%-13.35%-1.46%8.63%9.48%-0.31%4.20%
BHYIX
BlackRock High Yield Bond Portfolio Institutional Shares
1.76%9.18%8.55%13.19%-11.24%5.53%5.87%15.35%-2.81%8.23%

Correlation

The correlation between BAGIX and BHYIX is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.47

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.41

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2000

0.09

Over the past year, BAGIX and BHYIX have become more correlated (0.47) than their long-term average of 0.09, meaning their price movements have been converging.

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Return for Risk

BAGIX vs. BHYIX — Risk / Return Rank

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

BAGIX
BAGIX Risk / Return Rank: 2525
Overall Rank
BAGIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
BAGIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
BAGIX Omega Ratio Rank: 2424
Omega Ratio Rank
BAGIX Calmar Ratio Rank: 2727
Calmar Ratio Rank
BAGIX Martin Ratio Rank: 2222
Martin Ratio Rank

BHYIX
BHYIX Risk / Return Rank: 8080
Overall Rank
BHYIX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BHYIX Sortino Ratio Rank: 8888
Sortino Ratio Rank
BHYIX Omega Ratio Rank: 8383
Omega Ratio Rank
BHYIX Calmar Ratio Rank: 7373
Calmar Ratio Rank
BHYIX Martin Ratio Rank: 8888
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.

BAGIX vs. BHYIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Aggregate Bond Fund Class I (BAGIX) and BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX). 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.


BAGIXBHYIXDifference
Sharpe ratioReturn per unit of total volatility

-0.90

Sortino ratioReturn per unit of downside risk

-1.92

Omega ratioGain probability vs. loss probability

1.24

1.51

-0.27

Calmar ratioReturn relative to maximum drawdown

1.82

3.16

-1.35

Martin ratioReturn relative to average drawdown

5.12

15.52

-10.40

BAGIX vs. BHYIX - Sharpe Ratio Comparison

The current BAGIX Sharpe Ratio is 1.33, which is lower than the BHYIX Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of BAGIX and BHYIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BAGIX vs. BHYIX - Drawdown Comparison

The maximum BAGIX drawdown since its inception was -18.62%, smaller than the maximum BHYIX drawdown of -34.82%. Use the drawdown chart below to compare losses from any high point for BAGIX and BHYIX.


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Drawdown Indicators


BAGIXBHYIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.62%

-34.82%

+16.20%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-2.41%

-0.31%

Max Drawdown (3Y)

Largest decline over 3 years

-6.05%

-4.07%

-1.98%

Max Drawdown (5Y)

Largest decline over 5 years

-18.60%

-15.45%

-3.15%

Max Drawdown (10Y)

Largest decline over 10 years

-18.62%

-23.23%

+4.61%

Current Drawdown

Current decline from peak

-1.16%

-0.14%

-1.02%

Average Drawdown

Average peak-to-trough decline

-2.35%

-2.75%

+0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.96%

0.49%

+0.47%

Volatility

BAGIX vs. BHYIX - Volatility Comparison

Baird Aggregate Bond Fund Class I (BAGIX) and BlackRock High Yield Bond Portfolio Institutional Shares (BHYIX) have volatilities of 1.14% and 1.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BAGIXBHYIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

1.09%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

2.67%

2.62%

+0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

3.71%

3.42%

+0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.92%

5.25%

+0.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.89%

5.92%

-1.03%

BAGIX vs. BHYIX - Expense Ratio Comparison

BAGIX has a 0.30% expense ratio, which is lower than BHYIX's 0.59% expense ratio.


Dividends

BAGIX vs. BHYIX - Dividend Comparison

BAGIX's dividend yield for the trailing twelve months is around 4.23%, less than BHYIX's 7.06% yield.


PositionTTM20252024202320222021202020192018201720162015
BAGIX
Baird Aggregate Bond Fund Class I
4.23%4.12%4.03%3.47%2.70%2.00%3.39%2.75%2.87%2.54%2.25%2.46%
BHYIX
BlackRock High Yield Bond Portfolio Institutional Shares
7.06%7.05%7.46%6.15%4.91%4.73%5.12%5.70%6.33%5.82%5.96%6.33%

Frequently Asked Questions


BAGIX and BHYIX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BAGIX has higher volatility (1.14%) compared to BHYIX (1.09%). In terms of maximum drawdown, BAGIX dropped -18.62% vs BHYIX's -34.82%.

BHYIX currently has the higher Sharpe Ratio (2.23 vs 1.33), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BAGIX and BHYIX

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