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BND vs. BAGIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BND and BAGIX is -0.16. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.2

Performance

BND vs. BAGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Bond Market ETF (BND) and Baird Aggregate Bond Fund Class I (BAGIX). The values are adjusted to include any dividend payments, if applicable.

64.00%66.00%68.00%70.00%72.00%74.00%76.00%December2025FebruaryMarchAprilMay
68.96%
73.22%
BND
BAGIX

Key characteristics

Sharpe Ratio

BND:

1.34

BAGIX:

1.38

Sortino Ratio

BND:

1.94

BAGIX:

2.06

Omega Ratio

BND:

1.23

BAGIX:

1.24

Calmar Ratio

BND:

0.55

BAGIX:

0.59

Martin Ratio

BND:

3.45

BAGIX:

3.67

Ulcer Index

BND:

2.06%

BAGIX:

2.00%

Daily Std Dev

BND:

5.31%

BAGIX:

5.33%

Max Drawdown

BND:

-18.84%

BAGIX:

-19.44%

Current Drawdown

BND:

-7.18%

BAGIX:

-6.26%

Returns By Period

The year-to-date returns for both stocks are quite close, with BND having a 2.39% return and BAGIX slightly lower at 2.32%. Over the past 10 years, BND has underperformed BAGIX with an annualized return of 1.49%, while BAGIX has yielded a comparatively higher 1.77% annualized return.


BND

YTD

2.39%

1M

-1.20%

6M

2.14%

1Y

5.76%

5Y*

-0.89%

10Y*

1.49%

BAGIX

YTD

2.32%

1M

-1.20%

6M

2.26%

1Y

6.01%

5Y*

-0.46%

10Y*

1.77%

*Annualized

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BND vs. BAGIX - Expense Ratio Comparison

BND has a 0.03% expense ratio, which is lower than BAGIX's 0.30% expense ratio.


Expense ratio chart for BAGIX: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BAGIX: 0.30%
Expense ratio chart for BND: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BND: 0.03%

Risk-Adjusted Performance

BND vs. BAGIX — Risk-Adjusted Performance Rank

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

BND
The Risk-Adjusted Performance Rank of BND is 7777
Overall Rank
The Sharpe Ratio Rank of BND is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BND is 8282
Omega Ratio Rank
The Calmar Ratio Rank of BND is 5656
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7373
Martin Ratio Rank

BAGIX
The Risk-Adjusted Performance Rank of BAGIX is 7777
Overall Rank
The Sharpe Ratio Rank of BAGIX is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of BAGIX is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BAGIX is 8282
Omega Ratio Rank
The Calmar Ratio Rank of BAGIX is 6262
Calmar Ratio Rank
The Martin Ratio Rank of BAGIX is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BND vs. BAGIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market ETF (BND) and Baird Aggregate Bond Fund Class I (BAGIX). 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 chart of Sharpe ratio for BND, currently valued at 1.34, compared to the broader market-1.000.001.002.003.004.00
BND: 1.34
BAGIX: 1.38
The chart of Sortino ratio for BND, currently valued at 1.94, compared to the broader market-2.000.002.004.006.008.00
BND: 1.94
BAGIX: 2.06
The chart of Omega ratio for BND, currently valued at 1.23, compared to the broader market0.501.001.502.002.50
BND: 1.23
BAGIX: 1.24
The chart of Calmar ratio for BND, currently valued at 0.55, compared to the broader market0.002.004.006.008.0010.0012.00
BND: 0.55
BAGIX: 0.59
The chart of Martin ratio for BND, currently valued at 3.45, compared to the broader market0.0020.0040.0060.00
BND: 3.45
BAGIX: 3.67

The current BND Sharpe Ratio is 1.34, which is comparable to the BAGIX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of BND and BAGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.50December2025FebruaryMarchAprilMay
1.34
1.38
BND
BAGIX

Dividends

BND vs. BAGIX - Dividend Comparison

BND's dividend yield for the trailing twelve months is around 3.75%, less than BAGIX's 4.09% yield.


TTM20242023202220212020201920182017201620152014
BND
Vanguard Total Bond Market ETF
3.75%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%
BAGIX
Baird Aggregate Bond Fund Class I
4.09%4.05%3.46%2.69%1.92%2.29%2.76%2.89%2.55%2.47%2.47%2.90%

Drawdowns

BND vs. BAGIX - Drawdown Comparison

The maximum BND drawdown since its inception was -18.84%, roughly equal to the maximum BAGIX drawdown of -19.44%. Use the drawdown chart below to compare losses from any high point for BND and BAGIX. For additional features, visit the drawdowns tool.


-10.00%-9.00%-8.00%-7.00%-6.00%-5.00%December2025FebruaryMarchAprilMay
-7.18%
-6.26%
BND
BAGIX

Volatility

BND vs. BAGIX - Volatility Comparison

Vanguard Total Bond Market ETF (BND) and Baird Aggregate Bond Fund Class I (BAGIX) have volatilities of 2.18% and 2.14%, 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.


1.20%1.40%1.60%1.80%2.00%2.20%December2025FebruaryMarchAprilMay
2.18%
2.14%
BND
BAGIX