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BAGIX vs. DODIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BAGIXDODIX
YTD Return2.13%2.63%
1Y Return9.01%9.59%
3Y Return (Ann)-1.97%-0.51%
5Y Return (Ann)0.01%1.45%
10Y Return (Ann)1.72%2.60%
Sharpe Ratio1.531.58
Sortino Ratio2.272.34
Omega Ratio1.281.28
Calmar Ratio0.570.85
Martin Ratio5.766.24
Ulcer Index1.56%1.54%
Daily Std Dev5.90%6.07%
Max Drawdown-19.44%-16.38%
Current Drawdown-8.15%-3.66%

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.

Performance

BAGIX vs. DODIX - Performance Comparison

In the year-to-date period, BAGIX achieves a 2.13% return, which is significantly lower than DODIX's 2.63% return. Over the past 10 years, BAGIX has underperformed DODIX with an annualized return of 1.72%, while DODIX has yielded a comparatively higher 2.60% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.33%
3.54%
BAGIX
DODIX

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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%

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.


BAGIX
Sharpe ratio
The chart of Sharpe ratio for BAGIX, currently valued at 1.53, compared to the broader market0.002.004.001.53
Sortino ratio
The chart of Sortino ratio for BAGIX, currently valued at 2.27, compared to the broader market0.005.0010.002.27
Omega ratio
The chart of Omega ratio for BAGIX, currently valued at 1.28, compared to the broader market1.002.003.004.001.28
Calmar ratio
The chart of Calmar ratio for BAGIX, currently valued at 0.57, compared to the broader market0.005.0010.0015.0020.0025.000.57
Martin ratio
The chart of Martin ratio for BAGIX, currently valued at 5.76, compared to the broader market0.0020.0040.0060.0080.00100.005.76
DODIX
Sharpe ratio
The chart of Sharpe ratio for DODIX, currently valued at 1.58, compared to the broader market0.002.004.001.58
Sortino ratio
The chart of Sortino ratio for DODIX, currently valued at 2.34, compared to the broader market0.005.0010.002.34
Omega ratio
The chart of Omega ratio for DODIX, currently valued at 1.28, compared to the broader market1.002.003.004.001.28
Calmar ratio
The chart of Calmar ratio for DODIX, currently valued at 0.84, compared to the broader market0.005.0010.0015.0020.0025.000.85
Martin ratio
The chart of Martin ratio for DODIX, currently valued at 6.24, compared to the broader market0.0020.0040.0060.0080.00100.006.24

BAGIX vs. DODIX - Sharpe Ratio Comparison

The current BAGIX Sharpe Ratio is 1.53, which is comparable to the DODIX Sharpe Ratio of 1.58. 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
1.53
1.58
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%
-3.66%
BAGIX
DODIX

Volatility

BAGIX vs. DODIX - Volatility Comparison

The current volatility for Baird Aggregate Bond Fund Class I (BAGIX) is 1.73%, while Dodge & Cox Income Fund (DODIX) has a volatility of 1.85%. This indicates that BAGIX experiences smaller price fluctuations and is considered to be less risky than DODIX based on this measure. 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
1.73%
1.85%
BAGIX
DODIX