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BAGSX vs. BCOSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BAGSX vs. BCOSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baird Aggregate Bond Fund (BAGSX) and Baird Core Plus Bond Fund (BCOSX). The values are adjusted to include any dividend payments, if applicable.

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BAGSX vs. BCOSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAGSX
Baird Aggregate Bond Fund
-0.31%7.11%1.63%6.12%-13.52%-1.74%8.42%9.17%-0.55%3.90%
BCOSX
Baird Core Plus Bond Fund
-0.40%7.22%2.26%6.60%-13.09%-1.23%8.59%9.69%-0.74%4.47%

Returns By Period

In the year-to-date period, BAGSX achieves a -0.31% return, which is significantly higher than BCOSX's -0.40% return. Over the past 10 years, BAGSX has underperformed BCOSX with an annualized return of 1.81%, while BCOSX has yielded a comparatively higher 2.23% annualized return.


BAGSX

1D
0.59%
1M
-2.07%
YTD
-0.31%
6M
0.69%
1Y
4.01%
3Y*
3.80%
5Y*
0.26%
10Y*
1.81%

BCOSX

1D
0.47%
1M
-2.04%
YTD
-0.40%
6M
0.67%
1Y
4.08%
3Y*
4.18%
5Y*
0.63%
10Y*
2.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BAGSX vs. BCOSX - Expense Ratio Comparison

Both BAGSX and BCOSX have an expense ratio of 0.55%.


Return for Risk

BAGSX vs. BCOSX — Risk / Return Rank

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

BAGSX
BAGSX Risk / Return Rank: 5555
Overall Rank
BAGSX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
BAGSX Sortino Ratio Rank: 5252
Sortino Ratio Rank
BAGSX Omega Ratio Rank: 4040
Omega Ratio Rank
BAGSX Calmar Ratio Rank: 7777
Calmar Ratio Rank
BAGSX Martin Ratio Rank: 5353
Martin Ratio Rank

BCOSX
BCOSX Risk / Return Rank: 6060
Overall Rank
BCOSX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BCOSX Sortino Ratio Rank: 5858
Sortino Ratio Rank
BCOSX Omega Ratio Rank: 4545
Omega Ratio Rank
BCOSX Calmar Ratio Rank: 7979
Calmar Ratio Rank
BCOSX Martin Ratio Rank: 6161
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.

BAGSX vs. BCOSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Aggregate Bond Fund (BAGSX) and Baird Core Plus Bond Fund (BCOSX). 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.


BAGSXBCOSXDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.05

-0.06

Sortino ratio

Return per unit of downside risk

1.42

1.50

-0.08

Omega ratio

Gain probability vs. loss probability

1.18

1.19

-0.01

Calmar ratio

Return relative to maximum drawdown

1.79

1.87

-0.08

Martin ratio

Return relative to average drawdown

5.16

5.79

-0.64

BAGSX vs. BCOSX - Sharpe Ratio Comparison

The current BAGSX Sharpe Ratio is 0.99, which is comparable to the BCOSX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of BAGSX and BCOSX, 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


BAGSXBCOSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.05

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.11

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.48

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

1.02

-0.10

Correlation

The correlation between BAGSX and BCOSX is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BAGSX vs. BCOSX - Dividend Comparison

BAGSX's dividend yield for the trailing twelve months is around 3.76%, less than BCOSX's 3.84% yield.


TTM20252024202320222021202020192018201720162015
BAGSX
Baird Aggregate Bond Fund
3.76%3.69%3.62%3.10%2.33%1.68%3.02%2.41%2.53%2.21%1.96%2.14%
BCOSX
Baird Core Plus Bond Fund
3.84%3.75%3.68%3.17%2.69%2.57%3.11%2.60%2.75%2.47%2.27%2.49%

Drawdowns

BAGSX vs. BCOSX - Drawdown Comparison

The maximum BAGSX drawdown since its inception was -18.97%, roughly equal to the maximum BCOSX drawdown of -18.39%. Use the drawdown chart below to compare losses from any high point for BAGSX and BCOSX.


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Drawdown Indicators


BAGSXBCOSXDifference

Max Drawdown

Largest peak-to-trough decline

-18.97%

-18.39%

-0.58%

Max Drawdown (1Y)

Largest decline over 1 year

-2.64%

-2.60%

-0.04%

Max Drawdown (5Y)

Largest decline over 5 years

-18.84%

-18.39%

-0.45%

Max Drawdown (10Y)

Largest decline over 10 years

-18.97%

-18.39%

-0.58%

Current Drawdown

Current decline from peak

-2.14%

-2.04%

-0.10%

Average Drawdown

Average peak-to-trough decline

-2.53%

-2.31%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.84%

+0.08%

Volatility

BAGSX vs. BCOSX - Volatility Comparison

Baird Aggregate Bond Fund (BAGSX) has a higher volatility of 1.64% compared to Baird Core Plus Bond Fund (BCOSX) at 1.52%. This indicates that BAGSX's price experiences larger fluctuations and is considered to be riskier than BCOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BAGSXBCOSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

1.52%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

2.41%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

4.27%

4.10%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.91%

5.60%

+0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.89%

4.64%

+0.25%