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BAGIX vs. GNMA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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BAGIX vs. GNMA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAGIX
Baird Aggregate Bond Fund Class I
-0.06%7.37%1.85%6.42%-13.35%-1.46%8.63%9.48%-0.31%4.20%
GNMA
iShares GNMA Bond ETF
0.45%8.25%1.07%5.34%-10.83%-1.86%3.51%5.85%0.85%1.74%

Returns By Period

In the year-to-date period, BAGIX achieves a -0.06% return, which is significantly lower than GNMA's 0.45% return. Over the past 10 years, BAGIX has outperformed GNMA with an annualized return of 2.07%, while GNMA has yielded a comparatively lower 1.27% annualized return.


BAGIX

1D
0.20%
1M
-1.44%
YTD
-0.06%
6M
0.76%
1Y
4.14%
3Y*
4.12%
5Y*
0.47%
10Y*
2.07%

GNMA

1D
0.23%
1M
-1.26%
YTD
0.45%
6M
1.88%
1Y
5.35%
3Y*
4.05%
5Y*
0.45%
10Y*
1.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BAGIX vs. GNMA - Expense Ratio Comparison

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


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: 5252
Overall Rank
BAGIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BAGIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
BAGIX Omega Ratio Rank: 3737
Omega Ratio Rank
BAGIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
BAGIX Martin Ratio Rank: 5050
Martin Ratio Rank

GNMA
GNMA Risk / Return Rank: 5959
Overall Rank
GNMA Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
GNMA Sortino Ratio Rank: 6161
Sortino Ratio Rank
GNMA Omega Ratio Rank: 5151
Omega Ratio Rank
GNMA Calmar Ratio Rank: 6969
Calmar Ratio Rank
GNMA Martin Ratio Rank: 5454
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 ratio

Return per unit of total volatility

1.02

1.12

-0.10

Sortino ratio

Return per unit of downside risk

1.47

1.63

-0.16

Omega ratio

Gain probability vs. loss probability

1.18

1.20

-0.02

Calmar ratio

Return relative to maximum drawdown

1.74

1.90

-0.17

Martin ratio

Return relative to average drawdown

5.08

5.64

-0.56

BAGIX vs. GNMA - Sharpe Ratio Comparison

The current BAGIX Sharpe Ratio is 1.02, which is comparable to the GNMA Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of BAGIX and GNMA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BAGIXGNMADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

1.12

-0.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.07

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.25

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.98

0.25

+0.73

Correlation

The correlation between BAGIX and GNMA is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BAGIX vs. GNMA - Dividend Comparison

BAGIX's dividend yield for the trailing twelve months is around 4.18%, which matches GNMA's 4.21% yield.


TTM20252024202320222021202020192018201720162015
BAGIX
Baird Aggregate Bond Fund Class I
4.18%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
4.21%4.19%4.15%3.43%2.01%0.64%1.89%2.61%2.41%2.15%1.89%1.50%

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

-2.63%

-2.93%

+0.30%

Max Drawdown (5Y)

Largest decline over 5 years

-18.60%

-16.02%

-2.58%

Max Drawdown (10Y)

Largest decline over 10 years

-18.62%

-17.09%

-1.53%

Current Drawdown

Current decline from peak

-1.84%

-1.52%

-0.32%

Average Drawdown

Average peak-to-trough decline

-2.36%

-3.69%

+1.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.90%

0.99%

-0.09%

Volatility

BAGIX vs. GNMA - Volatility Comparison

The current volatility for Baird Aggregate Bond Fund Class I (BAGIX) is 1.50%, while iShares GNMA Bond ETF (GNMA) has a volatility of 1.79%. 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

1.50%

1.79%

-0.29%

Volatility (6M)

Calculated over the trailing 6-month period

2.49%

2.76%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

4.28%

4.78%

-0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.90%

6.56%

-0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.88%

5.11%

-0.23%