PortfoliosLab logoPortfoliosLab logo
BAGSX vs. BMDSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BAGSX vs. BMDSX - Performance Comparison

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

Loading graphics...

BAGSX vs. BMDSX - 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%
BMDSX
Baird Mid Cap Growth Fund
-5.21%4.88%-1.16%19.91%-27.86%21.81%34.56%35.94%-1.52%26.61%

Returns By Period

In the year-to-date period, BAGSX achieves a -0.31% return, which is significantly higher than BMDSX's -5.21% return. Over the past 10 years, BAGSX has underperformed BMDSX with an annualized return of 1.81%, while BMDSX has yielded a comparatively higher 9.40% 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%

BMDSX

1D
-0.31%
1M
-9.95%
YTD
-5.21%
6M
5.06%
1Y
10.09%
3Y*
1.93%
5Y*
0.43%
10Y*
9.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BAGSX vs. BMDSX - Expense Ratio Comparison

BAGSX has a 0.55% expense ratio, which is lower than BMDSX's 1.05% expense ratio.


Return for Risk

BAGSX vs. BMDSX — 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

BMDSX
BMDSX Risk / Return Rank: 2020
Overall Rank
BMDSX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BMDSX Sortino Ratio Rank: 2424
Sortino Ratio Rank
BMDSX Omega Ratio Rank: 2020
Omega Ratio Rank
BMDSX Calmar Ratio Rank: 2121
Calmar Ratio Rank
BMDSX Martin Ratio Rank: 1717
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. BMDSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Aggregate Bond Fund (BAGSX) and Baird Mid Cap Growth Fund (BMDSX). 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.


BAGSXBMDSXDifference

Sharpe ratio

Return per unit of total volatility

0.99

0.41

+0.59

Sortino ratio

Return per unit of downside risk

1.42

0.94

+0.48

Omega ratio

Gain probability vs. loss probability

1.18

1.12

+0.06

Calmar ratio

Return relative to maximum drawdown

1.79

0.63

+1.16

Martin ratio

Return relative to average drawdown

5.16

1.69

+3.46

BAGSX vs. BMDSX - Sharpe Ratio Comparison

The current BAGSX Sharpe Ratio is 0.99, which is higher than the BMDSX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of BAGSX and BMDSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BAGSXBMDSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

0.41

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.02

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.44

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

0.34

+0.58

Correlation

The correlation between BAGSX and BMDSX is -0.15. 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.


Dividends

BAGSX vs. BMDSX - Dividend Comparison

BAGSX's dividend yield for the trailing twelve months is around 3.76%, less than BMDSX's 29.29% 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%
BMDSX
Baird Mid Cap Growth Fund
29.29%27.76%4.57%2.44%1.79%17.82%10.09%5.77%6.62%4.87%0.00%0.15%

Drawdowns

BAGSX vs. BMDSX - Drawdown Comparison

The maximum BAGSX drawdown since its inception was -18.97%, smaller than the maximum BMDSX drawdown of -53.96%. Use the drawdown chart below to compare losses from any high point for BAGSX and BMDSX.


Loading graphics...

Drawdown Indicators


BAGSXBMDSXDifference

Max Drawdown

Largest peak-to-trough decline

-18.97%

-53.96%

+34.99%

Max Drawdown (1Y)

Largest decline over 1 year

-2.64%

-12.95%

+10.31%

Max Drawdown (5Y)

Largest decline over 5 years

-18.84%

-36.24%

+17.40%

Max Drawdown (10Y)

Largest decline over 10 years

-18.97%

-36.24%

+17.27%

Current Drawdown

Current decline from peak

-2.14%

-18.22%

+16.08%

Average Drawdown

Average peak-to-trough decline

-2.53%

-10.72%

+8.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

4.80%

-3.88%

Volatility

BAGSX vs. BMDSX - Volatility Comparison

The current volatility for Baird Aggregate Bond Fund (BAGSX) is 1.64%, while Baird Mid Cap Growth Fund (BMDSX) has a volatility of 5.08%. This indicates that BAGSX experiences smaller price fluctuations and is considered to be less risky than BMDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BAGSXBMDSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

5.08%

-3.44%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

18.40%

-15.84%

Volatility (1Y)

Calculated over the trailing 1-year period

4.27%

25.22%

-20.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.91%

22.15%

-16.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.89%

21.32%

-16.43%