BAGIX vs. OPIGX

In the year-to-date period, BAGIX achieves a 2.23% return, which is significantly higher than OPIGX's 1.43% return. Over the past 10 years, BAGIX has outperformed OPIGX with an annualized return of 1.89%, while OPIGX has yielded a comparatively lower 1.54% annualized return.

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BAGIX has a 0.30% expense ratio, which is lower than OPIGX's 0.71% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Baird Aggregate Bond Fund Class I (BAGIX) and Invesco Core Bond Fund (OPIGX). 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.

The current BAGIX Sharpe Ratio is 1.17, which is comparable to the OPIGX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of BAGIX and OPIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BAGIX's dividend yield for the trailing twelve months is around 4.10%, less than OPIGX's 4.47% yield.

The maximum BAGIX drawdown since its inception was -18.62%, smaller than the maximum OPIGX drawdown of -46.77%. Use the drawdown chart below to compare losses from any high point for BAGIX and OPIGX.

Baird Aggregate Bond Fund Class I (BAGIX) and Invesco Core Bond Fund (OPIGX) have volatilities of 1.46% and 1.44%, 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.