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BAGIX vs. GNMA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BAGIX vs. GNMA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baird Aggregate Bond Fund Class I (BAGIX) and iShares GNMA Bond ETF (GNMA). 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 0.42% return, which is significantly lower than GNMA's 0.56% return. Over the past 10 years, BAGIX has outperformed GNMA with an annualized return of 1.99%, while GNMA has yielded a comparatively lower 1.23% annualized return.


BAGIX

1D
0.00%
1M
0.57%
YTD
0.42%
6M
0.37%
1Y
5.47%
3Y*
4.52%
5Y*
0.45%
10Y*
1.99%

GNMA

1D
-0.19%
1M
-0.07%
YTD
0.56%
6M
0.81%
1Y
6.56%
3Y*
4.20%
5Y*
0.53%
10Y*
1.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BAGIX vs. GNMA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAGIX
Baird Aggregate Bond Fund Class I
0.42%7.37%1.85%6.42%-13.35%-1.46%8.63%9.48%-0.31%4.20%
GNMA
iShares GNMA Bond ETF
0.56%8.25%1.07%5.34%-10.83%-1.86%3.51%5.85%0.85%1.74%

Correlation

The correlation between BAGIX and GNMA is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.80

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

0.88

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

0.88

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

0.75

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2012

0.65

The correlation between BAGIX and GNMA shifts across timeframes, from 0.65 (all time) to 0.88 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BAGIX vs. GNMA — Risk / Return Rank

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

BAGIX
BAGIX Risk / Return Rank: 2626
Overall Rank
BAGIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BAGIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
BAGIX Omega Ratio Rank: 2525
Omega Ratio Rank
BAGIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
BAGIX Martin Ratio Rank: 2424
Martin Ratio Rank

GNMA
GNMA Risk / Return Rank: 4646
Overall Rank
GNMA Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
GNMA Sortino Ratio Rank: 4747
Sortino Ratio Rank
GNMA Omega Ratio Rank: 4242
Omega Ratio Rank
GNMA Calmar Ratio Rank: 5151
Calmar Ratio Rank
GNMA Martin Ratio Rank: 4848
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. GNMA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Aggregate Bond Fund Class I (BAGIX) and iShares GNMA Bond ETF (GNMA). 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.


BAGIXGNMADifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.26

1.27

-0.01

Calmar ratioReturn relative to maximum drawdown

2.02

2.52

-0.50

Martin ratioReturn relative to average drawdown

6.02

8.05

-2.03

BAGIX vs. GNMA - Sharpe Ratio Comparison

The current BAGIX Sharpe Ratio is 1.45, which is comparable to the GNMA Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of BAGIX and GNMA, 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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Sharpe Ratios by Period


BAGIXGNMADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.53

-0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.08

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.41

0.24

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.97

0.25

+0.73

Drawdowns

BAGIX vs. GNMA - Drawdown Comparison

The maximum BAGIX drawdown since its inception was -18.62%, which is greater than GNMA's maximum drawdown of -17.09%. Use the drawdown chart below to compare losses from any high point for BAGIX and GNMA.


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Drawdown Indicators


BAGIXGNMADifference

Max Drawdown

Largest peak-to-trough decline

-18.62%

-17.09%

-1.53%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-2.61%

-0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-6.05%

-7.13%

+1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-18.60%

-15.83%

-2.77%

Max Drawdown (10Y)

Largest decline over 10 years

-18.62%

-17.09%

-1.53%

Current Drawdown

Current decline from peak

-1.36%

-1.41%

+0.05%

Average Drawdown

Average peak-to-trough decline

-2.35%

-3.66%

+1.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.91%

0.82%

+0.09%

Volatility

BAGIX vs. GNMA - Volatility Comparison

The current volatility for Baird Aggregate Bond Fund Class I (BAGIX) is 1.26%, while iShares GNMA Bond ETF (GNMA) has a volatility of 1.54%. This indicates that BAGIX experiences smaller price fluctuations and is considered to be less risky than GNMA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BAGIXGNMADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

1.54%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.63%

3.14%

-0.51%

Volatility (1Y)

Calculated over the trailing 1-year period

3.80%

4.30%

-0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.92%

6.61%

-0.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.89%

5.13%

-0.24%

BAGIX vs. GNMA - Expense Ratio Comparison

BAGIX has a 0.30% expense ratio, which is higher than GNMA's 0.15% expense ratio.


Dividends

BAGIX vs. GNMA - Dividend Comparison

BAGIX's dividend yield for the trailing twelve months is around 4.24%, which matches GNMA's 4.24% yield.


PositionTTM20252024202320222021202020192018201720162015
BAGIX
Baird Aggregate Bond Fund Class I
4.24%4.12%4.03%3.47%2.70%2.00%3.39%2.75%2.87%2.54%2.25%2.46%
GNMA
iShares GNMA Bond ETF
4.24%4.19%4.15%3.43%2.01%0.64%1.89%2.61%2.41%2.15%1.89%1.50%

Frequently Asked Questions


BAGIX and GNMA have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GNMA has higher volatility (1.54%) compared to BAGIX (1.26%). In terms of maximum drawdown, BAGIX dropped -18.62% vs GNMA's -17.09%.

GNMA currently has the higher Sharpe Ratio (1.53 vs 1.45), 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.

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