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BAGIX vs. IEMG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BAGIX vs. IEMG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baird Aggregate Bond Fund Class I (BAGIX) and iShares Core MSCI Emerging Markets ETF (IEMG). 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 0.53% return, which is significantly lower than IEMG's 22.84% return. Over the past 10 years, BAGIX has underperformed IEMG with an annualized return of 1.94%, while IEMG has yielded a comparatively higher 10.42% annualized return.


BAGIX

1D
0.51%
1M
1.19%
YTD
0.53%
6M
1.08%
1Y
5.04%
3Y*
4.52%
5Y*
0.29%
10Y*
1.94%

IEMG

1D
0.61%
1M
0.34%
YTD
22.84%
6M
25.59%
1Y
44.83%
3Y*
21.33%
5Y*
7.15%
10Y*
10.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BAGIX vs. IEMG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAGIX
Baird Aggregate Bond Fund Class I
0.53%7.37%1.85%6.42%-13.35%-1.46%8.63%9.48%-0.31%4.20%
IEMG
iShares Core MSCI Emerging Markets ETF
22.84%32.56%6.50%11.52%-19.98%-0.64%17.87%17.81%-14.92%37.38%

Correlation

The correlation between BAGIX and IEMG is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.32

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

0.21

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

0.14

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

0.03

Correlation (All Time)
Calculated using the full available price history since Oct 24, 2012

-0.02

The correlation between BAGIX and IEMG shifts across timeframes, from -0.02 (all time) to 0.32 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BAGIX vs. IEMG — Risk / Return Rank

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

BAGIX
BAGIX Risk / Return Rank: 3434
Overall Rank
BAGIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
BAGIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
BAGIX Omega Ratio Rank: 3333
Omega Ratio Rank
BAGIX Calmar Ratio Rank: 3636
Calmar Ratio Rank
BAGIX Martin Ratio Rank: 2828
Martin Ratio Rank

IEMG
IEMG Risk / Return Rank: 7373
Overall Rank
IEMG Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
IEMG Sortino Ratio Rank: 6767
Sortino Ratio Rank
IEMG Omega Ratio Rank: 7676
Omega Ratio Rank
IEMG Calmar Ratio Rank: 7373
Calmar Ratio Rank
IEMG Martin Ratio Rank: 7373
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. IEMG - Risk-Adjusted Trends Comparison

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


BAGIXIEMGDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.24

1.39

-0.14

Calmar ratioReturn relative to maximum drawdown

1.86

3.23

-1.37

Martin ratioReturn relative to average drawdown

5.32

11.89

-6.57

BAGIX vs. IEMG - Sharpe Ratio Comparison

The current BAGIX Sharpe Ratio is 1.35, which is lower than the IEMG Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of BAGIX and IEMG, 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. IEMG - Drawdown Comparison

The maximum BAGIX drawdown since its inception was -18.62%, smaller than the maximum IEMG drawdown of -38.71%. Use the drawdown chart below to compare losses from any high point for BAGIX and IEMG.


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Drawdown Indicators


BAGIXIEMGDifference

Max Drawdown

Largest peak-to-trough decline

-18.62%

-38.71%

+20.09%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-13.21%

+10.49%

Max Drawdown (3Y)

Largest decline over 3 years

-6.05%

-17.21%

+11.16%

Max Drawdown (5Y)

Largest decline over 5 years

-18.60%

-35.75%

+17.15%

Max Drawdown (10Y)

Largest decline over 10 years

-18.62%

-38.71%

+20.09%

Current Drawdown

Current decline from peak

-1.26%

-3.98%

+2.72%

Average Drawdown

Average peak-to-trough decline

-2.35%

-12.95%

+10.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

3.59%

-2.64%

Volatility

BAGIX vs. IEMG - Volatility Comparison

The current volatility for Baird Aggregate Bond Fund Class I (BAGIX) is 1.26%, while iShares Core MSCI Emerging Markets ETF (IEMG) has a volatility of 10.60%. This indicates that BAGIX experiences smaller price fluctuations and is considered to be less risky than IEMG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BAGIXIEMGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

10.60%

-9.34%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

18.89%

-16.23%

Volatility (1Y)

Calculated over the trailing 1-year period

3.75%

21.08%

-17.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.93%

18.73%

-12.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.89%

20.17%

-15.28%

BAGIX vs. IEMG - Expense Ratio Comparison

BAGIX has a 0.30% expense ratio, which is higher than IEMG's 0.09% expense ratio.


Dividends

BAGIX vs. IEMG - Dividend Comparison

BAGIX's dividend yield for the trailing twelve months is around 4.23%, more than IEMG's 2.24% 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%
IEMG
iShares Core MSCI Emerging Markets ETF
2.24%2.75%3.20%2.89%2.71%3.06%1.87%3.15%2.76%2.35%2.28%2.53%

Frequently Asked Questions


BAGIX and IEMG have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IEMG has higher volatility (10.60%) compared to BAGIX (1.26%). In terms of maximum drawdown, BAGIX dropped -18.62% vs IEMG's -38.71%.

IEMG currently has the higher Sharpe Ratio (2.03 vs 1.35), 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 IEMG

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