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BAGIX vs. PIMIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BAGIX vs. PIMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baird Aggregate Bond Fund Class I (BAGIX) and PIMCO Income Fund Institutional Class (PIMIX). 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 PIMIX's 0.91% return. Over the past 10 years, BAGIX has underperformed PIMIX with an annualized return of 1.94%, while PIMIX has yielded a comparatively higher 4.70% 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%

PIMIX

1D
0.56%
1M
1.76%
YTD
0.91%
6M
1.78%
1Y
7.88%
3Y*
7.70%
5Y*
3.44%
10Y*
4.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BAGIX vs. PIMIX - 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%
PIMIX
PIMCO Income Fund Institutional Class
0.91%11.08%5.45%9.36%-9.07%2.62%5.84%8.10%0.63%8.63%

Correlation

The correlation between BAGIX and PIMIX is 0.84, 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

0.84

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

0.85

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

0.78

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

0.62

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2007

0.58

Over the past year, BAGIX and PIMIX have become more correlated (0.84) than their long-term average of 0.58, meaning their price movements have been converging.

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Return for Risk

BAGIX vs. PIMIX — 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

PIMIX
PIMIX Risk / Return Rank: 6060
Overall Rank
PIMIX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
PIMIX Sortino Ratio Rank: 7373
Sortino Ratio Rank
PIMIX Omega Ratio Rank: 7171
Omega Ratio Rank
PIMIX Calmar Ratio Rank: 4747
Calmar Ratio Rank
PIMIX Martin Ratio Rank: 4141
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. PIMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Aggregate Bond Fund Class I (BAGIX) and PIMCO Income Fund Institutional Class (PIMIX). 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.


BAGIXPIMIXDifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.24

1.36

-0.12

Calmar ratioReturn relative to maximum drawdown

1.86

2.12

-0.27

Martin ratioReturn relative to average drawdown

5.32

7.21

-1.89

BAGIX vs. PIMIX - Sharpe Ratio Comparison

The current BAGIX Sharpe Ratio is 1.35, which is comparable to the PIMIX Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of BAGIX and PIMIX, 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. PIMIX - Drawdown Comparison

The maximum BAGIX drawdown since its inception was -18.62%, which is greater than PIMIX's maximum drawdown of -13.39%. Use the drawdown chart below to compare losses from any high point for BAGIX and PIMIX.


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Drawdown Indicators


BAGIXPIMIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.62%

-13.39%

-5.23%

Max Drawdown (1Y)

Largest decline over 1 year

-2.72%

-3.69%

+0.97%

Max Drawdown (3Y)

Largest decline over 3 years

-6.05%

-3.84%

-2.21%

Max Drawdown (5Y)

Largest decline over 5 years

-18.60%

-13.34%

-5.26%

Max Drawdown (10Y)

Largest decline over 10 years

-18.62%

-13.39%

-5.23%

Current Drawdown

Current decline from peak

-1.26%

-1.02%

-0.24%

Average Drawdown

Average peak-to-trough decline

-2.35%

-1.69%

-0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

1.08%

-0.13%

Volatility

BAGIX vs. PIMIX - Volatility Comparison

The current volatility for Baird Aggregate Bond Fund Class I (BAGIX) is 1.26%, while PIMCO Income Fund Institutional Class (PIMIX) has a volatility of 1.67%. This indicates that BAGIX experiences smaller price fluctuations and is considered to be less risky than PIMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BAGIXPIMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.26%

1.67%

-0.41%

Volatility (6M)

Calculated over the trailing 6-month period

2.66%

3.37%

-0.71%

Volatility (1Y)

Calculated over the trailing 1-year period

3.75%

4.17%

-0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.93%

4.86%

+1.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.89%

4.26%

+0.63%

BAGIX vs. PIMIX - Expense Ratio Comparison

BAGIX has a 0.30% expense ratio, which is lower than PIMIX's 0.54% expense ratio.


Dividends

BAGIX vs. PIMIX - Dividend Comparison

BAGIX's dividend yield for the trailing twelve months is around 4.23%, less than PIMIX's 5.83% 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%
PIMIX
PIMCO Income Fund Institutional Class
5.83%6.01%6.27%6.21%4.98%4.02%4.88%5.83%5.66%5.37%5.52%7.88%

Frequently Asked Questions


BAGIX and PIMIX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PIMIX has higher volatility (1.67%) compared to BAGIX (1.26%). In terms of maximum drawdown, BAGIX dropped -18.62% vs PIMIX's -13.39%.

PIMIX currently has the higher Sharpe Ratio (1.88 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

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