PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BAGIX vs. DODIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

BAGIX vs. DODIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baird Aggregate Bond Fund Class I (BAGIX) and Dodge & Cox Income Fund (DODIX). The values are adjusted to include any dividend payments, if applicable.

0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.44%
3.55%
BAGIX
DODIX

Returns By Period

In the year-to-date period, BAGIX achieves a 2.13% return, which is significantly lower than DODIX's 2.71% return. Over the past 10 years, BAGIX has underperformed DODIX with an annualized return of 1.69%, while DODIX has yielded a comparatively higher 2.58% annualized return.


BAGIX

YTD

2.13%

1M

-0.48%

6M

3.44%

1Y

7.16%

5Y (annualized)

-0.04%

10Y (annualized)

1.69%

DODIX

YTD

2.71%

1M

-0.40%

6M

3.54%

1Y

7.69%

5Y (annualized)

1.45%

10Y (annualized)

2.58%

Key characteristics


BAGIXDODIX
Sharpe Ratio1.251.31
Sortino Ratio1.851.92
Omega Ratio1.221.23
Calmar Ratio0.490.76
Martin Ratio4.274.61
Ulcer Index1.68%1.67%
Daily Std Dev5.71%5.89%
Max Drawdown-19.44%-16.38%
Current Drawdown-8.15%-3.59%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BAGIX vs. DODIX - Expense Ratio Comparison

BAGIX has a 0.30% expense ratio, which is lower than DODIX's 0.41% expense ratio.


DODIX
Dodge & Cox Income Fund
Expense ratio chart for DODIX: current value at 0.41% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.41%
Expense ratio chart for BAGIX: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Correlation

-0.50.00.51.00.9

The correlation between BAGIX and DODIX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Risk-Adjusted Performance

BAGIX vs. DODIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Aggregate Bond Fund Class I (BAGIX) and Dodge & Cox Income Fund (DODIX). 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.


Sharpe ratio
The chart of Sharpe ratio for BAGIX, currently valued at 1.25, compared to the broader market-1.000.001.002.003.004.005.001.251.31
The chart of Sortino ratio for BAGIX, currently valued at 1.85, compared to the broader market0.005.0010.001.851.92
The chart of Omega ratio for BAGIX, currently valued at 1.22, compared to the broader market1.002.003.004.001.221.23
The chart of Calmar ratio for BAGIX, currently valued at 0.49, compared to the broader market0.005.0010.0015.0020.000.490.76
The chart of Martin ratio for BAGIX, currently valued at 4.27, compared to the broader market0.0020.0040.0060.0080.00100.004.274.61
BAGIX
DODIX

The current BAGIX Sharpe Ratio is 1.25, which is comparable to the DODIX Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of BAGIX and DODIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.25
1.31
BAGIX
DODIX

Dividends

BAGIX vs. DODIX - Dividend Comparison

BAGIX's dividend yield for the trailing twelve months is around 3.90%, less than DODIX's 4.17% yield.


TTM20232022202120202019201820172016201520142013
BAGIX
Baird Aggregate Bond Fund Class I
3.90%3.46%2.69%1.92%2.29%2.76%2.89%2.55%2.47%2.47%2.90%3.32%
DODIX
Dodge & Cox Income Fund
4.17%3.86%2.84%1.89%2.44%3.04%3.00%2.76%3.11%3.03%3.84%3.07%

Drawdowns

BAGIX vs. DODIX - Drawdown Comparison

The maximum BAGIX drawdown since its inception was -19.44%, which is greater than DODIX's maximum drawdown of -16.38%. Use the drawdown chart below to compare losses from any high point for BAGIX and DODIX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.15%
-3.59%
BAGIX
DODIX

Volatility

BAGIX vs. DODIX - Volatility Comparison

Baird Aggregate Bond Fund Class I (BAGIX) and Dodge & Cox Income Fund (DODIX) have volatilities of 1.50% and 1.53%, 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.


1.00%1.20%1.40%1.60%1.80%2.00%JuneJulyAugustSeptemberOctoberNovember
1.50%
1.53%
BAGIX
DODIX